| Metric | 11394582:btcusd:triple_med_gx:lsma45_115 | 11394582:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 5.83% | 189.3% |
| Max Drawdown | -24.31% | -67.18% |
| Sharpe | 0.09 | 0.43 |
| Sortino | 0.14 | 0.63 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 33.73 | 3.53 |
| Outlier Loss Ratio | 4.07 | 3.4 |
| Volatility (ann.) | 11.6% | 26.34% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.07 | 0.55 |
| Skew | 2.38 | 0.2 |
| Kurtosis | 63.56 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.56% |
| Expected Yearly % | 1.43% | 30.42% |
| Kelly Criterion | -2.5% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.24% |
| Expected Shortfall (cVaR) | -1.0% | -2.24% |
| Year | 11394582:BTCUSD | 11394582:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -13.08 | 0.23 | + |
| 2023 | 155.54 | 16.68 | 0.11 | - |
| 2024 | 121.00 | -0.21 | -0.00 | - |
| 2025 | 16.76 | 4.57 | 0.27 | - |
| Metric | 11394582:btcusd:triple_med_gx:lsma45_115 | 11394582:BTCUSD |
|---|---|---|
| MTD | 2.37% | 4.16% |
| 3M | 3.47% | 31.46% |
| 6M | -0.44% | 12.77% |
| YTD | 4.57% | 16.76% |
| 1Y | -13.3% | 56.84% |
| 3Y (ann.) | 1.72% | 55.31% |
| 5Y (ann.) | 1.7% | 37.09% |
| Metric | 11394582:btcusd:triple_med_gx:lsma45_115 | 11394582:BTCUSD |
|---|---|---|
| Max Drawdown | -24.31% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -5.94% | -6.63% |
| Avg. Drawdown Days | 99.0 | 33.0 |
| Recovery Factor | 0.24 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-03-24 | -24.31 | 678 |
| 2024-06-05 | 2025-06-11 | -23.71 | 370 |
| 2022-03-13 | 2022-05-15 | -9.47 | 63 |
| 2022-02-17 | 2022-02-28 | -6.21 | 11 |
| 2024-03-26 | 2024-04-19 | -2.32 | 23 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-05-04 | 2024-06-04 | -1.07 | 31 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2024-03-25 | 2024-03-25 | -0.81 | 0 |
| 2024-04-20 | 2024-05-04 | -0.41 | 13 |
| Metric | 11394582:btcusd:triple_med_gx:lsma45_115 | 11394582:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.89% | 35.75% |
| Worst Week | -8.86% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -9.88% | -37.12% |
| Best Year | 16.68% | 155.54% |
| Worst Year | -13.08% | -56.13% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.0% | 7.85% |
| Avg. Down Week | -2.33% | -4.64% |
| Avg. Up Month | 4.5% | 16.42% |
| Avg. Down Month | -3.99% | -11.43% |
| Win Days % | 45.11% | 51.25% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 41.18% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |