| Metric | 11394693:btcusd:triple_med_gx:lsma45_115 | 11394693:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -20.6% | 189.3% |
| Max Drawdown | -43.1% | -67.18% |
| Sharpe | -0.11 | 0.43 |
| Sortino | -0.15 | 0.63 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.47 | 0.56 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 35.31 | 3.4 |
| Outlier Loss Ratio | 4.13 | 3.47 |
| Volatility (ann.) | 10.78% | 26.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.15 | 0.55 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 52.35 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.55% | 2.56% |
| Expected Yearly % | -5.6% | 30.42% |
| Kelly Criterion | -5.73% | 3.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11394693:BTCUSD | 11394693:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 4.36 | -0.08 | + |
| 2023 | 155.54 | -4.85 | -0.03 | - |
| 2024 | 121.00 | -3.88 | -0.03 | - |
| 2025 | 16.76 | -16.82 | -1.00 | - |
| Metric | 11394693:btcusd:triple_med_gx:lsma45_115 | 11394693:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | -2.0% | 31.46% |
| 6M | -21.11% | 12.77% |
| YTD | -16.82% | 16.76% |
| 1Y | -37.76% | 56.84% |
| 3Y (ann.) | -9.99% | 55.31% |
| 5Y (ann.) | -6.62% | 37.09% |
| Metric | 11394693:btcusd:triple_med_gx:lsma45_115 | 11394693:BTCUSD |
|---|---|---|
| Max Drawdown | -43.1% | -67.18% |
| Longest DD Days | 619.0 | 683.0 |
| Avg. Drawdown | -8.56% | -6.63% |
| Avg. Drawdown Days | 92.0 | 33.0 |
| Recovery Factor | -0.48 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -43.10 | 370 |
| 2022-08-11 | 2024-04-22 | -24.49 | 619 |
| 2022-03-15 | 2022-05-15 | -7.66 | 61 |
| 2022-05-16 | 2022-06-19 | -6.84 | 34 |
| 2022-02-17 | 2022-02-28 | -6.19 | 11 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2024-04-22 | 2024-06-05 | -3.20 | 44 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11394693:btcusd:triple_med_gx:lsma45_115 | 11394693:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -9.5% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -10.14% | -37.12% |
| Best Year | 4.36% | 155.54% |
| Worst Year | -16.82% | -56.13% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.07% | 7.57% |
| Avg. Down Week | -2.87% | -4.19% |
| Avg. Up Month | 5.17% | 13.28% |
| Avg. Down Month | -5.14% | -8.82% |
| Win Days % | 45.34% | 51.25% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 45.71% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |