| Metric | 11394806:btcusd:triple_med_gx:lsma45_115 | 11394806:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -16.36% | 189.3% |
| Max Drawdown | -41.56% | -67.18% |
| Sharpe | -0.06 | 0.43 |
| Sortino | -0.09 | 0.63 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 0.99 | 0.99 |
| Outlier Win Ratio | 33.48 | 3.58 |
| Outlier Loss Ratio | 4.12 | 3.52 |
| Volatility (ann.) | 11.33% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.12 | 0.55 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 45.08 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.42% | 2.56% |
| Expected Yearly % | -4.37% | 30.42% |
| Kelly Criterion | -4.78% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11394806:BTCUSD | 11394806:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -14.00 | 0.25 | + |
| 2023 | 155.54 | -5.36 | -0.03 | - |
| 2024 | 121.00 | 0.31 | 0.00 | - |
| 2025 | 16.76 | 2.44 | 0.15 | - |
| Metric | 11394806:btcusd:triple_med_gx:lsma45_115 | 11394806:BTCUSD |
|---|---|---|
| MTD | 8.14% | 4.16% |
| 3M | 10.37% | 31.46% |
| 6M | 1.53% | 12.77% |
| YTD | 2.44% | 16.76% |
| 1Y | -27.56% | 56.84% |
| 3Y (ann.) | -7.7% | 55.31% |
| 5Y (ann.) | -5.17% | 37.09% |
| Metric | 11394806:btcusd:triple_med_gx:lsma45_115 | 11394806:BTCUSD |
|---|---|---|
| Max Drawdown | -41.56% | -67.18% |
| Longest DD Days | 777.0 | 683.0 |
| Avg. Drawdown | -9.83% | -6.63% |
| Avg. Drawdown Days | 132.0 | 33.0 |
| Recovery Factor | -0.39 | 2.82 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -41.56 | 369 |
| 2022-04-20 | 2024-06-05 | -34.23 | 777 |
| 2022-03-12 | 2022-04-19 | -4.67 | 38 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-03-11 | 2022-03-12 | -0.18 | 0 |
| 2022-02-20 | 2022-02-20 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11394806:btcusd:triple_med_gx:lsma45_115 | 11394806:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -12.32% | -37.12% |
| Best Year | 2.44% | 155.54% |
| Worst Year | -14.0% | -56.13% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 2.97% | 6.68% |
| Avg. Down Week | -2.89% | -4.43% |
| Avg. Up Month | 5.86% | 13.04% |
| Avg. Down Month | -5.59% | -11.37% |
| Win Days % | 45.38% | 51.25% |
| Win Month % | 42.86% | 61.9% |
| Win Week % | 46.79% | 50.84% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |