| Metric | 11396313:btcusd:triple_med_gx:lsma45_120 | 11396313:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -13.39% | 187.39% |
| Max Drawdown | -40.4% | -67.18% |
| Sharpe | -0.04 | 0.43 |
| Sortino | -0.06 | 0.62 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 34.68 | 3.47 |
| Outlier Loss Ratio | 4.14 | 3.46 |
| Volatility (ann.) | 10.89% | 26.35% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.1 | 0.55 |
| Skew | 1.14 | 0.2 |
| Kurtosis | 50.53 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.34% | 2.55% |
| Expected Yearly % | -3.53% | 30.2% |
| Kelly Criterion | -4.74% | 4.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.24% |
| Expected Shortfall (cVaR) | -0.94% | -2.24% |
| Year | 11396313:BTCUSD | 11396313:btcusd:triple_med_gx:lsma45_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 10.27 | -0.18 | + |
| 2023 | 155.54 | -4.90 | -0.03 | - |
| 2024 | 121.00 | -1.35 | -0.01 | - |
| 2025 | 16.76 | -16.29 | -0.97 | - |
| Metric | 11396313:btcusd:triple_med_gx:lsma45_120 | 11396313:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | -1.19% | 31.46% |
| 6M | -20.05% | 12.77% |
| YTD | -16.29% | 16.76% |
| 1Y | -34.54% | 56.84% |
| 3Y (ann.) | -7.65% | 55.31% |
| 5Y (ann.) | -4.19% | 36.89% |
| Metric | 11396313:btcusd:triple_med_gx:lsma45_120 | 11396313:BTCUSD |
|---|---|---|
| Max Drawdown | -40.4% | -67.18% |
| Longest DD Days | 1021.0 | 683.0 |
| Avg. Drawdown | -7.51% | -6.61% |
| Avg. Drawdown Days | 109.0 | 33.0 |
| Recovery Factor | -0.33 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-06-11 | -40.40 | 1021 |
| 2022-03-15 | 2022-05-15 | -7.66 | 61 |
| 2022-02-17 | 2022-02-28 | -6.19 | 11 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-05-16 | 2022-06-19 | -5.75 | 34 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-25 | -3.60 | 14 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| Metric | 11396313:btcusd:triple_med_gx:lsma45_120 | 11396313:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 16.16% | 35.75% |
| Worst Week | -9.5% | -29.64% |
| Best Month | 13.04% | 43.77% |
| Worst Month | -9.25% | -37.12% |
| Best Year | 10.27% | 155.54% |
| Worst Year | -16.29% | -56.42% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.32% | 7.41% |
| Avg. Down Week | -2.65% | -4.07% |
| Avg. Up Month | 4.84% | 13.28% |
| Avg. Down Month | -4.95% | -8.8% |
| Win Days % | 45.79% | 51.28% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 42.45% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |