| Metric | 11396424:btcusd:triple_med_gx:lsma45_120 | 11396424:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -9.91% | 187.39% |
| Max Drawdown | -40.5% | -67.18% |
| Sharpe | -0.01 | 0.43 |
| Sortino | -0.02 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.99 | 1.06 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 32.63 | 3.59 |
| Outlier Loss Ratio | 4.12 | 3.51 |
| Volatility (ann.) | 11.41% | 26.35% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.08 | 0.55 |
| Skew | 1.38 | 0.2 |
| Kurtosis | 43.92 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.25% | 2.55% |
| Expected Yearly % | -2.57% | 30.2% |
| Kelly Criterion | -4.09% | 5.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11396424:BTCUSD | 11396424:btcusd:triple_med_gx:lsma45_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -13.42 | 0.24 | + |
| 2023 | 155.54 | -2.30 | -0.01 | - |
| 2024 | 121.00 | 3.55 | 0.03 | - |
| 2025 | 16.76 | 2.85 | 0.17 | - |
| Metric | 11396424:btcusd:triple_med_gx:lsma45_120 | 11396424:BTCUSD |
|---|---|---|
| MTD | 8.14% | 4.16% |
| 3M | 9.83% | 31.46% |
| 6M | 1.93% | 12.77% |
| YTD | 2.85% | 16.76% |
| 1Y | -26.61% | 56.84% |
| 3Y (ann.) | -4.72% | 55.31% |
| 5Y (ann.) | -3.06% | 36.89% |
| Metric | 11396424:btcusd:triple_med_gx:lsma45_120 | 11396424:BTCUSD |
|---|---|---|
| Max Drawdown | -40.5% | -67.18% |
| Longest DD Days | 756.0 | 683.0 |
| Avg. Drawdown | -5.7% | -6.61% |
| Avg. Drawdown Days | 78.0 | 33.0 |
| Recovery Factor | -0.24 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -40.50 | 369 |
| 2022-04-20 | 2024-05-15 | -30.88 | 756 |
| 2022-03-12 | 2022-04-19 | -4.65 | 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 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2022-03-01 | 2022-03-12 | -0.34 | 10 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-05-31 | 2024-05-31 | -0.18 | 0 |
| Metric | 11396424:btcusd:triple_med_gx:lsma45_120 | 11396424:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 24.41% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 20.79% | 43.77% |
| Worst Month | -12.32% | -37.12% |
| Best Year | 3.55% | 155.54% |
| Worst Year | -13.42% | -56.42% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.16% | 6.64% |
| Avg. Down Week | -2.86% | -4.34% |
| Avg. Up Month | 6.78% | 16.11% |
| Avg. Down Month | -4.83% | -10.74% |
| Win Days % | 45.52% | 51.28% |
| Win Month % | 39.02% | 61.9% |
| Win Week % | 46.43% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |