| Metric | 11397961:btcusd:triple_med_gx:lsma45_125 | 11397961:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.26% | 183.29% |
| Max Drawdown | -34.35% | -67.18% |
| Sharpe | 0.02 | 0.43 |
| Sortino | 0.03 | 0.62 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.03 | 1.06 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 33.91 | 3.5 |
| Outlier Loss Ratio | 4.15 | 3.43 |
| Volatility (ann.) | 10.96% | 26.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.05 | 0.54 |
| Skew | 1.26 | 0.2 |
| Kurtosis | 49.69 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.57% |
| Expected Yearly % | -1.34% | 29.73% |
| Kelly Criterion | -3.9% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.24% |
| Expected Shortfall (cVaR) | -0.94% | -2.24% |
| Year | 11397961:BTCUSD | 11397961:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 9.52 | -0.17 | + |
| 2023 | 155.54 | -7.40 | -0.05 | - |
| 2024 | 121.00 | 5.99 | 0.05 | - |
| 2025 | 16.76 | -11.86 | -0.71 | - |
| Metric | 11397961:btcusd:triple_med_gx:lsma45_125 | 11397961:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | -1.15% | 31.46% |
| 6M | -15.39% | 12.77% |
| YTD | -11.86% | 16.76% |
| 1Y | -28.13% | 56.84% |
| 3Y (ann.) | -4.74% | 55.31% |
| 5Y (ann.) | -1.6% | 36.34% |
| Metric | 11397961:btcusd:triple_med_gx:lsma45_125 | 11397961:BTCUSD |
|---|---|---|
| Max Drawdown | -34.35% | -67.18% |
| Longest DD Days | 649.0 | 683.0 |
| Avg. Drawdown | -6.02% | -6.73% |
| Avg. Drawdown Days | 66.0 | 34.0 |
| Recovery Factor | -0.15 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -34.35 | 370 |
| 2022-08-25 | 2024-06-05 | -25.51 | 649 |
| 2022-03-01 | 2022-05-15 | -7.93 | 75 |
| 2022-05-16 | 2022-06-19 | -7.65 | 34 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11397961:btcusd:triple_med_gx:lsma45_125 | 11397961:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 14.96% | 35.75% |
| Worst Week | -9.89% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -9.91% | -37.12% |
| Best Year | 9.52% | 155.54% |
| Worst Year | -11.86% | -57.04% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.36% | 7.19% |
| Avg. Down Week | -2.63% | -4.21% |
| Avg. Up Month | 5.01% | 14.19% |
| Avg. Down Month | -4.92% | -8.8% |
| Win Days % | 45.71% | 51.3% |
| Win Month % | 48.78% | 60.98% |
| Win Week % | 43.93% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |