| Metric | 11403127:btcusd:triple_med_gx:lsma45_140 | 11403127:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 5.19% | 161.99% |
| Max Drawdown | -34.86% | -67.18% |
| Sharpe | 0.09 | 0.41 |
| Sortino | 0.13 | 0.59 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 33.38 | 3.6 |
| Outlier Loss Ratio | 4.03 | 3.4 |
| Volatility (ann.) | 11.19% | 26.28% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.04 | 0.5 |
| Skew | 1.22 | 0.18 |
| Kurtosis | 48.22 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.12% | 2.38% |
| Expected Yearly % | 1.27% | 27.22% |
| Kelly Criterion | -2.2% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.23% |
| Expected Shortfall (cVaR) | -0.96% | -2.23% |
| Year | 11403127:BTCUSD | 11403127:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 14.90 | -0.25 | + |
| 2023 | 155.54 | -4.08 | -0.03 | - |
| 2024 | 121.00 | 4.71 | 0.04 | - |
| 2025 | 16.76 | -8.85 | -0.53 | - |
| Metric | 11403127:btcusd:triple_med_gx:lsma45_140 | 11403127:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 7.61% | 31.46% |
| 6M | -10.96% | 12.77% |
| YTD | -8.85% | 16.76% |
| 1Y | -25.98% | 56.84% |
| 3Y (ann.) | -0.53% | 55.31% |
| 5Y (ann.) | 1.52% | 33.33% |
| Metric | 11403127:btcusd:triple_med_gx:lsma45_140 | 11403127:BTCUSD |
|---|---|---|
| Max Drawdown | -34.86% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -4.02% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 0.15 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -34.86 | 370 |
| 2022-08-25 | 2024-03-25 | -19.92 | 578 |
| 2022-05-16 | 2022-06-19 | -7.82 | 34 |
| 2022-03-01 | 2022-04-20 | -7.36 | 49 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-04-21 | 2022-05-15 | -4.68 | 24 |
| 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 |
| Metric | 11403127:btcusd:triple_med_gx:lsma45_140 | 11403127:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 15.29% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 15.29% | 43.77% |
| Worst Month | -8.51% | -37.12% |
| Best Year | 14.9% | 155.54% |
| Worst Year | -8.85% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.4% | 7.49% |
| Avg. Down Week | -2.41% | -3.29% |
| Avg. Up Month | 4.5% | 15.43% |
| Avg. Down Month | -3.77% | -9.62% |
| Win Days % | 46.36% | 51.27% |
| Win Month % | 43.9% | 60.98% |
| Win Week % | 44.12% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |