| Metric | 11405025:btcusd:triple_med_gx:lsma45_145 | 11405025:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 12.03% | 185.15% |
| Max Drawdown | -32.97% | -67.18% |
| Sharpe | 0.13 | 0.42 |
| Sortino | 0.2 | 0.61 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 30.14 | 3.66 |
| Outlier Loss Ratio | 4.1 | 3.49 |
| Volatility (ann.) | 11.66% | 26.06% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.1 | 0.53 |
| Skew | 1.78 | 0.18 |
| Kurtosis | 42.96 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.53% |
| Expected Yearly % | 2.88% | 29.95% |
| Kelly Criterion | -1.52% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.21% |
| Expected Shortfall (cVaR) | -1.0% | -2.21% |
| Year | 11405025:BTCUSD | 11405025:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 7.65 | -0.13 | + |
| 2023 | 155.54 | 0.53 | 0.00 | - |
| 2024 | 121.00 | 10.37 | 0.09 | - |
| 2025 | 27.10 | -6.20 | -0.23 | - |
| Metric | 11405025:btcusd:triple_med_gx:lsma45_145 | 11405025:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.2% | 41.88% |
| 6M | -6.49% | 22.91% |
| YTD | -6.2% | 27.1% |
| 1Y | -11.78% | 82.29% |
| 3Y (ann.) | -0.88% | 77.48% |
| 5Y (ann.) | 3.35% | 35.56% |
| Metric | 11405025:btcusd:triple_med_gx:lsma45_145 | 11405025:BTCUSD |
|---|---|---|
| Max Drawdown | -32.97% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.11% | -6.94% |
| Avg. Drawdown Days | 49.0 | 36.0 |
| Recovery Factor | 0.37 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -32.97 | 404 |
| 2023-04-26 | 2024-04-08 | -25.72 | 347 |
| 2022-04-21 | 2023-03-13 | -14.79 | 326 |
| 2023-03-14 | 2023-04-14 | -5.01 | 30 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-04-08 | 2024-04-22 | -2.50 | 14 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2023-04-14 | 2023-04-26 | -1.73 | 12 |
| Metric | 11405025:btcusd:triple_med_gx:lsma45_145 | 11405025:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 20.79% | 43.77% |
| Worst Month | -11.03% | -37.12% |
| Best Year | 10.37% | 155.54% |
| Worst Year | -6.2% | -60.27% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.17% | 6.38% |
| Avg. Down Week | -2.45% | -3.84% |
| Avg. Up Month | 5.22% | 12.64% |
| Avg. Down Month | -5.06% | -10.32% |
| Win Days % | 46.55% | 51.3% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 46.85% | 51.37% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 75.0% | 75.0% |