| Metric | 11370348:btcusd:triple_med_gx:lsma45_10 | 11370348:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 18.76% | 239.56% |
| Max Drawdown | -23.3% | -67.18% |
| Sharpe | 0.18 | 0.47 |
| Sortino | 0.27 | 0.68 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.86 | 1.07 |
| CPC Index | 0.57 | 0.65 |
| Tail Ratio | 0.79 | 0.99 |
| Outlier Win Ratio | 47.55 | 3.32 |
| Outlier Loss Ratio | 3.79 | 3.2 |
| Volatility (ann.) | 9.55% | 26.24% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.22 | 0.63 |
| Skew | 1.57 | 0.2 |
| Kurtosis | 80.3 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.88% |
| Expected Yearly % | 4.39% | 35.75% |
| Kelly Criterion | -2.34% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.23% |
| Expected Shortfall (cVaR) | -0.82% | -2.23% |
| Year | 11370348:BTCUSD | 11370348:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -19.94 | 0.37 | + |
| 2023 | 155.54 | 20.60 | 0.13 | - |
| 2024 | 121.00 | 19.93 | 0.16 | - |
| 2025 | 30.14 | 2.55 | 0.08 | - |
| Metric | 11370348:btcusd:triple_med_gx:lsma45_10 | 11370348:BTCUSD |
|---|---|---|
| MTD | 4.18% | 13.36% |
| 3M | 8.62% | 45.08% |
| 6M | 2.55% | 28.47% |
| YTD | 2.55% | 30.14% |
| 1Y | -5.99% | 105.13% |
| 3Y (ann.) | 11.19% | 81.7% |
| 5Y (ann.) | 5.07% | 42.14% |
| Metric | 11370348:btcusd:triple_med_gx:lsma45_10 | 11370348:BTCUSD |
|---|---|---|
| Max Drawdown | -23.3% | -67.18% |
| Longest DD Days | 403.0 | 683.0 |
| Avg. Drawdown | -6.31% | -6.05% |
| Avg. Drawdown Days | 78.0 | 29.0 |
| Recovery Factor | 0.81 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -23.30 | 403 |
| 2022-01-26 | 2022-07-30 | -21.82 | 185 |
| 2022-07-30 | 2023-03-13 | -21.01 | 225 |
| 2023-04-26 | 2024-02-28 | -15.93 | 308 |
| 2024-04-08 | 2024-05-04 | -4.94 | 25 |
| 2024-05-05 | 2024-05-15 | -1.66 | 9 |
| 2024-03-26 | 2024-04-08 | -1.39 | 12 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2024-03-25 | 2024-03-25 | -0.99 | 0 |
| 2024-05-05 | 2024-05-05 | -0.86 | 0 |
| Metric | 11370348:btcusd:triple_med_gx:lsma45_10 | 11370348:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -8.36% | -29.64% |
| Best Month | 17.97% | 43.77% |
| Worst Month | -9.05% | -37.12% |
| Best Year | 20.6% | 155.54% |
| Worst Year | -19.94% | -53.8% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 4.07% | 8.87% |
| Avg. Down Week | -1.87% | -2.67% |
| Avg. Up Month | 8.16% | 14.94% |
| Avg. Down Month | -3.52% | -9.36% |
| Win Days % | 44.55% | 51.3% |
| Win Month % | 33.33% | 62.79% |
| Win Week % | 39.13% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |