| Metric | 11371044:btcusd:triple_med_gx:lsma45_15 | 11371044:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 47.69% | 188.02% |
| Max Drawdown | -25.39% | -67.18% |
| Sharpe | 0.35 | 0.42 |
| Sortino | 0.56 | 0.61 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.08 | 1.06 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 47.04 | 3.33 |
| Outlier Loss Ratio | 3.98 | 3.2 |
| Volatility (ann.) | 9.03% | 26.33% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.47 | 0.53 |
| Skew | 2.63 | 0.18 |
| Kurtosis | 77.47 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.49% |
| Expected Yearly % | 10.24% | 30.27% |
| Kelly Criterion | 1.78% | 9.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11371044:BTCUSD | 11371044:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -9.75 | 0.16 | + |
| 2023 | 155.54 | 19.95 | 0.13 | - |
| 2024 | 121.00 | 29.07 | 0.24 | - |
| 2025 | 30.14 | 5.70 | 0.19 | - |
| Metric | 11371044:btcusd:triple_med_gx:lsma45_15 | 11371044:BTCUSD |
|---|---|---|
| MTD | 2.71% | 13.36% |
| 3M | 4.12% | 45.08% |
| 6M | 5.7% | 28.47% |
| YTD | 5.7% | 30.14% |
| 1Y | -0.52% | 105.13% |
| 3Y (ann.) | 12.69% | 81.7% |
| 5Y (ann.) | 11.85% | 35.5% |
| Metric | 11371044:btcusd:triple_med_gx:lsma45_15 | 11371044:BTCUSD |
|---|---|---|
| Max Drawdown | -25.39% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -3.3% | -7.5% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 1.88 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-02-28 | -25.39 | 577 |
| 2024-08-20 | 2025-07-14 | -13.84 | 328 |
| 2022-02-27 | 2022-07-07 | -13.32 | 130 |
| 2022-01-26 | 2022-02-25 | -5.71 | 30 |
| 2024-04-08 | 2024-05-15 | -4.94 | 37 |
| 2024-07-10 | 2024-08-08 | -3.31 | 29 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-06-27 | 2024-06-30 | -2.54 | 3 |
| 2024-08-09 | 2024-08-20 | -2.43 | 11 |
| 2024-05-16 | 2024-06-04 | -2.32 | 19 |
| Metric | 11371044:btcusd:triple_med_gx:lsma45_15 | 11371044:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.75% | 35.75% |
| Worst Week | -6.99% | -29.64% |
| Best Month | 23.9% | 43.77% |
| Worst Month | -12.61% | -37.12% |
| Best Year | 29.07% | 155.54% |
| Worst Year | -9.75% | -60.81% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.61% | 8.32% |
| Avg. Down Week | -1.91% | -3.13% |
| Avg. Up Month | 5.84% | 17.11% |
| Avg. Down Month | -3.81% | -8.38% |
| Win Days % | 45.86% | 51.26% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 49.47% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |