| Metric | 11371056:btcusd:triple_med_gx:lsma45_15 | 11371056:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 42.24% | 198.43% |
| Max Drawdown | -22.82% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.5 | 0.62 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.64 | 0.65 |
| Tail Ratio | 0.81 | 0.99 |
| Outlier Win Ratio | 47.01 | 3.36 |
| Outlier Loss Ratio | 3.79 | 3.22 |
| Volatility (ann.) | 9.35% | 26.29% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.47 | 0.55 |
| Skew | 2.21 | 0.19 |
| Kurtosis | 76.73 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.58% |
| Expected Yearly % | 9.21% | 31.43% |
| Kelly Criterion | 0.95% | 9.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11371056:BTCUSD | 11371056:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -21.09 | 0.36 | + |
| 2023 | 155.54 | 9.64 | 0.06 | - |
| 2024 | 121.00 | 46.88 | 0.39 | - |
| 2025 | 30.14 | 11.94 | 0.40 | - |
| Metric | 11371056:btcusd:triple_med_gx:lsma45_15 | 11371056:BTCUSD |
|---|---|---|
| MTD | 3.16% | 13.36% |
| 3M | 8.48% | 45.08% |
| 6M | 11.94% | 28.47% |
| YTD | 11.94% | 30.14% |
| 1Y | 17.18% | 105.13% |
| 3Y (ann.) | 18.46% | 81.7% |
| 5Y (ann.) | 10.66% | 36.92% |
| Metric | 11371056:btcusd:triple_med_gx:lsma45_15 | 11371056:BTCUSD |
|---|---|---|
| Max Drawdown | -22.82% | -67.18% |
| Longest DD Days | 731.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.95% |
| Avg. Drawdown Days | 53.0 | 34.0 |
| Recovery Factor | 1.85 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2024-02-28 | -22.82 | 731 |
| 2025-02-11 | 2025-05-22 | -13.39 | 99 |
| 2024-09-10 | 2025-01-17 | -11.38 | 128 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2024-04-08 | 2024-05-15 | -5.08 | 37 |
| 2025-05-23 | 2025-07-10 | -3.93 | 48 |
| 2024-06-05 | 2024-06-30 | -3.47 | 25 |
| 2024-07-10 | 2024-08-08 | -3.31 | 29 |
| 2024-08-09 | 2024-08-21 | -2.43 | 12 |
| 2024-05-16 | 2024-06-04 | -2.32 | 19 |
| Metric | 11371056:btcusd:triple_med_gx:lsma45_15 | 11371056:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.64% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 16.65% | 43.77% |
| Worst Month | -12.59% | -37.12% |
| Best Year | 46.88% | 155.54% |
| Worst Year | -21.09% | -59.39% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.88% | 8.06% |
| Avg. Down Week | -1.97% | -3.47% |
| Avg. Up Month | 5.82% | 13.07% |
| Avg. Down Month | -3.06% | -12.81% |
| Win Days % | 45.98% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 42.27% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |