| Metric | 11371800:btcusd:triple_med_gx:lsma45_20 | 11371800:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 23.41% | 184.67% |
| Max Drawdown | -22.44% | -67.18% |
| Sharpe | 0.22 | 0.42 |
| Sortino | 0.34 | 0.6 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.64 | 1.06 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 0.58 | 0.99 |
| Outlier Win Ratio | 51.27 | 3.33 |
| Outlier Loss Ratio | 4.18 | 3.2 |
| Volatility (ann.) | 8.67% | 26.32% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.28 | 0.52 |
| Skew | 2.96 | 0.18 |
| Kurtosis | 82.21 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.46% |
| Expected Yearly % | 5.4% | 29.89% |
| Kelly Criterion | -1.21% | 11.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11371800:BTCUSD | 11371800:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -1.21 | 0.02 | + |
| 2023 | 155.54 | 19.80 | 0.13 | - |
| 2024 | 121.00 | 6.85 | 0.06 | - |
| 2025 | 30.14 | -2.42 | -0.08 | - |
| Metric | 11371800:btcusd:triple_med_gx:lsma45_20 | 11371800:BTCUSD |
|---|---|---|
| MTD | -0.41% | 13.36% |
| 3M | 2.5% | 45.08% |
| 6M | -2.42% | 28.47% |
| YTD | -2.42% | 30.14% |
| 1Y | -8.43% | 105.13% |
| 3Y (ann.) | 3.57% | 81.7% |
| 5Y (ann.) | 6.21% | 34.95% |
| Metric | 11371800:btcusd:triple_med_gx:lsma45_20 | 11371800:BTCUSD |
|---|---|---|
| Max Drawdown | -22.44% | -67.18% |
| Longest DD Days | 617.0 | 683.0 |
| Avg. Drawdown | -3.88% | -7.55% |
| Avg. Drawdown Days | 58.0 | 36.0 |
| Recovery Factor | 1.04 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-08 | -22.44 | 617 |
| 2024-07-10 | 2025-07-14 | -20.85 | 369 |
| 2022-01-26 | 2022-02-27 | -5.71 | 32 |
| 2022-05-16 | 2022-06-21 | -5.49 | 36 |
| 2024-04-08 | 2024-05-16 | -5.28 | 37 |
| 2024-06-20 | 2024-07-01 | -4.07 | 10 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-06-21 | 2022-07-05 | -2.83 | 14 |
| 2022-02-27 | 2022-05-15 | -2.60 | 77 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11371800:btcusd:triple_med_gx:lsma45_20 | 11371800:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -7.18% | -29.64% |
| Best Month | 19.68% | 43.77% |
| Worst Month | -14.43% | -37.12% |
| Best Year | 19.8% | 155.54% |
| Worst Year | -2.42% | -61.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 2.82% | 7.15% |
| Avg. Down Week | -1.8% | -3.88% |
| Avg. Up Month | 4.22% | 16.97% |
| Avg. Down Month | -4.79% | -9.25% |
| Win Days % | 43.64% | 51.26% |
| Win Month % | 61.9% | 60.47% |
| Win Week % | 45.79% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |