| Metric | 11371821:btcusd:triple_med_gx:lsma45_20 | 11371821:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 38.55% | 188.02% |
| Max Drawdown | -24.37% | -67.18% |
| Sharpe | 0.32 | 0.42 |
| Sortino | 0.54 | 0.61 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 0.09 | 1.06 |
| CPC Index | 0.65 | 0.68 |
| Tail Ratio | 0.07 | 0.99 |
| Outlier Win Ratio | 54.27 | 3.28 |
| Outlier Loss Ratio | 3.94 | 3.12 |
| Volatility (ann.) | 8.35% | 26.33% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.4 | 0.53 |
| Skew | 4.14 | 0.18 |
| Kurtosis | 92.07 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.49% |
| Expected Yearly % | 8.49% | 30.27% |
| Kelly Criterion | 0.65% | 11.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11371821:BTCUSD | 11371821:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -9.14 | 0.15 | + |
| 2023 | 155.54 | 17.25 | 0.11 | - |
| 2024 | 121.00 | 24.06 | 0.20 | - |
| 2025 | 30.14 | 4.83 | 0.16 | - |
| Metric | 11371821:btcusd:triple_med_gx:lsma45_20 | 11371821:BTCUSD |
|---|---|---|
| MTD | 2.63% | 13.36% |
| 3M | 0.75% | 45.08% |
| 6M | 4.83% | 28.47% |
| YTD | 4.83% | 30.14% |
| 1Y | 0.09% | 105.13% |
| 3Y (ann.) | 10.97% | 81.7% |
| 5Y (ann.) | 9.82% | 35.5% |
| Metric | 11371821:btcusd:triple_med_gx:lsma45_20 | 11371821:BTCUSD |
|---|---|---|
| Max Drawdown | -24.37% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -3.88% | -7.5% |
| Avg. Drawdown Days | 57.0 | 36.0 |
| Recovery Factor | 1.58 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-03-25 | -24.37 | 603 |
| 2024-10-07 | 2025-07-14 | -13.62 | 279 |
| 2022-02-27 | 2022-07-07 | -8.38 | 130 |
| 2022-01-26 | 2022-02-27 | -5.64 | 31 |
| 2024-04-08 | 2024-05-05 | -4.94 | 27 |
| 2024-08-20 | 2024-08-23 | -3.50 | 3 |
| 2024-07-10 | 2024-08-20 | -3.31 | 40 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-05-05 | 2024-05-15 | -2.80 | 9 |
| 2024-05-16 | 2024-06-05 | -2.32 | 20 |
| Metric | 11371821:btcusd:triple_med_gx:lsma45_20 | 11371821:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 14.73% | 35.75% |
| Worst Week | -6.99% | -29.64% |
| Best Month | 21.13% | 43.77% |
| Worst Month | -12.75% | -37.12% |
| Best Year | 24.06% | 155.54% |
| Worst Year | -9.14% | -60.81% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.47% | 8.55% |
| Avg. Down Week | -1.46% | -3.45% |
| Avg. Up Month | 5.53% | 16.97% |
| Avg. Down Month | -3.01% | -10.66% |
| Win Days % | 44.97% | 51.26% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 43.18% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |