| Metric | 11381065:btcusd:triple_med_gx:lsma45_65 | 11381065:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 21.95% | 159.0% |
| Max Drawdown | -22.91% | -67.18% |
| Sharpe | 0.21 | 0.4 |
| Sortino | 0.31 | 0.57 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.37 | 1.05 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 0.33 | 0.98 |
| Outlier Win Ratio | 50.6 | 3.23 |
| Outlier Loss Ratio | 3.86 | 3.2 |
| Volatility (ann.) | 8.98% | 26.55% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.26 | 0.48 |
| Skew | 1.43 | 0.18 |
| Kurtosis | 77.31 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.29% |
| Expected Yearly % | 5.09% | 26.86% |
| Kelly Criterion | -1.1% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.26% |
| Expected Shortfall (cVaR) | -0.77% | -2.26% |
| Year | 11381065:BTCUSD | 11381065:btcusd:triple_med_gx:lsma45_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 6.96 | -0.11 | + |
| 2023 | 155.54 | -8.05 | -0.05 | - |
| 2024 | 121.00 | 31.14 | 0.26 | - |
| 2025 | 17.02 | -5.45 | -0.32 | - |
| Metric | 11381065:btcusd:triple_med_gx:lsma45_65 | 11381065:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.26% | 31.76% |
| 6M | -3.37% | 12.25% |
| YTD | -5.45% | 17.02% |
| 1Y | 10.93% | 57.19% |
| 3Y (ann.) | 9.45% | 55.42% |
| 5Y (ann.) | 6.02% | 32.39% |
| Metric | 11381065:btcusd:triple_med_gx:lsma45_65 | 11381065:BTCUSD |
|---|---|---|
| Max Drawdown | -22.91% | -67.18% |
| Longest DD Days | 821.0 | 683.0 |
| Avg. Drawdown | -4.63% | -7.87% |
| Avg. Drawdown Days | 77.0 | 38.0 |
| Recovery Factor | 0.96 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2024-11-06 | -22.91 | 821 |
| 2022-03-09 | 2022-07-28 | -21.17 | 140 |
| 2025-01-12 | 2025-06-11 | -12.62 | 149 |
| 2022-01-22 | 2022-01-23 | -3.44 | 1 |
| 2022-02-16 | 2022-03-09 | -2.55 | 21 |
| 2024-11-07 | 2024-11-20 | -1.71 | 13 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-01-11 | 2025-01-12 | -0.70 | 1 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11381065:btcusd:triple_med_gx:lsma45_65 | 11381065:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.49% | 35.75% |
| Worst Week | -8.1% | -29.64% |
| Best Month | 25.26% | 43.77% |
| Worst Month | -7.46% | -37.12% |
| Best Year | 31.14% | 155.54% |
| Worst Year | -8.05% | -60.81% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 3.89% | 6.66% |
| Avg. Down Week | -2.82% | -6.0% |
| Avg. Up Month | 6.09% | 14.59% |
| Avg. Down Month | -4.1% | -14.21% |
| Win Days % | 44.93% | 51.23% |
| Win Month % | 46.34% | 59.52% |
| Win Week % | 51.22% | 50.83% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |