| Metric | 11385010:btcusd:triple_med_gx:lsma45_80 | 11385010:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 41.06% | 205.34% |
| Max Drawdown | -28.86% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.45 | 0.65 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.68 | 1.06 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.49 | 0.99 |
| Outlier Win Ratio | 37.87 | 3.46 |
| Outlier Loss Ratio | 3.83 | 3.33 |
| Volatility (ann.) | 10.47% | 26.45% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.37 | 0.58 |
| Skew | 1.39 | 0.2 |
| Kurtosis | 57.4 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.69% |
| Expected Yearly % | 8.98% | 32.19% |
| Kelly Criterion | 1.3% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.25% |
| Expected Shortfall (cVaR) | -0.89% | -2.25% |
| Year | 11385010:BTCUSD | 11385010:btcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -16.86 | 0.31 | + |
| 2023 | 155.54 | 1.65 | 0.01 | - |
| 2024 | 121.00 | 63.32 | 0.52 | - |
| 2025 | 17.02 | 2.20 | 0.13 | - |
| Metric | 11385010:btcusd:triple_med_gx:lsma45_80 | 11385010:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.4% |
| 3M | -2.51% | 31.76% |
| 6M | 6.95% | 12.25% |
| YTD | 2.2% | 17.02% |
| 1Y | 22.06% | 57.19% |
| 3Y (ann.) | 13.23% | 55.42% |
| 5Y (ann.) | 10.69% | 39.05% |
| Metric | 11385010:btcusd:triple_med_gx:lsma45_80 | 11385010:BTCUSD |
|---|---|---|
| Max Drawdown | -28.86% | -67.18% |
| Longest DD Days | 654.0 | 683.0 |
| Avg. Drawdown | -3.96% | -6.27% |
| Avg. Drawdown Days | 42.0 | 29.0 |
| Recovery Factor | 1.42 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-05-15 | -28.86 | 654 |
| 2022-03-09 | 2022-07-30 | -24.11 | 142 |
| 2025-01-28 | 2025-06-11 | -11.35 | 134 |
| 2024-06-12 | 2024-07-27 | -7.52 | 44 |
| 2024-07-27 | 2024-10-29 | -7.25 | 93 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2024-05-27 | 2024-06-12 | -3.66 | 15 |
| 2022-01-22 | 2022-01-23 | -2.46 | 1 |
| 2022-02-16 | 2022-03-09 | -2.20 | 21 |
| Metric | 11385010:btcusd:triple_med_gx:lsma45_80 | 11385010:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.43% | 35.75% |
| Worst Week | -12.45% | -29.64% |
| Best Month | 24.52% | 43.77% |
| Worst Month | -15.07% | -37.12% |
| Best Year | 63.32% | 155.54% |
| Worst Year | -16.86% | -53.8% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.31% | 7.51% |
| Avg. Down Week | -2.65% | -5.62% |
| Avg. Up Month | 5.85% | 14.5% |
| Avg. Down Month | -5.35% | -12.14% |
| Win Days % | 46.64% | 51.28% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 48.31% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |