| Metric | 11420811:btcusd:triple_med_gx:lsma45_80 | 11420811:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 45.96% | 115.07% |
| Max Drawdown | -22.72% | -67.18% |
| Sharpe | 0.34 | 0.36 |
| Sortino | 0.53 | 0.52 |
| Payoff Ratio | 1.21 | 1.1 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.4 | 1.03 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.23 | 0.97 |
| Outlier Win Ratio | 37.33 | 3.58 |
| Outlier Loss Ratio | 4.2 | 3.4 |
| Volatility (ann.) | 10.53% | 26.84% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.56 | 0.41 |
| Skew | 2.23 | 0.17 |
| Kurtosis | 46.77 | 6.11 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 1.98% |
| Expected Yearly % | 9.92% | 21.1% |
| Kelly Criterion | 1.16% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.28% |
| Expected Shortfall (cVaR) | -0.9% | -2.28% |
| Year | 11420811:BTCUSD | 11420811:btcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 5.61 | -0.09 | + |
| 2023 | 155.54 | 7.10 | 0.05 | - |
| 2024 | 121.00 | 25.68 | 0.21 | - |
| 2025 | -6.21 | 2.68 | -0.43 | + |
| Metric | 11420811:btcusd:triple_med_gx:lsma45_80 | 11420811:BTCUSD |
|---|---|---|
| MTD | -0.63% | 3.86% |
| 3M | 0.24% | -7.61% |
| 6M | 2.69% | 38.23% |
| YTD | 2.68% | -6.21% |
| 1Y | -2.14% | 25.27% |
| 3Y (ann.) | 10.28% | 25.44% |
| 5Y (ann.) | 12.64% | 27.25% |
| Metric | 11420811:btcusd:triple_med_gx:lsma45_80 | 11420811:BTCUSD |
|---|---|---|
| Max Drawdown | -22.72% | -67.18% |
| Longest DD Days | 319.0 | 683.0 |
| Avg. Drawdown | -3.44% | -7.16% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 2.02 | 1.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-03-11 | -22.72 | 319 |
| 2024-07-11 | 2025-03-26 | -20.82 | 257 |
| 2022-07-30 | 2023-03-13 | -14.73 | 225 |
| 2022-06-10 | 2022-07-19 | -11.78 | 39 |
| 2022-05-16 | 2022-05-30 | -5.10 | 14 |
| 2024-04-08 | 2024-05-15 | -4.94 | 37 |
| 2024-06-16 | 2024-07-11 | -4.80 | 24 |
| 2022-03-12 | 2022-03-14 | -3.53 | 2 |
| 2022-05-02 | 2022-05-15 | -3.32 | 13 |
| 2023-04-01 | 2023-04-26 | -3.12 | 25 |
| Metric | 11420811:btcusd:triple_med_gx:lsma45_80 | 11420811:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 18.7% | 35.75% |
| Worst Week | -7.62% | -29.64% |
| Best Month | 21.88% | 43.77% |
| Worst Month | -10.11% | -37.12% |
| Best Year | 25.68% | 155.54% |
| Worst Year | 2.68% | -59.39% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.8% | -0.9% |
| Avg. Up Week | 4.18% | 7.39% |
| Avg. Down Week | -2.48% | -4.3% |
| Avg. Up Month | 6.73% | 15.75% |
| Avg. Down Month | -5.36% | -14.82% |
| Win Days % | 45.92% | 51.04% |
| Win Month % | 56.41% | 58.97% |
| Win Week % | 47.96% | 49.41% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 100.0% | 50.0% |