| Metric | 11370279:btcusd:triple_med_gx:lsma45_10 | 11370279:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 5.92% | 178.52% |
| Max Drawdown | -34.96% | -67.18% |
| Sharpe | 0.09 | 0.41 |
| Sortino | 0.14 | 0.59 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 33.25 | 3.58 |
| Outlier Loss Ratio | 4.28 | 3.49 |
| Volatility (ann.) | 11.36% | 26.3% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.05 | 0.51 |
| Skew | 1.08 | 0.18 |
| Kurtosis | 51.74 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.41% |
| Expected Yearly % | 1.45% | 29.19% |
| Kelly Criterion | -4.69% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.23% |
| Expected Shortfall (cVaR) | -0.98% | -2.23% |
| Year | 11370279:BTCUSD | 11370279:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.10 | -22.62 | 0.36 | + |
| 2023 | 155.54 | 4.55 | 0.03 | - |
| 2024 | 121.00 | 38.83 | 0.32 | - |
| 2025 | 30.14 | -5.70 | -0.19 | - |
| Metric | 11370279:btcusd:triple_med_gx:lsma45_10 | 11370279:BTCUSD |
|---|---|---|
| MTD | -1.26% | 13.36% |
| 3M | -3.81% | 45.08% |
| 6M | -7.4% | 28.47% |
| YTD | -5.7% | 30.14% |
| 1Y | 6.89% | 105.13% |
| 3Y (ann.) | 10.2% | 81.7% |
| 5Y (ann.) | 1.66% | 33.98% |
| Metric | 11370279:btcusd:triple_med_gx:lsma45_10 | 11370279:BTCUSD |
|---|---|---|
| Max Drawdown | -34.96% | -67.18% |
| Longest DD Days | 840.0 | 683.0 |
| Avg. Drawdown | -5.03% | -7.72% |
| Avg. Drawdown Days | 69.0 | 38.0 |
| Recovery Factor | 0.17 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-05-15 | -34.96 | 840 |
| 2025-03-03 | 2025-07-14 | -17.03 | 133 |
| 2024-06-20 | 2024-10-28 | -13.13 | 130 |
| 2025-01-30 | 2025-03-02 | -5.98 | 31 |
| 2024-12-26 | 2025-01-15 | -5.55 | 20 |
| 2024-11-23 | 2024-12-16 | -3.69 | 23 |
| 2025-01-16 | 2025-01-30 | -1.50 | 14 |
| 2024-06-16 | 2024-06-20 | -1.35 | 3 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11370279:btcusd:triple_med_gx:lsma45_10 | 11370279:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 8.86% | 35.75% |
| Worst Week | -8.34% | -29.64% |
| Best Month | 11.74% | 43.77% |
| Worst Month | -11.68% | -37.12% |
| Best Year | 38.83% | 155.54% |
| Worst Year | -22.62% | -62.1% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.08% | 7.02% |
| Avg. Down Week | -2.63% | -4.86% |
| Avg. Up Month | 6.17% | 15.41% |
| Avg. Down Month | -3.83% | -9.24% |
| Win Days % | 44.83% | 51.24% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 45.39% | 51.34% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |