| Metric | 11370287:btcusd:triple_med_gx:lsma45_10 | 11370287:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 1.27% | 183.01% |
| Max Drawdown | -30.2% | -67.18% |
| Sharpe | 0.06 | 0.41 |
| Sortino | 0.09 | 0.6 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 37.69 | 3.51 |
| Outlier Loss Ratio | 4.2 | 3.43 |
| Volatility (ann.) | 10.52% | 26.3% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.01 | 0.52 |
| Skew | 0.45 | 0.18 |
| Kurtosis | 56.62 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.45% |
| Expected Yearly % | 0.32% | 29.7% |
| Kelly Criterion | -4.86% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11370287:BTCUSD | 11370287:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -18.87 | 0.31 | + |
| 2023 | 155.54 | 3.43 | 0.02 | - |
| 2024 | 121.00 | 24.25 | 0.20 | - |
| 2025 | 30.14 | -2.87 | -0.10 | - |
| Metric | 11370287:btcusd:triple_med_gx:lsma45_10 | 11370287:BTCUSD |
|---|---|---|
| MTD | -1.4% | 13.36% |
| 3M | 4.07% | 45.08% |
| 6M | -1.97% | 28.47% |
| YTD | -2.87% | 30.14% |
| 1Y | 4.2% | 105.13% |
| 3Y (ann.) | 7.69% | 81.7% |
| 5Y (ann.) | 0.36% | 34.66% |
| Metric | 11370287:btcusd:triple_med_gx:lsma45_10 | 11370287:BTCUSD |
|---|---|---|
| Max Drawdown | -30.2% | -67.18% |
| Longest DD Days | 828.0 | 683.0 |
| Avg. Drawdown | -5.89% | -7.49% |
| Avg. Drawdown Days | 96.0 | 37.0 |
| Recovery Factor | 0.04 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-05-04 | -30.20 | 828 |
| 2024-12-16 | 2025-05-22 | -16.54 | 156 |
| 2024-05-05 | 2024-11-06 | -13.14 | 185 |
| 2025-06-03 | 2025-07-14 | -8.31 | 40 |
| 2024-11-23 | 2024-12-16 | -4.31 | 23 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2022-01-25 | 2022-01-26 | -0.81 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-05-04 | 2024-05-04 | -0.50 | 0 |
| 2024-11-09 | 2024-11-21 | -0.42 | 12 |
| Metric | 11370287:btcusd:triple_med_gx:lsma45_10 | 11370287:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 12.46% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 17.1% | 43.77% |
| Worst Month | -12.75% | -37.12% |
| Best Year | 24.25% | 155.54% |
| Worst Year | -18.87% | -61.49% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 2.95% | 6.93% |
| Avg. Down Week | -2.67% | -4.32% |
| Avg. Up Month | 6.81% | 17.68% |
| Avg. Down Month | -3.28% | -8.82% |
| Win Days % | 45.08% | 51.25% |
| Win Month % | 37.21% | 60.47% |
| Win Week % | 46.27% | 51.87% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |