| Metric | 11370302:btcusd:triple_med_gx:lsma45_10 | 11370302:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 33.12% | 184.67% |
| Max Drawdown | -20.83% | -67.18% |
| Sharpe | 0.25 | 0.42 |
| Sortino | 0.41 | 0.6 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.61 | 0.67 |
| Tail Ratio | 1.3 | 0.99 |
| Outlier Win Ratio | 42.52 | 3.5 |
| Outlier Loss Ratio | 4.17 | 3.31 |
| Volatility (ann.) | 10.0% | 26.32% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.41 | 0.52 |
| Skew | 3.11 | 0.18 |
| Kurtosis | 75.07 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.46% |
| Expected Yearly % | 7.41% | 29.89% |
| Kelly Criterion | -1.78% | 11.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11370302:BTCUSD | 11370302:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -3.95 | 0.06 | + |
| 2023 | 155.54 | 28.82 | 0.19 | - |
| 2024 | 121.00 | 8.46 | 0.07 | - |
| 2025 | 30.14 | -0.80 | -0.03 | - |
| Metric | 11370302:btcusd:triple_med_gx:lsma45_10 | 11370302:BTCUSD |
|---|---|---|
| MTD | -0.79% | 13.36% |
| 3M | 7.24% | 45.08% |
| 6M | -0.8% | 28.47% |
| YTD | -0.8% | 30.14% |
| 1Y | 4.46% | 105.13% |
| 3Y (ann.) | 8.74% | 81.7% |
| 5Y (ann.) | 8.54% | 34.95% |
| Metric | 11370302:btcusd:triple_med_gx:lsma45_10 | 11370302:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -67.18% |
| Longest DD Days | 521.0 | 683.0 |
| Avg. Drawdown | -5.44% | -7.55% |
| Avg. Drawdown Days | 55.0 | 36.0 |
| Recovery Factor | 1.59 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-03-13 | -20.83 | 225 |
| 2025-03-03 | 2025-05-22 | -18.55 | 80 |
| 2023-07-14 | 2024-12-16 | -17.12 | 521 |
| 2022-02-27 | 2022-07-07 | -16.02 | 130 |
| 2025-05-23 | 2025-07-14 | -9.00 | 52 |
| 2025-01-30 | 2025-03-02 | -6.08 | 31 |
| 2022-01-26 | 2022-02-27 | -5.54 | 31 |
| 2023-04-26 | 2023-05-28 | -4.73 | 32 |
| 2024-12-26 | 2025-01-17 | -4.10 | 22 |
| 2023-03-30 | 2023-04-10 | -3.63 | 11 |
| Metric | 11370302:btcusd:triple_med_gx:lsma45_10 | 11370302:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 16.05% | 43.77% |
| Worst Month | -12.52% | -37.12% |
| Best Year | 28.82% | 155.54% |
| Worst Year | -3.95% | -61.27% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.94% | 7.37% |
| Avg. Down Week | -1.79% | -3.28% |
| Avg. Up Month | 6.02% | 16.67% |
| Avg. Down Month | -4.66% | -10.64% |
| Win Days % | 43.43% | 51.26% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 38.98% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |