| Metric | 11370323:btcusd:triple_med_gx:lsma45_10 | 11370323:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 71.87% | 188.02% |
| Max Drawdown | -23.44% | -67.18% |
| Sharpe | 0.44 | 0.42 |
| Sortino | 0.71 | 0.61 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.6 | 1.06 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 42.31 | 3.48 |
| Outlier Loss Ratio | 3.94 | 3.29 |
| Volatility (ann.) | 10.02% | 26.33% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.72 | 0.53 |
| Skew | 3.16 | 0.18 |
| Kurtosis | 76.12 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.49% |
| Expected Yearly % | 14.5% | 30.27% |
| Kelly Criterion | 3.24% | 11.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11370323:BTCUSD | 11370323:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -13.27 | 0.22 | + |
| 2023 | 155.54 | 25.80 | 0.17 | - |
| 2024 | 121.00 | 38.46 | 0.32 | - |
| 2025 | 30.14 | 13.77 | 0.46 | - |
| Metric | 11370323:btcusd:triple_med_gx:lsma45_10 | 11370323:BTCUSD |
|---|---|---|
| MTD | 5.65% | 13.36% |
| 3M | 8.27% | 45.08% |
| 6M | 13.77% | 28.47% |
| YTD | 13.77% | 30.14% |
| 1Y | 21.8% | 105.13% |
| 3Y (ann.) | 21.15% | 81.7% |
| 5Y (ann.) | 16.83% | 35.5% |
| Metric | 11370323:btcusd:triple_med_gx:lsma45_10 | 11370323:BTCUSD |
|---|---|---|
| Max Drawdown | -23.44% | -67.18% |
| Longest DD Days | 275.0 | 683.0 |
| Avg. Drawdown | -3.81% | -7.5% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 3.07 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-10 | -23.44 | 253 |
| 2022-02-27 | 2022-07-18 | -18.34 | 140 |
| 2025-03-03 | 2025-07-14 | -15.64 | 133 |
| 2023-05-29 | 2024-02-28 | -13.62 | 275 |
| 2024-11-07 | 2025-01-17 | -6.83 | 70 |
| 2022-01-26 | 2022-02-25 | -5.71 | 30 |
| 2024-04-08 | 2024-05-05 | -5.12 | 27 |
| 2024-06-20 | 2024-08-08 | -4.90 | 49 |
| 2023-04-11 | 2023-05-28 | -4.66 | 46 |
| 2024-08-20 | 2024-08-23 | -3.92 | 3 |
| Metric | 11370323:btcusd:triple_med_gx:lsma45_10 | 11370323: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 | 18.27% | 43.77% |
| Worst Month | -11.11% | -37.12% |
| Best Year | 38.46% | 155.54% |
| Worst Year | -13.27% | -60.81% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.23% | 8.19% |
| Avg. Down Week | -1.76% | -3.47% |
| Avg. Up Month | 6.78% | 18.23% |
| Avg. Down Month | -3.42% | -10.99% |
| Win Days % | 46.55% | 51.26% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 42.72% | 51.61% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |