| Metric | 11370335:btcusd:triple_med_gx:lsma45_10 | 11370335:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 43.36% | 198.43% |
| Max Drawdown | -21.46% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.49 | 0.62 |
| Payoff Ratio | 1.18 | 1.19 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.62 | 0.65 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 44.44 | 3.42 |
| Outlier Loss Ratio | 3.77 | 3.26 |
| Volatility (ann.) | 9.84% | 26.29% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.51 | 0.55 |
| Skew | 1.9 | 0.19 |
| Kurtosis | 68.87 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.58% |
| Expected Yearly % | 9.42% | 31.43% |
| Kelly Criterion | 0.02% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.23% |
| Expected Shortfall (cVaR) | -0.84% | -2.23% |
| Year | 11370335:BTCUSD | 11370335:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -15.92 | 0.27 | + |
| 2023 | 155.54 | 18.18 | 0.12 | - |
| 2024 | 121.00 | 37.53 | 0.31 | - |
| 2025 | 30.14 | 4.90 | 0.16 | - |
| Metric | 11370335:btcusd:triple_med_gx:lsma45_10 | 11370335:BTCUSD |
|---|---|---|
| MTD | 5.65% | 13.36% |
| 3M | 11.53% | 45.08% |
| 6M | 4.9% | 28.47% |
| YTD | 4.9% | 30.14% |
| 1Y | 9.64% | 105.13% |
| 3Y (ann.) | 17.52% | 81.7% |
| 5Y (ann.) | 10.91% | 36.92% |
| Metric | 11370335:btcusd:triple_med_gx:lsma45_10 | 11370335:BTCUSD |
|---|---|---|
| Max Drawdown | -21.46% | -67.18% |
| Longest DD Days | 323.0 | 683.0 |
| Avg. Drawdown | -4.68% | -6.95% |
| Avg. Drawdown Days | 46.0 | 34.0 |
| Recovery Factor | 2.02 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2022-07-28 | -21.46 | 151 |
| 2022-07-30 | 2023-03-13 | -20.75 | 225 |
| 2023-04-11 | 2024-02-28 | -18.15 | 323 |
| 2025-02-11 | 2025-07-14 | -17.63 | 153 |
| 2024-09-10 | 2024-12-16 | -7.85 | 97 |
| 2024-07-01 | 2024-08-23 | -7.03 | 53 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2024-04-08 | 2024-05-15 | -5.12 | 37 |
| 2024-12-26 | 2025-01-17 | -3.99 | 22 |
| 2024-06-05 | 2024-06-30 | -3.34 | 25 |
| Metric | 11370335:btcusd:triple_med_gx:lsma45_10 | 11370335:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 20.11% | 43.77% |
| Worst Month | -12.55% | -37.12% |
| Best Year | 37.53% | 155.54% |
| Worst Year | -15.92% | -59.39% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.87% | -0.87% |
| Avg. Up Week | 4.4% | 8.71% |
| Avg. Down Week | -2.17% | -3.29% |
| Avg. Up Month | 8.01% | 14.36% |
| Avg. Down Month | -4.0% | -13.43% |
| Win Days % | 45.92% | 51.25% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 42.86% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |