| Metric | 11370427:btcusd:triple_med_gx:lsma45_10 | 11370427:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 13.14% | 233.23% |
| Max Drawdown | -27.62% | -67.18% |
| Sharpe | 0.15 | 0.46 |
| Sortino | 0.23 | 0.67 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 61.13 | 3.17 |
| Outlier Loss Ratio | 3.89 | 3.0 |
| Volatility (ann.) | 7.65% | 26.12% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.13 | 0.62 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 107.48 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.84% |
| Expected Yearly % | 3.14% | 35.11% |
| Kelly Criterion | -2.67% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.22% |
| Expected Shortfall (cVaR) | -0.66% | -2.22% |
| Year | 11370427:BTCUSD | 11370427:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -14.80 | 0.27 | + |
| 2023 | 155.54 | 0.50 | 0.00 | - |
| 2024 | 121.00 | 29.60 | 0.24 | - |
| 2025 | 30.14 | 1.95 | 0.06 | - |
| Metric | 11370427:btcusd:triple_med_gx:lsma45_10 | 11370427:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.36% | 45.08% |
| 6M | 0.92% | 28.47% |
| YTD | 1.95% | 30.14% |
| 1Y | -3.41% | 105.13% |
| 3Y (ann.) | 3.3% | 81.7% |
| 5Y (ann.) | 3.63% | 41.6% |
| Metric | 11370427:btcusd:triple_med_gx:lsma45_10 | 11370427:BTCUSD |
|---|---|---|
| Max Drawdown | -27.62% | -67.18% |
| Longest DD Days | 729.0 | 683.0 |
| Avg. Drawdown | -5.18% | -6.05% |
| Avg. Drawdown Days | 109.0 | 31.0 |
| Recovery Factor | 0.48 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2024-05-15 | -27.62 | 729 |
| 2024-07-07 | 2025-07-14 | -18.82 | 372 |
| 2022-01-30 | 2022-03-16 | -4.20 | 45 |
| 2022-05-16 | 2022-05-17 | -2.05 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2024-06-05 | 2024-06-30 | -1.21 | 24 |
| 2022-03-19 | 2022-04-20 | -0.42 | 32 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370427:btcusd:triple_med_gx:lsma45_10 | 11370427:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.86% | 35.75% |
| Worst Week | -12.31% | -29.64% |
| Best Month | 10.86% | 43.77% |
| Worst Month | -10.33% | -37.12% |
| Best Year | 29.6% | 155.54% |
| Worst Year | -14.8% | -54.66% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 2.69% | 7.61% |
| Avg. Down Week | -1.82% | -3.11% |
| Avg. Up Month | 4.7% | 14.42% |
| Avg. Down Month | -3.87% | -11.67% |
| Win Days % | 44.89% | 51.3% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 52.44% | 51.89% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 75.0% | 75.0% |