| Metric | 11370447:btcusd:triple_med_gx:lsma45_10 | 11370447:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 33.14% | 222.44% |
| Max Drawdown | -20.98% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.48 | 0.66 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 61.03 | 3.19 |
| Outlier Loss Ratio | 3.85 | 2.96 |
| Volatility (ann.) | 7.56% | 26.13% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.41 | 0.6 |
| Skew | 1.85 | 0.2 |
| Kurtosis | 113.53 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.76% |
| Expected Yearly % | 7.42% | 34.0% |
| Kelly Criterion | 1.23% | 7.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.22% |
| Expected Shortfall (cVaR) | -0.64% | -2.22% |
| Year | 11370447:BTCUSD | 11370447:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -5.85 | 0.10 | + |
| 2023 | 155.54 | 5.94 | 0.04 | - |
| 2024 | 121.00 | 36.84 | 0.30 | - |
| 2025 | 30.14 | -2.45 | -0.08 | - |
| Metric | 11370447:btcusd:triple_med_gx:lsma45_10 | 11370447:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.51% | 45.08% |
| 6M | -3.6% | 28.47% |
| YTD | -2.45% | 30.14% |
| 1Y | 1.35% | 105.13% |
| 3Y (ann.) | 9.4% | 81.7% |
| 5Y (ann.) | 8.64% | 40.34% |
| Metric | 11370447:btcusd:triple_med_gx:lsma45_10 | 11370447:BTCUSD |
|---|---|---|
| Max Drawdown | -20.98% | -67.18% |
| Longest DD Days | 616.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.36% |
| Avg. Drawdown Days | 43.0 | 32.0 |
| Recovery Factor | 1.58 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-06 | -20.98 | 616 |
| 2025-01-30 | 2025-07-14 | -18.45 | 164 |
| 2024-07-07 | 2024-12-16 | -12.01 | 161 |
| 2022-04-20 | 2022-07-17 | -7.37 | 87 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-02-17 | 2022-03-01 | -1.94 | 12 |
| 2024-04-08 | 2024-04-22 | -1.72 | 13 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-04-23 | 2024-05-04 | -1.52 | 11 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11370447:btcusd:triple_med_gx:lsma45_10 | 11370447:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -12.31% | -29.64% |
| Best Month | 13.87% | 43.77% |
| Worst Month | -12.31% | -37.12% |
| Best Year | 36.84% | 155.54% |
| Worst Year | -5.85% | -56.13% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 2.87% | 7.75% |
| Avg. Down Week | -1.89% | -3.04% |
| Avg. Up Month | 4.28% | 15.77% |
| Avg. Down Month | -3.56% | -9.94% |
| Win Days % | 46.69% | 51.29% |
| Win Month % | 55.0% | 62.79% |
| Win Week % | 52.05% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |