| Metric | 11370467:btcusd:triple_med_gx:lsma45_10 | 11370467:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 35.88% | 220.31% |
| Max Drawdown | -20.93% | -67.18% |
| Sharpe | 0.33 | 0.45 |
| Sortino | 0.52 | 0.66 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 62.87 | 3.18 |
| Outlier Loss Ratio | 3.93 | 2.96 |
| Volatility (ann.) | 7.47% | 26.14% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.44 | 0.6 |
| Skew | 2.12 | 0.2 |
| Kurtosis | 118.21 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.74% |
| Expected Yearly % | 7.97% | 33.78% |
| Kelly Criterion | 0.08% | 9.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.22% |
| Expected Shortfall (cVaR) | -0.64% | -2.22% |
| Year | 11370467:BTCUSD | 11370467:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -6.27 | 0.11 | + |
| 2023 | 155.54 | 13.08 | 0.08 | - |
| 2024 | 121.00 | 38.22 | 0.32 | - |
| 2025 | 30.14 | -7.24 | -0.24 | - |
| Metric | 11370467:btcusd:triple_med_gx:lsma45_10 | 11370467:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 7.57% | 45.08% |
| 6M | -8.25% | 28.47% |
| YTD | -7.24% | 30.14% |
| 1Y | 3.12% | 105.13% |
| 3Y (ann.) | 12.52% | 81.7% |
| 5Y (ann.) | 9.29% | 40.11% |
| Metric | 11370467:btcusd:triple_med_gx:lsma45_10 | 11370467:BTCUSD |
|---|---|---|
| Max Drawdown | -20.93% | -67.18% |
| Longest DD Days | 283.0 | 683.0 |
| Avg. Drawdown | -2.65% | -6.34% |
| Avg. Drawdown Days | 30.0 | 32.0 |
| Recovery Factor | 1.71 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -20.93 | 179 |
| 2022-07-30 | 2023-03-14 | -15.64 | 226 |
| 2024-07-01 | 2024-10-29 | -10.51 | 119 |
| 2023-05-21 | 2024-02-28 | -9.23 | 283 |
| 2022-05-17 | 2022-07-18 | -5.98 | 62 |
| 2022-02-17 | 2022-03-11 | -4.82 | 22 |
| 2024-02-29 | 2024-04-07 | -3.22 | 38 |
| 2024-04-08 | 2024-04-22 | -2.01 | 13 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11370467:btcusd:triple_med_gx:lsma45_10 | 11370467:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -13.97% | -29.64% |
| Best Month | 15.56% | 43.77% |
| Worst Month | -13.82% | -37.12% |
| Best Year | 38.22% | 155.54% |
| Worst Year | -7.24% | -56.42% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 2.92% | 7.37% |
| Avg. Down Week | -1.67% | -2.8% |
| Avg. Up Month | 4.94% | 16.69% |
| Avg. Down Month | -3.96% | -11.44% |
| Win Days % | 46.06% | 51.32% |
| Win Month % | 51.28% | 62.79% |
| Win Week % | 48.68% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |