| Metric | 11370488:btcusd:triple_med_gx:lsma45_10 | 11370488:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 10.06% | 215.74% |
| Max Drawdown | -21.6% | -67.18% |
| Sharpe | 0.13 | 0.45 |
| Sortino | 0.19 | 0.65 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 66.05 | 3.15 |
| Outlier Loss Ratio | 3.79 | 3.0 |
| Volatility (ann.) | 7.52% | 26.13% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.13 | 0.59 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 117.43 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.78% |
| Expected Yearly % | 2.42% | 33.3% |
| Kelly Criterion | -4.59% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.22% |
| Expected Shortfall (cVaR) | -0.64% | -2.22% |
| Year | 11370488:BTCUSD | 11370488:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -11.42 | 0.20 | + |
| 2023 | 155.54 | 6.91 | 0.04 | - |
| 2024 | 121.00 | 29.08 | 0.24 | - |
| 2025 | 30.14 | -9.96 | -0.33 | - |
| Metric | 11370488:btcusd:triple_med_gx:lsma45_10 | 11370488:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 9.43% | 45.08% |
| 6M | -10.86% | 28.47% |
| YTD | -9.96% | 30.14% |
| 1Y | 1.83% | 105.13% |
| 3Y (ann.) | 3.8% | 81.7% |
| 5Y (ann.) | 2.82% | 39.56% |
| Metric | 11370488:btcusd:triple_med_gx:lsma45_10 | 11370488:BTCUSD |
|---|---|---|
| Max Drawdown | -21.6% | -67.18% |
| Longest DD Days | 654.0 | 683.0 |
| Avg. Drawdown | -5.0% | -6.45% |
| Avg. Drawdown Days | 85.0 | 33.0 |
| Recovery Factor | 0.47 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-14 | -21.60 | 164 |
| 2022-07-30 | 2024-05-15 | -21.59 | 654 |
| 2022-03-02 | 2022-07-28 | -9.53 | 148 |
| 2024-07-01 | 2024-10-28 | -6.51 | 119 |
| 2024-11-08 | 2024-12-15 | -1.93 | 36 |
| 2024-12-16 | 2025-01-15 | -1.56 | 30 |
| 2024-10-30 | 2024-11-06 | -1.53 | 7 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-07-01 | -1.21 | 25 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11370488:btcusd:triple_med_gx:lsma45_10 | 11370488:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.33% | 35.75% |
| Worst Week | -13.97% | -29.64% |
| Best Month | 10.14% | 43.77% |
| Worst Month | -15.57% | -37.12% |
| Best Year | 29.08% | 155.54% |
| Worst Year | -11.42% | -57.04% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 2.81% | 7.62% |
| Avg. Down Week | -1.43% | -2.22% |
| Avg. Up Month | 4.24% | 17.5% |
| Avg. Down Month | -3.26% | -9.92% |
| Win Days % | 45.4% | 51.33% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 47.14% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |