| Metric | 11371008:btcusd:triple_med_gx:lsma45_15 | 11371008:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 35.86% | 183.01% |
| Max Drawdown | -23.22% | -67.18% |
| Sharpe | 0.26 | 0.41 |
| Sortino | 0.41 | 0.6 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.58 | 1.06 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.42 | 0.99 |
| Outlier Win Ratio | 38.04 | 3.49 |
| Outlier Loss Ratio | 4.2 | 3.34 |
| Volatility (ann.) | 10.26% | 26.3% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.39 | 0.52 |
| Skew | 2.04 | 0.18 |
| Kurtosis | 63.22 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.45% |
| Expected Yearly % | 7.96% | 29.7% |
| Kelly Criterion | -0.6% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.23% |
| Expected Shortfall (cVaR) | -0.88% | -2.23% |
| Year | 11371008:BTCUSD | 11371008:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -6.56 | 0.11 | + |
| 2023 | 155.54 | -8.92 | -0.06 | - |
| 2024 | 121.00 | 44.63 | 0.37 | - |
| 2025 | 30.14 | 10.38 | 0.34 | - |
| Metric | 11371008:btcusd:triple_med_gx:lsma45_15 | 11371008:BTCUSD |
|---|---|---|
| MTD | -1.3% | 13.36% |
| 3M | 9.13% | 45.08% |
| 6M | 11.4% | 28.47% |
| YTD | 10.38% | 30.14% |
| 1Y | 14.67% | 105.13% |
| 3Y (ann.) | 14.63% | 81.7% |
| 5Y (ann.) | 9.16% | 34.66% |
| Metric | 11371008:btcusd:triple_med_gx:lsma45_15 | 11371008:BTCUSD |
|---|---|---|
| Max Drawdown | -23.22% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -3.49% | -7.49% |
| Avg. Drawdown Days | 42.0 | 37.0 |
| Recovery Factor | 1.54 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2022-07-30 | -23.22 | 185 |
| 2022-07-30 | 2024-03-24 | -22.21 | 603 |
| 2024-11-23 | 2025-04-22 | -12.15 | 150 |
| 2024-05-16 | 2024-07-09 | -6.30 | 54 |
| 2024-09-05 | 2024-11-06 | -6.23 | 62 |
| 2024-07-29 | 2024-08-08 | -4.92 | 10 |
| 2025-06-03 | 2025-07-14 | -4.17 | 40 |
| 2024-07-10 | 2024-07-29 | -3.31 | 18 |
| 2024-08-09 | 2024-08-21 | -2.43 | 12 |
| 2024-04-19 | 2024-04-20 | -2.02 | 1 |
| Metric | 11371008:btcusd:triple_med_gx:lsma45_15 | 11371008:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.46% | 35.75% |
| Worst Week | -8.52% | -29.64% |
| Best Month | 12.38% | 43.77% |
| Worst Month | -8.74% | -37.12% |
| Best Year | 44.63% | 155.54% |
| Worst Year | -8.92% | -61.49% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.04% | 6.56% |
| Avg. Down Week | -2.08% | -4.06% |
| Avg. Up Month | 5.17% | 16.95% |
| Avg. Down Month | -2.72% | -9.59% |
| Win Days % | 46.07% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 43.08% | 51.87% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |