| Metric | 11371015:btcusd:triple_med_gx:lsma45_15 | 11371015:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 55.84% | 175.31% |
| Max Drawdown | -16.4% | -67.18% |
| Sharpe | 0.37 | 0.41 |
| Sortino | 0.59 | 0.59 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.9 | 1.06 |
| CPC Index | 0.65 | 0.65 |
| Tail Ratio | 1.62 | 0.99 |
| Outlier Win Ratio | 41.02 | 3.41 |
| Outlier Loss Ratio | 4.19 | 3.28 |
| Volatility (ann.) | 9.81% | 26.29% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.82 | 0.5 |
| Skew | 2.77 | 0.18 |
| Kurtosis | 75.81 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.04% | 2.38% |
| Expected Yearly % | 11.73% | 28.81% |
| Kelly Criterion | 0.68% | 10.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11371015:BTCUSD | 11371015:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 0.68 | -0.01 | + |
| 2023 | 155.54 | 22.26 | 0.14 | - |
| 2024 | 121.00 | 22.45 | 0.19 | - |
| 2025 | 27.10 | 3.39 | 0.13 | - |
| Metric | 11371015:btcusd:triple_med_gx:lsma45_15 | 11371015:BTCUSD |
|---|---|---|
| MTD | -1.05% | 10.71% |
| 3M | 9.0% | 41.88% |
| 6M | 3.58% | 22.91% |
| YTD | 3.39% | 27.1% |
| 1Y | 6.0% | 82.29% |
| 3Y (ann.) | 14.02% | 77.48% |
| 5Y (ann.) | 13.51% | 33.54% |
| Metric | 11371015:btcusd:triple_med_gx:lsma45_15 | 11371015:BTCUSD |
|---|---|---|
| Max Drawdown | -16.4% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -4.08% | -7.58% |
| Avg. Drawdown Days | 53.0 | 37.0 |
| Recovery Factor | 3.4 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-10 | -16.40 | 253 |
| 2024-12-16 | 2025-05-22 | -15.66 | 156 |
| 2022-02-27 | 2022-07-16 | -10.23 | 139 |
| 2023-04-26 | 2024-02-27 | -9.70 | 306 |
| 2024-08-09 | 2024-12-15 | -7.52 | 128 |
| 2024-04-08 | 2024-08-08 | -6.46 | 122 |
| 2022-01-26 | 2022-02-25 | -5.54 | 30 |
| 2025-06-03 | 2025-07-17 | -4.37 | 43 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-03-23 | 2024-03-24 | -2.53 | 1 |
| Metric | 11371015:btcusd:triple_med_gx:lsma45_15 | 11371015:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.23% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 13.79% | 43.77% |
| Worst Month | -7.09% | -37.12% |
| Best Year | 22.45% | 155.54% |
| Worst Year | 0.68% | -61.64% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 2.95% | 6.64% |
| Avg. Down Week | -2.14% | -3.53% |
| Avg. Up Month | 5.29% | 18.0% |
| Avg. Down Month | -3.1% | -10.98% |
| Win Days % | 45.71% | 51.23% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 49.15% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |