| Metric | 11371032:btcusd:triple_med_gx:lsma45_15 | 11371032:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 66.95% | 190.14% |
| Max Drawdown | -25.5% | -67.18% |
| Sharpe | 0.46 | 0.42 |
| Sortino | 0.77 | 0.61 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 0.82 | 0.99 |
| Outlier Win Ratio | 47.94 | 3.35 |
| Outlier Loss Ratio | 4.33 | 3.18 |
| Volatility (ann.) | 8.72% | 26.33% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.62 | 0.53 |
| Skew | 3.62 | 0.18 |
| Kurtosis | 79.51 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.51% |
| Expected Yearly % | 13.67% | 30.51% |
| Kelly Criterion | 3.2% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11371032:BTCUSD | 11371032:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -2.88 | 0.05 | + |
| 2023 | 155.54 | 29.27 | 0.19 | - |
| 2024 | 121.00 | 26.03 | 0.22 | - |
| 2025 | 30.14 | 5.51 | 0.18 | - |
| Metric | 11371032:btcusd:triple_med_gx:lsma45_15 | 11371032:BTCUSD |
|---|---|---|
| MTD | 3.8% | 13.36% |
| 3M | 11.68% | 45.08% |
| 6M | 5.51% | 28.47% |
| YTD | 5.51% | 30.14% |
| 1Y | 13.12% | 105.13% |
| 3Y (ann.) | 13.78% | 81.7% |
| 5Y (ann.) | 15.83% | 35.72% |
| Metric | 11371032:btcusd:triple_med_gx:lsma45_15 | 11371032:BTCUSD |
|---|---|---|
| Max Drawdown | -25.5% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.49% | -7.32% |
| Avg. Drawdown Days | 34.0 | 35.0 |
| Recovery Factor | 2.62 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-05-28 | -25.50 | 302 |
| 2023-07-14 | 2024-04-08 | -14.33 | 269 |
| 2025-01-31 | 2025-07-14 | -12.36 | 163 |
| 2024-12-25 | 2025-01-17 | -5.72 | 22 |
| 2022-01-26 | 2022-02-26 | -5.54 | 31 |
| 2022-06-08 | 2022-06-21 | -5.24 | 13 |
| 2022-05-16 | 2022-05-30 | -5.10 | 14 |
| 2024-10-07 | 2024-12-16 | -5.06 | 69 |
| 2024-04-08 | 2024-05-15 | -4.94 | 37 |
| 2024-06-05 | 2024-07-09 | -4.87 | 34 |
| Metric | 11371032:btcusd:triple_med_gx:lsma45_15 | 11371032:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 12.64% | 35.75% |
| Worst Week | -6.23% | -29.64% |
| Best Month | 20.44% | 43.77% |
| Worst Month | -13.01% | -37.12% |
| Best Year | 29.27% | 155.54% |
| Worst Year | -2.88% | -60.52% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.74% | -0.83% |
| Avg. Up Week | 3.71% | 7.95% |
| Avg. Down Week | -1.53% | -3.18% |
| Avg. Up Month | 4.91% | 16.43% |
| Avg. Down Month | -3.26% | -10.29% |
| Win Days % | 45.01% | 51.27% |
| Win Month % | 58.14% | 60.47% |
| Win Week % | 44.44% | 51.61% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |