| Metric | 11371168:btcusd:triple_med_gx:lsma45_15 | 11371168:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 12.56% | 222.44% |
| Max Drawdown | -22.84% | -67.18% |
| Sharpe | 0.15 | 0.45 |
| Sortino | 0.22 | 0.66 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 65.06 | 3.16 |
| Outlier Loss Ratio | 3.69 | 3.01 |
| Volatility (ann.) | 7.54% | 26.13% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.15 | 0.6 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 115.28 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.76% |
| Expected Yearly % | 3.0% | 34.0% |
| Kelly Criterion | -1.98% | 7.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.22% |
| Expected Shortfall (cVaR) | -0.65% | -2.22% |
| Year | 11371168:BTCUSD | 11371168:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -15.88 | 0.28 | + |
| 2023 | 155.54 | 8.04 | 0.05 | - |
| 2024 | 121.00 | 29.89 | 0.25 | - |
| 2025 | 30.14 | -4.65 | -0.15 | - |
| Metric | 11371168:btcusd:triple_med_gx:lsma45_15 | 11371168:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.01% | 45.08% |
| 6M | -5.73% | 28.47% |
| YTD | -4.65% | 30.14% |
| 1Y | -3.98% | 105.13% |
| 3Y (ann.) | 5.98% | 81.7% |
| 5Y (ann.) | 3.48% | 40.34% |
| Metric | 11371168:btcusd:triple_med_gx:lsma45_15 | 11371168:BTCUSD |
|---|---|---|
| Max Drawdown | -22.84% | -67.18% |
| Longest DD Days | 616.0 | 683.0 |
| Avg. Drawdown | -5.58% | -6.36% |
| Avg. Drawdown Days | 94.0 | 32.0 |
| Recovery Factor | 0.55 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-07 | -22.84 | 616 |
| 2025-01-30 | 2025-07-14 | -15.89 | 164 |
| 2022-02-17 | 2022-07-29 | -11.91 | 162 |
| 2024-07-10 | 2025-01-15 | -10.03 | 188 |
| 2024-06-05 | 2024-07-09 | -3.66 | 34 |
| 2024-04-23 | 2024-05-15 | -1.80 | 22 |
| 2024-04-08 | 2024-04-22 | -1.72 | 13 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2022-07-29 | 2022-07-30 | -1.09 | 1 |
| 2024-04-22 | 2024-04-22 | -0.77 | 0 |
| Metric | 11371168:btcusd:triple_med_gx:lsma45_15 | 11371168:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -10.12% | -29.64% |
| Best Month | 15.56% | 43.77% |
| Worst Month | -9.55% | -37.12% |
| Best Year | 29.89% | 155.54% |
| Worst Year | -15.88% | -56.13% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 2.69% | 7.37% |
| Avg. Down Week | -1.95% | -2.89% |
| Avg. Up Month | 4.14% | 14.23% |
| Avg. Down Month | -3.32% | -9.95% |
| Win Days % | 45.86% | 51.29% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 48.57% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |