| Metric | 11371810:btcusd:triple_med_gx:lsma45_20 | 11371810:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 29.4% | 190.14% |
| Max Drawdown | -21.69% | -67.18% |
| Sharpe | 0.26 | 0.42 |
| Sortino | 0.44 | 0.61 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.28 | 1.06 |
| CPC Index | 0.62 | 0.67 |
| Tail Ratio | 0.24 | 0.99 |
| Outlier Win Ratio | 55.19 | 3.27 |
| Outlier Loss Ratio | 4.15 | 3.11 |
| Volatility (ann.) | 8.25% | 26.33% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.35 | 0.53 |
| Skew | 4.1 | 0.18 |
| Kurtosis | 95.37 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.51% |
| Expected Yearly % | 6.66% | 30.51% |
| Kelly Criterion | -0.82% | 11.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11371810:BTCUSD | 11371810:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -4.22 | 0.07 | + |
| 2023 | 155.54 | 11.39 | 0.07 | - |
| 2024 | 121.00 | 21.28 | 0.18 | - |
| 2025 | 30.14 | 0.01 | 0.00 | - |
| Metric | 11371810:btcusd:triple_med_gx:lsma45_20 | 11371810:BTCUSD |
|---|---|---|
| MTD | 3.8% | 13.36% |
| 3M | 4.53% | 45.08% |
| 6M | 0.01% | 28.47% |
| YTD | 0.01% | 30.14% |
| 1Y | -1.24% | 105.13% |
| 3Y (ann.) | 6.6% | 81.7% |
| 5Y (ann.) | 7.67% | 35.72% |
| Metric | 11371810:btcusd:triple_med_gx:lsma45_20 | 11371810:BTCUSD |
|---|---|---|
| Max Drawdown | -21.69% | -67.18% |
| Longest DD Days | 654.0 | 683.0 |
| Avg. Drawdown | -4.47% | -7.32% |
| Avg. Drawdown Days | 63.0 | 35.0 |
| Recovery Factor | 1.36 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-05-15 | -21.69 | 654 |
| 2025-01-31 | 2025-07-14 | -14.25 | 163 |
| 2024-08-24 | 2025-01-17 | -9.43 | 146 |
| 2022-01-26 | 2022-05-15 | -5.64 | 109 |
| 2022-05-16 | 2022-05-30 | -5.10 | 14 |
| 2022-06-21 | 2022-07-07 | -5.07 | 16 |
| 2022-06-08 | 2022-06-21 | -4.92 | 13 |
| 2024-07-10 | 2024-08-23 | -3.70 | 44 |
| 2024-06-05 | 2024-06-30 | -3.45 | 25 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| Metric | 11371810:btcusd:triple_med_gx:lsma45_20 | 11371810:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -5.63% | -29.64% |
| Best Month | 15.24% | 43.77% |
| Worst Month | -12.0% | -37.12% |
| Best Year | 21.28% | 155.54% |
| Worst Year | -4.22% | -60.52% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.48% | 8.65% |
| Avg. Down Week | -1.4% | -3.88% |
| Avg. Up Month | 4.82% | 18.33% |
| Avg. Down Month | -3.2% | -11.73% |
| Win Days % | 44.46% | 51.27% |
| Win Month % | 52.38% | 60.47% |
| Win Week % | 42.86% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |