| Metric | 11371833:btcusd:triple_med_gx:lsma45_20 | 11371833:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 31.63% | 198.43% |
| Max Drawdown | -21.15% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 55.04 | 3.27 |
| Outlier Loss Ratio | 3.95 | 3.13 |
| Volatility (ann.) | 8.38% | 26.29% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.39 | 0.55 |
| Skew | 3.43 | 0.19 |
| Kurtosis | 98.43 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.58% |
| Expected Yearly % | 7.11% | 31.43% |
| Kelly Criterion | -0.18% | 11.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11371833:BTCUSD | 11371833:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -12.99 | 0.22 | + |
| 2023 | 155.54 | 6.59 | 0.04 | - |
| 2024 | 121.00 | 30.67 | 0.25 | - |
| 2025 | 30.14 | 8.62 | 0.29 | - |
| Metric | 11371833:btcusd:triple_med_gx:lsma45_20 | 11371833:BTCUSD |
|---|---|---|
| MTD | 3.64% | 13.36% |
| 3M | 3.18% | 45.08% |
| 6M | 8.62% | 28.47% |
| YTD | 8.62% | 30.14% |
| 1Y | 14.61% | 105.13% |
| 3Y (ann.) | 12.16% | 81.7% |
| 5Y (ann.) | 8.22% | 36.92% |
| Metric | 11371833:btcusd:triple_med_gx:lsma45_20 | 11371833:BTCUSD |
|---|---|---|
| Max Drawdown | -21.15% | -67.18% |
| Longest DD Days | 617.0 | 683.0 |
| Avg. Drawdown | -3.72% | -6.95% |
| Avg. Drawdown Days | 50.0 | 34.0 |
| Recovery Factor | 1.5 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-08 | -21.15 | 617 |
| 2022-02-27 | 2022-07-19 | -16.83 | 142 |
| 2025-02-11 | 2025-04-11 | -12.50 | 59 |
| 2024-09-10 | 2025-01-15 | -10.26 | 127 |
| 2024-04-08 | 2024-05-15 | -4.94 | 37 |
| 2024-05-16 | 2024-07-01 | -4.19 | 45 |
| 2025-05-23 | 2025-07-11 | -3.93 | 49 |
| 2024-07-10 | 2024-08-21 | -3.31 | 42 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| Metric | 11371833:btcusd:triple_med_gx:lsma45_20 | 11371833:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.64% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 17.54% | 43.77% |
| Worst Month | -14.1% | -37.12% |
| Best Year | 30.67% | 155.54% |
| Worst Year | -12.99% | -59.39% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.26% | 7.99% |
| Avg. Down Week | -1.81% | -3.77% |
| Avg. Up Month | 5.76% | 13.91% |
| Avg. Down Month | -3.89% | -13.28% |
| Win Days % | 44.48% | 51.25% |
| Win Month % | 46.34% | 60.47% |
| Win Week % | 45.45% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |