| Metric | 11371965:btcusd:triple_med_gx:lsma45_20 | 11371965:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 49.69% | 220.31% |
| Max Drawdown | -12.5% | -67.18% |
| Sharpe | 0.46 | 0.45 |
| Sortino | 0.71 | 0.66 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.28 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 68.28 | 3.18 |
| Outlier Loss Ratio | 3.84 | 2.93 |
| Volatility (ann.) | 6.94% | 26.14% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.99 | 0.6 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 73.34 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 2.74% |
| Expected Yearly % | 10.61% | 33.78% |
| Kelly Criterion | 4.48% | 8.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.22% |
| Expected Shortfall (cVaR) | -0.59% | -2.22% |
| Year | 11371965:BTCUSD | 11371965:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 1.39 | -0.02 | + |
| 2023 | 155.54 | 1.35 | 0.01 | - |
| 2024 | 121.00 | 42.28 | 0.35 | - |
| 2025 | 30.14 | 2.39 | 0.08 | - |
| Metric | 11371965:btcusd:triple_med_gx:lsma45_20 | 11371965:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.3% | 45.08% |
| 6M | 1.51% | 28.47% |
| YTD | 2.39% | 30.14% |
| 1Y | 17.03% | 105.13% |
| 3Y (ann.) | 15.18% | 81.7% |
| 5Y (ann.) | 12.4% | 40.11% |
| Metric | 11371965:btcusd:triple_med_gx:lsma45_20 | 11371965:BTCUSD |
|---|---|---|
| Max Drawdown | -12.5% | -67.18% |
| Longest DD Days | 323.0 | 683.0 |
| Avg. Drawdown | -2.21% | -6.34% |
| Avg. Drawdown Days | 39.0 | 32.0 |
| Recovery Factor | 3.97 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -12.50 | 179 |
| 2022-07-30 | 2023-03-14 | -9.30 | 226 |
| 2024-06-07 | 2024-09-13 | -8.14 | 98 |
| 2022-02-17 | 2022-07-16 | -7.66 | 149 |
| 2023-04-11 | 2024-02-28 | -5.79 | 323 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-03-27 | 2024-03-28 | -2.57 | 1 |
| 2024-10-30 | 2024-11-24 | -2.22 | 25 |
| 2022-07-18 | 2022-07-30 | -1.55 | 12 |
| 2024-04-08 | 2024-04-22 | -1.38 | 13 |
| Metric | 11371965:btcusd:triple_med_gx:lsma45_20 | 11371965:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 9.17% | 35.75% |
| Worst Week | -7.45% | -29.64% |
| Best Month | 9.17% | 43.77% |
| Worst Month | -7.61% | -37.12% |
| Best Year | 42.28% | 155.54% |
| Worst Year | 1.35% | -56.42% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.77% | -0.86% |
| Avg. Up Week | 2.82% | 7.3% |
| Avg. Down Week | -1.65% | -4.43% |
| Avg. Up Month | 3.95% | 17.59% |
| Avg. Down Month | -2.21% | -9.64% |
| Win Days % | 46.92% | 51.32% |
| Win Month % | 56.41% | 62.79% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |