| Metric | 11372675:btcusd:triple_med_gx:lsma45_25 | 11372675:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 3.25% | 239.56% |
| Max Drawdown | -23.51% | -67.18% |
| Sharpe | 0.07 | 0.47 |
| Sortino | 0.1 | 0.68 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.55 | 0.68 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 68.88 | 3.1 |
| Outlier Loss Ratio | 4.01 | 3.04 |
| Volatility (ann.) | 7.12% | 26.24% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.04 | 0.63 |
| Skew | 1.7 | 0.2 |
| Kurtosis | 89.02 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.88% |
| Expected Yearly % | 0.8% | 35.75% |
| Kelly Criterion | -4.11% | 11.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.23% |
| Expected Shortfall (cVaR) | -0.61% | -2.23% |
| Year | 11372675:BTCUSD | 11372675:btcusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -8.38 | 0.16 | + |
| 2023 | 155.54 | -1.19 | -0.01 | - |
| 2024 | 121.00 | 15.69 | 0.13 | - |
| 2025 | 30.14 | -1.41 | -0.05 | - |
| Metric | 11372675:btcusd:triple_med_gx:lsma45_25 | 11372675:BTCUSD |
|---|---|---|
| MTD | 0.72% | 13.36% |
| 3M | -2.66% | 45.08% |
| 6M | -1.41% | 28.47% |
| YTD | -1.41% | 30.14% |
| 1Y | -7.77% | 105.13% |
| 3Y (ann.) | 1.34% | 81.7% |
| 5Y (ann.) | 0.93% | 42.14% |
| Metric | 11372675:btcusd:triple_med_gx:lsma45_25 | 11372675:BTCUSD |
|---|---|---|
| Max Drawdown | -23.51% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -5.56% | -6.05% |
| Avg. Drawdown Days | 126.0 | 29.0 |
| Recovery Factor | 0.14 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-07-10 | -23.51 | 710 |
| 2022-02-27 | 2022-07-19 | -14.24 | 142 |
| 2024-07-10 | 2025-07-14 | -12.78 | 369 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-01-30 | 2022-02-26 | -0.48 | 27 |
| 2022-07-19 | 2022-07-30 | -0.30 | 10 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| 2022-01-29 | 2022-01-29 | -0.16 | 0 |
| Metric | 11372675:btcusd:triple_med_gx:lsma45_25 | 11372675:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.27% | 35.75% |
| Worst Week | -4.86% | -29.64% |
| Best Month | 15.8% | 43.77% |
| Worst Month | -8.5% | -37.12% |
| Best Year | 15.69% | 155.54% |
| Worst Year | -8.38% | -53.8% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.75% | 9.33% |
| Avg. Down Week | -1.31% | -3.1% |
| Avg. Up Month | 4.81% | 13.57% |
| Avg. Down Month | -2.4% | -12.82% |
| Win Days % | 41.94% | 51.3% |
| Win Month % | 38.1% | 62.79% |
| Win Week % | 29.87% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |