| Metric | 11381087:btcusd:triple_med_gx:lsma45_65 | 11381087:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 29.18% | 205.34% |
| Max Drawdown | -19.7% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.39 | 0.65 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.64 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 51.71 | 3.29 |
| Outlier Loss Ratio | 3.71 | 3.2 |
| Volatility (ann.) | 8.9% | 26.45% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.4 | 0.58 |
| Skew | 1.53 | 0.2 |
| Kurtosis | 71.76 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.69% |
| Expected Yearly % | 6.61% | 32.19% |
| Kelly Criterion | 1.01% | 11.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.25% |
| Expected Shortfall (cVaR) | -0.76% | -2.25% |
| Year | 11381087:BTCUSD | 11381087:btcusd:triple_med_gx:lsma45_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -2.83 | 0.05 | + |
| 2023 | 155.54 | 1.31 | 0.01 | - |
| 2024 | 121.00 | 38.70 | 0.32 | - |
| 2025 | 17.02 | -5.39 | -0.32 | - |
| Metric | 11381087:btcusd:triple_med_gx:lsma45_65 | 11381087:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.94% | 31.76% |
| 6M | -1.1% | 12.25% |
| YTD | -5.39% | 17.02% |
| 1Y | 13.62% | 57.19% |
| 3Y (ann.) | 14.81% | 55.42% |
| 5Y (ann.) | 7.85% | 39.05% |
| Metric | 11381087:btcusd:triple_med_gx:lsma45_65 | 11381087:BTCUSD |
|---|---|---|
| Max Drawdown | -19.7% | -67.18% |
| Longest DD Days | 602.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.27% |
| Avg. Drawdown Days | 49.0 | 29.0 |
| Recovery Factor | 1.48 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-24 | 2022-07-28 | -19.70 | 185 |
| 2022-08-11 | 2024-04-04 | -17.40 | 602 |
| 2024-04-04 | 2024-05-27 | -10.00 | 52 |
| 2025-01-15 | 2025-06-11 | -8.31 | 147 |
| 2024-06-12 | 2024-07-10 | -5.96 | 27 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2024-07-10 | 2024-07-26 | -3.90 | 15 |
| 2024-08-31 | 2024-11-06 | -3.48 | 66 |
| 2024-05-27 | 2024-06-12 | -3.47 | 15 |
| Metric | 11381087:btcusd:triple_med_gx:lsma45_65 | 11381087:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.69% | 35.75% |
| Worst Week | -8.83% | -29.64% |
| Best Month | 27.56% | 43.77% |
| Worst Month | -6.84% | -37.12% |
| Best Year | 38.7% | 155.54% |
| Worst Year | -5.39% | -53.8% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.24% | 5.69% |
| Avg. Down Week | -2.23% | -6.12% |
| Avg. Up Month | 6.17% | 14.33% |
| Avg. Down Month | -2.76% | -12.03% |
| Win Days % | 44.5% | 51.28% |
| Win Month % | 45.0% | 61.9% |
| Win Week % | 48.05% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |