| Metric | 11383660:btcusd:triple_med_gx:lsma45_75 | 11383660:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 59.71% | 205.34% |
| Max Drawdown | -25.17% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.61 | 0.65 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 2.12 | 1.06 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.79 | 0.99 |
| Outlier Win Ratio | 39.49 | 3.37 |
| Outlier Loss Ratio | 3.67 | 3.3 |
| Volatility (ann.) | 10.24% | 26.45% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.59 | 0.58 |
| Skew | 2.08 | 0.2 |
| Kurtosis | 64.11 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.12% | 2.69% |
| Expected Yearly % | 12.42% | 32.19% |
| Kelly Criterion | 3.92% | 7.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.25% |
| Expected Shortfall (cVaR) | -0.87% | -2.25% |
| Year | 11383660:BTCUSD | 11383660:btcusd:triple_med_gx:lsma45_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -9.51 | 0.18 | + |
| 2023 | 155.54 | 6.60 | 0.04 | - |
| 2024 | 121.00 | 60.08 | 0.50 | - |
| 2025 | 17.02 | 3.43 | 0.20 | - |
| Metric | 11383660:btcusd:triple_med_gx:lsma45_75 | 11383660:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -1.65% | 31.76% |
| 6M | 5.26% | 12.25% |
| YTD | 3.43% | 17.02% |
| 1Y | 23.45% | 57.19% |
| 3Y (ann.) | 19.31% | 55.42% |
| 5Y (ann.) | 14.83% | 39.05% |
| Metric | 11383660:btcusd:triple_med_gx:lsma45_75 | 11383660:BTCUSD |
|---|---|---|
| Max Drawdown | -25.17% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -3.5% | -6.27% |
| Avg. Drawdown Days | 44.0 | 29.0 |
| Recovery Factor | 2.37 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-05-03 | -25.17 | 643 |
| 2022-03-09 | 2022-07-27 | -20.39 | 140 |
| 2025-01-28 | 2025-06-11 | -8.72 | 134 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-05-27 | 2024-07-26 | -6.11 | 60 |
| 2024-12-16 | 2025-01-14 | -4.43 | 29 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2024-07-27 | 2024-10-28 | -3.10 | 92 |
| 2022-01-22 | 2022-01-23 | -2.46 | 1 |
| 2022-02-16 | 2022-03-09 | -2.20 | 21 |
| Metric | 11383660:btcusd:triple_med_gx:lsma45_75 | 11383660:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -8.83% | -29.64% |
| Best Month | 27.52% | 43.77% |
| Worst Month | -10.02% | -37.12% |
| Best Year | 60.08% | 155.54% |
| Worst Year | -9.51% | -53.8% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 4.51% | 7.01% |
| Avg. Down Week | -2.67% | -6.15% |
| Avg. Up Month | 7.06% | 13.93% |
| Avg. Down Month | -5.07% | -12.99% |
| Win Days % | 48.06% | 51.28% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 53.49% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |