| Metric | 11407951:btcusd:triple_med_gx:lsma45_20 | 11407951:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 26.02% | 105.93% |
| Max Drawdown | -18.87% | -67.18% |
| Sharpe | 0.22 | 0.34 |
| Sortino | 0.35 | 0.5 |
| Payoff Ratio | 1.43 | 1.23 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.24 | 1.03 |
| CPC Index | 0.62 | 0.66 |
| Tail Ratio | 1.14 | 0.97 |
| Outlier Win Ratio | 32.28 | 3.58 |
| Outlier Loss Ratio | 5.05 | 3.34 |
| Volatility (ann.) | 11.3% | 26.83% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.4 | 0.38 |
| Skew | 2.22 | 0.16 |
| Kurtosis | 53.24 | 6.1 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 1.87% |
| Expected Yearly % | 5.95% | 19.79% |
| Kelly Criterion | -2.17% | 11.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.28% |
| Expected Shortfall (cVaR) | -0.97% | -2.28% |
| Year | 11407951:BTCUSD | 11407951:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.31 | 22.25 | -0.36 | + |
| 2023 | 155.54 | 2.10 | 0.01 | - |
| 2024 | 121.00 | -6.48 | -0.05 | - |
| 2025 | -5.74 | 7.96 | -1.39 | + |
| Metric | 11407951:btcusd:triple_med_gx:lsma45_20 | 11407951:BTCUSD |
|---|---|---|
| MTD | 5.53% | 4.38% |
| 3M | 4.68% | -10.75% |
| 6M | -0.65% | 38.92% |
| YTD | 7.96% | -5.74% |
| 1Y | -8.99% | 25.9% |
| 3Y (ann.) | 3.75% | 25.65% |
| 5Y (ann.) | 7.49% | 25.3% |
| Metric | 11407951:btcusd:triple_med_gx:lsma45_20 | 11407951:BTCUSD |
|---|---|---|
| Max Drawdown | -18.87% | -67.18% |
| Longest DD Days | 359.0 | 683.0 |
| Avg. Drawdown | -4.81% | -8.04% |
| Avg. Drawdown Days | 51.0 | 38.0 |
| Recovery Factor | 1.38 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-18 | 2025-03-26 | -18.87 | 341 |
| 2022-10-30 | 2023-10-24 | -17.57 | 359 |
| 2022-03-01 | 2022-06-23 | -16.35 | 114 |
| 2022-07-22 | 2022-09-29 | -13.53 | 69 |
| 2023-10-26 | 2024-03-28 | -12.56 | 153 |
| 2022-06-27 | 2022-07-18 | -5.64 | 20 |
| 2022-09-30 | 2022-10-29 | -4.50 | 28 |
| 2022-02-08 | 2022-02-28 | -4.29 | 20 |
| 2022-01-15 | 2022-01-28 | -3.11 | 13 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11407951:btcusd:triple_med_gx:lsma45_20 | 11407951:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -8.02% | -9.32% |
| Best Week | 15.91% | 35.75% |
| Worst Week | -5.91% | -29.64% |
| Best Month | 17.66% | 43.77% |
| Worst Month | -9.63% | -37.12% |
| Best Year | 22.25% | 155.54% |
| Worst Year | -6.48% | -61.31% |
| Avg. Up Day | 0.96% | 1.0% |
| Avg. Down Day | -0.67% | -0.82% |
| Avg. Up Week | 3.48% | 7.91% |
| Avg. Down Week | -1.98% | -4.58% |
| Avg. Up Month | 6.08% | 13.94% |
| Avg. Down Month | -4.58% | -10.84% |
| Win Days % | 39.85% | 51.05% |
| Win Month % | 43.59% | 58.97% |
| Win Week % | 39.72% | 49.71% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |