| Metric | 11392332:btcusd:triple_med_gx:lsma45_105 | 11392332:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 28.19% | 202.8% |
| Max Drawdown | -46.76% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.29 | 0.64 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 19.14 | 4.1 |
| Outlier Loss Ratio | 3.97 | 4.07 |
| Volatility (ann.) | 16.84% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.16 | 0.58 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 28.52 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.59% | 2.67% |
| Expected Yearly % | 6.41% | 31.91% |
| Kelly Criterion | 0.87% | 3.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.24% |
| Expected Shortfall (cVaR) | -1.44% | -2.24% |
| Year | 11392332:BTCUSD | 11392332:btcusd:triple_med_gx:lsma45_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -27.59 | 0.51 | + |
| 2023 | 155.54 | 56.32 | 0.36 | - |
| 2024 | 121.00 | 1.95 | 0.02 | - |
| 2025 | 16.76 | 11.09 | 0.66 | - |
| Metric | 11392332:btcusd:triple_med_gx:lsma45_105 | 11392332:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | -0.21% | 31.46% |
| 6M | 10.0% | 12.77% |
| YTD | 11.09% | 16.76% |
| 1Y | 0.22% | 56.84% |
| 3Y (ann.) | 15.63% | 55.31% |
| 5Y (ann.) | 7.64% | 38.89% |
| Metric | 11392332:btcusd:triple_med_gx:lsma45_105 | 11392332:BTCUSD |
|---|---|---|
| Max Drawdown | -46.76% | -67.18% |
| Longest DD Days | 595.0 | 683.0 |
| Avg. Drawdown | -5.97% | -6.06% |
| Avg. Drawdown Days | 40.0 | 30.0 |
| Recovery Factor | 0.6 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-11-24 | -46.76 | 595 |
| 2024-06-12 | 2025-03-02 | -35.71 | 262 |
| 2022-02-17 | 2022-02-28 | -17.13 | 11 |
| 2025-03-03 | 2025-06-11 | -15.47 | 100 |
| 2024-03-26 | 2024-05-03 | -10.71 | 37 |
| 2024-03-18 | 2024-03-25 | -10.54 | 7 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2024-06-07 | 2024-06-12 | -3.55 | 5 |
| 2023-11-24 | 2023-11-28 | -2.88 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| Metric | 11392332:btcusd:triple_med_gx:lsma45_105 | 11392332:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 15.76% | 43.77% |
| Worst Month | -23.83% | -37.12% |
| Best Year | 56.32% | 155.54% |
| Worst Year | -27.59% | -54.08% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.93% | -0.98% |
| Avg. Up Week | 3.64% | 6.23% |
| Avg. Down Week | -3.32% | -5.03% |
| Avg. Up Month | 5.1% | 14.53% |
| Avg. Down Month | -8.74% | -13.86% |
| Win Days % | 48.92% | 51.27% |
| Win Month % | 68.29% | 61.9% |
| Win Week % | 54.05% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |