| Metric | 11395577:btcusd:triple_med_gx:lsma45_115 | 11395577:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 83.43% | 189.3% |
| Max Drawdown | -41.65% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.63 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 19.47 | 4.02 |
| Outlier Loss Ratio | 4.06 | 3.95 |
| Volatility (ann.) | 16.04% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.47 | 0.55 |
| Skew | 1.21 | 0.2 |
| Kurtosis | 31.88 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.45% | 2.56% |
| Expected Yearly % | 16.38% | 30.42% |
| Kelly Criterion | 2.96% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11395577:BTCUSD | 11395577:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -28.31 | 0.50 | + |
| 2023 | 155.54 | 18.39 | 0.12 | - |
| 2024 | 121.00 | 47.11 | 0.39 | - |
| 2025 | 16.76 | 46.92 | 2.80 | + |
| Metric | 11395577:btcusd:triple_med_gx:lsma45_115 | 11395577:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 29.31% | 31.46% |
| 6M | 51.85% | 12.77% |
| YTD | 46.92% | 16.76% |
| 1Y | 57.91% | 56.84% |
| 3Y (ann.) | 24.31% | 55.31% |
| 5Y (ann.) | 19.74% | 37.09% |
| Metric | 11395577:btcusd:triple_med_gx:lsma45_115 | 11395577:BTCUSD |
|---|---|---|
| Max Drawdown | -41.65% | -67.18% |
| Longest DD Days | 782.0 | 683.0 |
| Avg. Drawdown | -5.1% | -6.63% |
| Avg. Drawdown Days | 40.0 | 33.0 |
| Recovery Factor | 2.0 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-04-22 | -41.65 | 782 |
| 2024-05-30 | 2024-12-05 | -29.21 | 188 |
| 2022-02-19 | 2022-02-28 | -13.89 | 9 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| 2024-04-23 | 2024-05-03 | -5.54 | 10 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11395577:btcusd:triple_med_gx:lsma45_115 | 11395577:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -19.45% | -29.64% |
| Best Month | 13.89% | 43.77% |
| Worst Month | -18.71% | -37.12% |
| Best Year | 47.11% | 155.54% |
| Worst Year | -28.31% | -56.13% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 4.18% | 5.78% |
| Avg. Down Week | -2.89% | -4.04% |
| Avg. Up Month | 6.62% | 13.23% |
| Avg. Down Month | -6.53% | -13.05% |
| Win Days % | 49.72% | 51.25% |
| Win Month % | 64.1% | 61.9% |
| Win Week % | 50.49% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |