| Metric | 11398958:btcusd:triple_med_gx:lsma45_125 | 11398958:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 139.54% | 183.29% |
| Max Drawdown | -42.13% | -67.18% |
| Sharpe | 0.49 | 0.43 |
| Sortino | 0.74 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 19.96 | 3.99 |
| Outlier Loss Ratio | 4.04 | 3.92 |
| Volatility (ann.) | 15.68% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.7 | 0.54 |
| Skew | 0.82 | 0.2 |
| Kurtosis | 31.92 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.15% | 2.57% |
| Expected Yearly % | 24.41% | 29.73% |
| Kelly Criterion | 5.17% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11398958:BTCUSD | 11398958:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -22.34 | 0.39 | + |
| 2023 | 155.54 | 35.06 | 0.23 | - |
| 2024 | 121.00 | 74.79 | 0.62 | - |
| 2025 | 16.76 | 30.65 | 1.83 | + |
| Metric | 11398958:btcusd:triple_med_gx:lsma45_125 | 11398958:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 26.76% | 31.46% |
| 6M | 32.93% | 12.77% |
| YTD | 30.65% | 16.76% |
| 1Y | 49.45% | 56.84% |
| 3Y (ann.) | 29.22% | 55.31% |
| 5Y (ann.) | 29.7% | 36.34% |
| Metric | 11398958:btcusd:triple_med_gx:lsma45_125 | 11398958:BTCUSD |
|---|---|---|
| Max Drawdown | -42.13% | -67.18% |
| Longest DD Days | 724.0 | 683.0 |
| Avg. Drawdown | -3.07% | -6.73% |
| Avg. Drawdown Days | 21.0 | 34.0 |
| Recovery Factor | 3.31 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-04 | -42.13 | 724 |
| 2024-06-10 | 2024-10-14 | -21.47 | 125 |
| 2024-12-21 | 2025-03-06 | -11.94 | 74 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-03-06 | 2025-04-09 | -8.54 | 34 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-22 | 2025-06-08 | -4.28 | 16 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11398958:btcusd:triple_med_gx:lsma45_125 | 11398958:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -28.85% | -29.64% |
| Best Month | 18.26% | 43.77% |
| Worst Month | -27.25% | -37.12% |
| Best Year | 74.79% | 155.54% |
| Worst Year | -22.34% | -57.04% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.53% | 5.96% |
| Avg. Down Week | -3.38% | -4.8% |
| Avg. Up Month | 6.54% | 12.21% |
| Avg. Down Month | -5.45% | -12.85% |
| Win Days % | 50.72% | 51.3% |
| Win Month % | 65.0% | 60.98% |
| Win Week % | 54.29% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |