| Metric | 11402149:btcusd:triple_med_gx:lsma45_135 | 11402149:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 78.86% | 195.83% |
| Max Drawdown | -38.01% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 21.95 | 3.95 |
| Outlier Loss Ratio | 3.9 | 3.9 |
| Volatility (ann.) | 15.46% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.5 | 0.57 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 36.94 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 2.68% |
| Expected Yearly % | 15.65% | 31.15% |
| Kelly Criterion | 3.84% | 4.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11402149:BTCUSD | 11402149:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -16.70 | 0.30 | + |
| 2023 | 155.54 | 27.12 | 0.17 | - |
| 2024 | 121.00 | 38.47 | 0.32 | - |
| 2025 | 16.76 | 21.98 | 1.31 | + |
| Metric | 11402149:btcusd:triple_med_gx:lsma45_135 | 11402149:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 13.75% | 31.46% |
| 6M | 22.98% | 12.77% |
| YTD | 21.98% | 16.76% |
| 1Y | 25.72% | 56.84% |
| 3Y (ann.) | 20.8% | 55.31% |
| 5Y (ann.) | 18.93% | 38.19% |
| Metric | 11402149:btcusd:triple_med_gx:lsma45_135 | 11402149:BTCUSD |
|---|---|---|
| Max Drawdown | -38.01% | -67.18% |
| Longest DD Days | 750.0 | 683.0 |
| Avg. Drawdown | -4.62% | -6.97% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 2.07 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-03-20 | -38.01 | 750 |
| 2024-06-12 | 2024-12-05 | -24.03 | 175 |
| 2025-03-03 | 2025-04-12 | -11.01 | 40 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-23 | 2025-06-09 | -6.41 | 17 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2024-03-26 | 2024-04-19 | -6.11 | 23 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402149:btcusd:triple_med_gx:lsma45_135 | 11402149:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -19.74% | -37.12% |
| Best Year | 38.47% | 155.54% |
| Worst Year | -16.7% | -55.14% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 3.51% | 5.76% |
| Avg. Down Week | -2.69% | -5.2% |
| Avg. Up Month | 5.43% | 14.25% |
| Avg. Down Month | -5.63% | -13.15% |
| Win Days % | 50.11% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 53.68% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |