| Metric | 11402205:btcusd:triple_med_gx:lsma45_135 | 11402205:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 96.6% | 195.83% |
| Max Drawdown | -37.63% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 21.85 | 3.94 |
| Outlier Loss Ratio | 3.94 | 3.84 |
| Volatility (ann.) | 15.28% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.59 | 0.57 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 37.78 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.68% |
| Expected Yearly % | 18.41% | 31.15% |
| Kelly Criterion | 4.59% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11402205:BTCUSD | 11402205:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -18.51 | 0.34 | + |
| 2023 | 155.54 | 26.90 | 0.17 | - |
| 2024 | 121.00 | 45.13 | 0.37 | - |
| 2025 | 16.76 | 30.99 | 1.85 | + |
| Metric | 11402205:btcusd:triple_med_gx:lsma45_135 | 11402205:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 19.74% | 31.46% |
| 6M | 33.8% | 12.77% |
| YTD | 30.99% | 16.76% |
| 1Y | 37.68% | 56.84% |
| 3Y (ann.) | 24.7% | 55.31% |
| 5Y (ann.) | 22.33% | 38.19% |
| Metric | 11402205:btcusd:triple_med_gx:lsma45_135 | 11402205:BTCUSD |
|---|---|---|
| Max Drawdown | -37.63% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -4.22% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 2.57 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-20 | -37.63 | 710 |
| 2024-05-05 | 2024-12-04 | -24.13 | 213 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-23 | 2025-06-09 | -6.70 | 17 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-26 | 2024-04-08 | -5.04 | 12 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402205:btcusd:triple_med_gx:lsma45_135 | 11402205:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -11.19% | -37.12% |
| Best Year | 45.13% | 155.54% |
| Worst Year | -18.51% | -55.14% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.31% | 5.65% |
| Avg. Down Week | -2.61% | -4.34% |
| Avg. Up Month | 5.7% | 13.81% |
| Avg. Down Month | -5.38% | -12.31% |
| Win Days % | 49.82% | 51.32% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 46.74% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |