| Metric | 11402260:btcusd:triple_med_gx:lsma45_135 | 11402260:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 123.78% | 195.83% |
| Max Drawdown | -31.51% | -67.18% |
| Sharpe | 0.48 | 0.44 |
| Sortino | 0.74 | 0.64 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 21.7 | 3.86 |
| Outlier Loss Ratio | 4.05 | 3.8 |
| Volatility (ann.) | 14.74% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.86 | 0.57 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 37.26 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.98% | 2.68% |
| Expected Yearly % | 22.31% | 31.15% |
| Kelly Criterion | 5.79% | 6.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.24% |
| Expected Shortfall (cVaR) | -1.25% | -2.24% |
| Year | 11402260:BTCUSD | 11402260:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -9.80 | 0.18 | + |
| 2023 | 155.54 | 30.07 | 0.19 | - |
| 2024 | 121.00 | 35.86 | 0.30 | - |
| 2025 | 16.76 | 40.40 | 2.41 | + |
| Metric | 11402260:btcusd:triple_med_gx:lsma45_135 | 11402260:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 26.04% | 31.46% |
| 6M | 40.04% | 12.77% |
| YTD | 40.4% | 16.76% |
| 1Y | 50.42% | 56.84% |
| 3Y (ann.) | 28.95% | 55.31% |
| 5Y (ann.) | 27.15% | 38.19% |
| Metric | 11402260:btcusd:triple_med_gx:lsma45_135 | 11402260:BTCUSD |
|---|---|---|
| Max Drawdown | -31.51% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -3.4% | -6.97% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 3.93 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-26 | -31.51 | 380 |
| 2024-06-12 | 2024-11-06 | -21.44 | 146 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2023-07-14 | 2023-12-01 | -8.75 | 140 |
| 2024-12-05 | 2025-03-04 | -7.93 | 89 |
| 2023-04-26 | 2023-07-13 | -6.95 | 78 |
| 2025-03-06 | 2025-04-09 | -6.85 | 34 |
| 2024-04-08 | 2024-04-19 | -5.59 | 10 |
| 2024-04-23 | 2024-05-03 | -5.54 | 10 |
| Metric | 11402260:btcusd:triple_med_gx:lsma45_135 | 11402260:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.67% | 43.77% |
| Worst Month | -12.1% | -37.12% |
| Best Year | 40.4% | 155.54% |
| Worst Year | -9.8% | -55.14% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.3% | 5.63% |
| Avg. Down Week | -2.88% | -4.88% |
| Avg. Up Month | 5.92% | 13.33% |
| Avg. Down Month | -4.4% | -12.55% |
| Win Days % | 50.0% | 51.32% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 51.61% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |