| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 234.34% | 150.77% |
| Max Drawdown | -29.03% | -67.18% |
| Sharpe | 0.63 | 0.36 |
| Sortino | 1.0 | 0.52 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.55 | 1.04 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 20.95 | 3.86 |
| Outlier Loss Ratio | 4.21 | 3.79 |
| Volatility (ann.) | 13.9% | 25.55% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.27 | 0.4 |
| Skew | 1.84 | 0.17 |
| Kurtosis | 36.44 | 6.61 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.6% | 1.98% |
| Expected Yearly % | 35.22% | 25.84% |
| Kelly Criterion | 6.83% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.17% |
| Expected Shortfall (cVaR) | -1.17% | -2.17% |
| Year | 11402484:BTCUSD | 11402484:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -1.63 | 0.03 | + |
| 2023 | 155.54 | 40.23 | 0.26 | - |
| 2024 | 121.00 | 85.94 | 0.71 | - |
| 2025 | -1.03 | 30.34 | -29.59 | + |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -4.25% | -17.17% |
| 6M | 0.48% | -16.23% |
| YTD | 30.34% | -1.03% |
| 1Y | 34.31% | -5.06% |
| 3Y (ann.) | 49.45% | 75.28% |
| 5Y (ann.) | 36.8% | 26.96% |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Max Drawdown | -29.03% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -2.94% | -7.61% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 8.07 | 2.24 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -29.03 | 302 |
| 2025-10-26 | 2025-12-10 | -21.59 | 45 |
| 2024-06-05 | 2024-09-09 | -13.83 | 96 |
| 2023-04-13 | 2024-01-01 | -11.71 | 263 |
| 2022-04-21 | 2022-05-13 | -11.66 | 21 |
| 2024-01-02 | 2024-03-23 | -11.37 | 81 |
| 2025-02-01 | 2025-03-02 | -8.16 | 29 |
| 2025-04-02 | 2025-06-01 | -8.16 | 59 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-03-02 | 2022-04-21 | -7.84 | 50 |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -12.5% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -16.01% | -37.12% |
| Best Year | 85.94% | 155.54% |
| Worst Year | -1.63% | -55.14% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.13% | 5.8% |
| Avg. Down Week | -2.64% | -5.28% |
| Avg. Up Month | 7.51% | 14.21% |
| Avg. Down Month | -5.38% | -13.01% |
| Win Days % | 50.58% | 51.43% |
| Win Month % | 62.22% | 59.57% |
| Win Week % | 56.78% | 50.24% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |