| Metric | 11402962:btcusd:triple_med_gx:lsma45_140 | 11402962:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 71.56% | 161.99% |
| Max Drawdown | -20.93% | -67.18% |
| Sharpe | 0.39 | 0.41 |
| Sortino | 0.64 | 0.59 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 29.88 | 3.7 |
| Outlier Loss Ratio | 4.16 | 3.38 |
| Volatility (ann.) | 12.03% | 26.28% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.84 | 0.5 |
| Skew | 2.63 | 0.18 |
| Kurtosis | 55.44 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.38% |
| Expected Yearly % | 14.45% | 27.22% |
| Kelly Criterion | 2.37% | 9.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.23% |
| Expected Shortfall (cVaR) | -1.02% | -2.23% |
| Year | 11402962:BTCUSD | 11402962:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.35 | -0.07 | + |
| 2023 | 155.54 | 17.92 | 0.12 | - |
| 2024 | 121.00 | 23.49 | 0.19 | - |
| 2025 | 16.76 | 12.91 | 0.77 | - |
| Metric | 11402962:btcusd:triple_med_gx:lsma45_140 | 11402962:BTCUSD |
|---|---|---|
| MTD | 4.7% | 4.16% |
| 3M | 4.03% | 31.46% |
| 6M | 11.12% | 12.77% |
| YTD | 12.91% | 16.76% |
| 1Y | 2.16% | 56.84% |
| 3Y (ann.) | 16.74% | 55.31% |
| 5Y (ann.) | 17.5% | 33.33% |
| Metric | 11402962:btcusd:triple_med_gx:lsma45_140 | 11402962:BTCUSD |
|---|---|---|
| Max Drawdown | -20.93% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.97% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 3.42 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -20.93 | 306 |
| 2022-08-25 | 2023-04-10 | -17.15 | 228 |
| 2022-05-16 | 2022-08-08 | -16.70 | 84 |
| 2023-06-13 | 2024-02-26 | -10.78 | 258 |
| 2022-02-23 | 2022-02-28 | -9.16 | 5 |
| 2024-06-07 | 2024-08-08 | -8.70 | 61 |
| 2022-03-12 | 2022-04-20 | -6.58 | 39 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2023-04-26 | 2023-05-17 | -4.29 | 21 |
| 2024-03-22 | 2024-03-24 | -4.29 | 2 |
| Metric | 11402962:btcusd:triple_med_gx:lsma45_140 | 11402962:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.65% | 35.75% |
| Worst Week | -5.58% | -29.64% |
| Best Month | 11.62% | 43.77% |
| Worst Month | -7.9% | -37.12% |
| Best Year | 23.49% | 155.54% |
| Worst Year | 4.35% | -60.27% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.6% | 6.64% |
| Avg. Down Week | -2.4% | -4.36% |
| Avg. Up Month | 4.41% | 12.88% |
| Avg. Down Month | -3.77% | -9.43% |
| Win Days % | 46.33% | 51.27% |
| Win Month % | 65.0% | 60.98% |
| Win Week % | 46.08% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |