| Metric | 11403071:btcusd:triple_med_gx:lsma45_140 | 11403071:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 39.25% | 185.19% |
| Max Drawdown | -28.25% | -67.18% |
| Sharpe | 0.27 | 0.42 |
| Sortino | 0.43 | 0.61 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 32.77 | 3.65 |
| Outlier Loss Ratio | 4.21 | 3.42 |
| Volatility (ann.) | 11.16% | 26.05% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.36 | 0.53 |
| Skew | 2.48 | 0.18 |
| Kurtosis | 54.15 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.53% |
| Expected Yearly % | 8.63% | 29.95% |
| Kelly Criterion | 0.21% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.21% |
| Expected Shortfall (cVaR) | -0.95% | -2.21% |
| Year | 11403071:BTCUSD | 11403071:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 32.64 | -0.54 | + |
| 2023 | 155.54 | 3.93 | 0.03 | - |
| 2024 | 121.00 | 4.36 | 0.04 | - |
| 2025 | 27.10 | -3.21 | -0.12 | - |
| Metric | 11403071:btcusd:triple_med_gx:lsma45_140 | 11403071:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.8% | 41.88% |
| 6M | -6.0% | 22.91% |
| YTD | -3.21% | 27.1% |
| 1Y | -17.13% | 82.29% |
| 3Y (ann.) | 1.35% | 77.48% |
| 5Y (ann.) | 10.08% | 35.54% |
| Metric | 11403071:btcusd:triple_med_gx:lsma45_140 | 11403071:BTCUSD |
|---|---|---|
| Max Drawdown | -28.25% | -67.18% |
| Longest DD Days | 406.0 | 683.0 |
| Avg. Drawdown | -3.77% | -6.76% |
| Avg. Drawdown Days | 30.0 | 35.0 |
| Recovery Factor | 1.39 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -28.25 | 406 |
| 2023-05-15 | 2024-02-27 | -16.46 | 287 |
| 2022-08-11 | 2023-02-16 | -16.46 | 188 |
| 2023-03-01 | 2023-04-25 | -14.04 | 55 |
| 2022-05-16 | 2022-06-19 | -5.93 | 34 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-26 | 2023-05-15 | -4.29 | 18 |
| Metric | 11403071:btcusd:triple_med_gx:lsma45_140 | 11403071:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 13.37% | 35.75% |
| Worst Week | -9.1% | -29.64% |
| Best Month | 13.37% | 43.77% |
| Worst Month | -8.44% | -37.12% |
| Best Year | 32.64% | 155.54% |
| Worst Year | -3.21% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.41% | 7.58% |
| Avg. Down Week | -2.68% | -3.25% |
| Avg. Up Month | 4.34% | 10.81% |
| Avg. Down Month | -3.83% | -8.34% |
| Win Days % | 46.43% | 51.29% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 45.71% | 51.37% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |