| Metric | 11403238:btcusd:triple_med_gx:lsma45_140 | 11403238:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 24.96% | 185.19% |
| Max Drawdown | -33.4% | -67.18% |
| Sharpe | 0.2 | 0.42 |
| Sortino | 0.3 | 0.61 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.12 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 29.96 | 3.64 |
| Outlier Loss Ratio | 4.15 | 3.49 |
| Volatility (ann.) | 11.61% | 26.05% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.2 | 0.53 |
| Skew | 1.78 | 0.18 |
| Kurtosis | 43.7 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.53% |
| Expected Yearly % | 5.73% | 29.95% |
| Kelly Criterion | 0.02% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.21% |
| Expected Shortfall (cVaR) | -0.99% | -2.21% |
| Year | 11403238:BTCUSD | 11403238:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 14.68 | -0.24 | + |
| 2023 | 155.54 | 1.00 | 0.01 | - |
| 2024 | 121.00 | 11.64 | 0.10 | - |
| 2025 | 27.10 | -3.36 | -0.12 | - |
| Metric | 11403238:btcusd:triple_med_gx:lsma45_140 | 11403238:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.91% | 41.88% |
| 6M | -3.54% | 22.91% |
| YTD | -3.36% | 27.1% |
| 1Y | -9.57% | 82.29% |
| 3Y (ann.) | 1.11% | 77.48% |
| 5Y (ann.) | 6.68% | 35.54% |
| Metric | 11403238:btcusd:triple_med_gx:lsma45_140 | 11403238:BTCUSD |
|---|---|---|
| Max Drawdown | -33.4% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.76% |
| Avg. Drawdown Days | 40.0 | 35.0 |
| Recovery Factor | 0.75 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -33.40 | 404 |
| 2023-04-26 | 2024-03-28 | -24.81 | 337 |
| 2022-08-13 | 2023-03-13 | -12.65 | 211 |
| 2022-04-21 | 2022-07-30 | -11.57 | 100 |
| 2023-03-14 | 2023-04-26 | -5.21 | 42 |
| 2022-08-04 | 2022-08-11 | -5.00 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-03-29 | 2024-04-08 | -1.92 | 10 |
| Metric | 11403238:btcusd:triple_med_gx:lsma45_140 | 11403238:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 20.79% | 43.77% |
| Worst Month | -11.73% | -37.12% |
| Best Year | 14.68% | 155.54% |
| Worst Year | -3.36% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.1% | 6.37% |
| Avg. Down Week | -2.3% | -3.64% |
| Avg. Up Month | 5.2% | 12.87% |
| Avg. Down Month | -4.46% | -9.72% |
| Win Days % | 47.03% | 51.29% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 48.21% | 51.37% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 75.0% | 75.0% |