| Metric | 11403792:btcusd:triple_med_gx:lsma45_140 | 11403792:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 86.18% | 161.99% |
| Max Drawdown | -32.61% | -67.18% |
| Sharpe | 0.38 | 0.41 |
| Sortino | 0.58 | 0.59 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 22.69 | 4.0 |
| Outlier Loss Ratio | 3.8 | 3.89 |
| Volatility (ann.) | 15.43% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.63 | 0.5 |
| Skew | 1.4 | 0.18 |
| Kurtosis | 37.31 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.53% | 2.38% |
| Expected Yearly % | 16.81% | 27.22% |
| Kelly Criterion | 4.19% | 4.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.23% |
| Expected Shortfall (cVaR) | -1.31% | -2.23% |
| Year | 11403792:BTCUSD | 11403792:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -16.15 | 0.27 | + |
| 2023 | 155.54 | 42.48 | 0.27 | - |
| 2024 | 121.00 | 25.39 | 0.21 | - |
| 2025 | 16.76 | 24.28 | 1.45 | + |
| Metric | 11403792:btcusd:triple_med_gx:lsma45_140 | 11403792:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 11.63% | 31.46% |
| 6M | 17.41% | 12.77% |
| YTD | 24.28% | 16.76% |
| 1Y | 23.5% | 56.84% |
| 3Y (ann.) | 21.94% | 55.31% |
| 5Y (ann.) | 20.4% | 33.33% |
| Metric | 11403792:btcusd:triple_med_gx:lsma45_140 | 11403792:BTCUSD |
|---|---|---|
| Max Drawdown | -32.61% | -67.18% |
| Longest DD Days | 590.0 | 683.0 |
| Avg. Drawdown | -4.53% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 2.64 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-11-19 | -32.61 | 590 |
| 2024-06-05 | 2024-11-06 | -21.39 | 153 |
| 2024-01-02 | 2024-03-25 | -12.10 | 83 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-02 | -9.64 | 87 |
| 2024-04-04 | 2024-04-22 | -8.44 | 18 |
| 2025-05-23 | 2025-06-11 | -8.36 | 19 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11403792:btcusd:triple_med_gx:lsma45_140 | 11403792:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.69% | 43.77% |
| Worst Month | -14.44% | -37.12% |
| Best Year | 42.48% | 155.54% |
| Worst Year | -16.15% | -60.27% |
| Avg. Up Day | 1.01% | 1.01% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.53% | 6.52% |
| Avg. Down Week | -3.28% | -5.52% |
| Avg. Up Month | 5.44% | 11.44% |
| Avg. Down Month | -4.92% | -11.72% |
| Win Days % | 50.15% | 51.27% |
| Win Month % | 69.44% | 60.98% |
| Win Week % | 54.26% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |