| Metric | 11404015:btcusd:triple_med_gx:lsma45_140 | 11404015:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 100.58% | 161.99% |
| Max Drawdown | -35.28% | -67.18% |
| Sharpe | 0.43 | 0.41 |
| Sortino | 0.67 | 0.59 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 22.04 | 3.89 |
| Outlier Loss Ratio | 4.03 | 3.81 |
| Volatility (ann.) | 14.66% | 26.28% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.66 | 0.5 |
| Skew | 1.71 | 0.18 |
| Kurtosis | 36.23 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.71% | 2.38% |
| Expected Yearly % | 19.01% | 27.22% |
| Kelly Criterion | 4.85% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.23% |
| Expected Shortfall (cVaR) | -1.24% | -2.23% |
| Year | 11404015:BTCUSD | 11404015:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -19.25 | 0.32 | + |
| 2023 | 155.54 | 29.54 | 0.19 | - |
| 2024 | 121.00 | 47.53 | 0.39 | - |
| 2025 | 16.76 | 29.97 | 1.79 | + |
| Metric | 11404015:btcusd:triple_med_gx:lsma45_140 | 11404015:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 16.37% | 31.46% |
| 6M | 32.66% | 12.77% |
| YTD | 29.97% | 16.76% |
| 1Y | 47.96% | 56.84% |
| 3Y (ann.) | 23.59% | 55.31% |
| 5Y (ann.) | 23.11% | 33.33% |
| Metric | 11404015:btcusd:triple_med_gx:lsma45_140 | 11404015:BTCUSD |
|---|---|---|
| Max Drawdown | -35.28% | -67.18% |
| Longest DD Days | 610.0 | 683.0 |
| Avg. Drawdown | -4.16% | -6.97% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 2.85 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-16 | -35.28 | 610 |
| 2024-06-12 | 2024-08-08 | -14.80 | 57 |
| 2022-04-10 | 2022-05-15 | -12.78 | 35 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-08-09 | 2024-11-06 | -10.77 | 89 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2025-03-03 | 2025-03-06 | -9.29 | 3 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-02-07 | -6.93 | 43 |
| 2025-03-06 | 2025-04-12 | -6.85 | 37 |
| Metric | 11404015:btcusd:triple_med_gx:lsma45_140 | 11404015:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 15.22% | 43.77% |
| Worst Month | -11.49% | -37.12% |
| Best Year | 47.53% | 155.54% |
| Worst Year | -19.25% | -60.27% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 4.16% | 5.93% |
| Avg. Down Week | -3.0% | -5.25% |
| Avg. Up Month | 5.61% | 12.94% |
| Avg. Down Month | -4.98% | -13.73% |
| Win Days % | 49.45% | 51.27% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 52.75% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |