| Metric | 11404128:btcusd:triple_med_gx:lsma45_140 | 11404128:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 275.49% | 185.19% |
| Max Drawdown | -34.62% | -67.18% |
| Sharpe | 0.75 | 0.42 |
| Sortino | 1.23 | 0.61 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.67 | 1.07 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 22.14 | 3.96 |
| Outlier Loss Ratio | 4.15 | 3.78 |
| Volatility (ann.) | 14.02% | 26.05% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.35 | 0.53 |
| Skew | 2.11 | 0.18 |
| Kurtosis | 36.9 | 6.49 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.2% | 2.53% |
| Expected Yearly % | 39.2% | 29.95% |
| Kelly Criterion | 9.59% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.21% |
| Expected Shortfall (cVaR) | -1.18% | -2.21% |
| Year | 11404128:BTCUSD | 11404128:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -7.83 | 0.13 | + |
| 2023 | 155.54 | 57.09 | 0.37 | - |
| 2024 | 121.00 | 88.80 | 0.73 | - |
| 2025 | 27.10 | 37.36 | 1.38 | + |
| Metric | 11404128:btcusd:triple_med_gx:lsma45_140 | 11404128:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.08% | 41.88% |
| 6M | 24.95% | 22.91% |
| YTD | 37.36% | 27.1% |
| 1Y | 88.96% | 82.29% |
| 3Y (ann.) | 50.71% | 77.48% |
| 5Y (ann.) | 46.8% | 35.54% |
| Metric | 11404128:btcusd:triple_med_gx:lsma45_140 | 11404128:BTCUSD |
|---|---|---|
| Max Drawdown | -34.62% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -2.94% | -6.76% |
| Avg. Drawdown Days | 15.0 | 35.0 |
| Recovery Factor | 7.96 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-11 | -34.62 | 330 |
| 2024-06-10 | 2024-08-08 | -14.45 | 59 |
| 2022-03-11 | 2022-05-13 | -10.71 | 62 |
| 2024-01-17 | 2024-03-24 | -10.02 | 67 |
| 2023-07-14 | 2023-11-15 | -8.72 | 124 |
| 2025-01-31 | 2025-02-28 | -8.10 | 27 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-13 | -7.71 | 23 |
| 2025-03-06 | 2025-04-11 | -7.32 | 36 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| Metric | 11404128:btcusd:triple_med_gx:lsma45_140 | 11404128:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 25.75% | 43.77% |
| Worst Month | -11.24% | -37.12% |
| Best Year | 88.8% | 155.54% |
| Worst Year | -7.83% | -60.27% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.57% | 5.78% |
| Avg. Down Week | -2.68% | -4.88% |
| Avg. Up Month | 6.94% | 12.16% |
| Avg. Down Month | -4.89% | -11.51% |
| Win Days % | 51.39% | 51.29% |
| Win Month % | 71.79% | 61.9% |
| Win Week % | 55.88% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |