| Metric | 11404239:btcusd:triple_med_gx:lsma45_140 | 11404239:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 155.61% | 161.99% |
| Max Drawdown | -30.85% | -67.18% |
| Sharpe | 0.57 | 0.41 |
| Sortino | 0.92 | 0.59 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 22.44 | 3.93 |
| Outlier Loss Ratio | 4.2 | 3.77 |
| Volatility (ann.) | 14.08% | 26.28% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.05 | 0.5 |
| Skew | 2.26 | 0.18 |
| Kurtosis | 36.62 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.32% | 2.38% |
| Expected Yearly % | 26.44% | 27.22% |
| Kelly Criterion | 6.42% | 8.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.23% |
| Expected Shortfall (cVaR) | -1.19% | -2.23% |
| Year | 11404239:BTCUSD | 11404239:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -7.91 | 0.13 | + |
| 2023 | 155.54 | 33.53 | 0.22 | - |
| 2024 | 121.00 | 72.55 | 0.60 | - |
| 2025 | 16.76 | 20.47 | 1.22 | + |
| Metric | 11404239:btcusd:triple_med_gx:lsma45_140 | 11404239:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 10.27% | 31.46% |
| 6M | 29.86% | 12.77% |
| YTD | 20.47% | 16.76% |
| 1Y | 62.19% | 56.84% |
| 3Y (ann.) | 27.45% | 55.31% |
| 5Y (ann.) | 32.36% | 33.33% |
| Metric | 11404239:btcusd:triple_med_gx:lsma45_140 | 11404239:BTCUSD |
|---|---|---|
| Max Drawdown | -30.85% | -67.18% |
| Longest DD Days | 346.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 5.04 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -30.85 | 302 |
| 2024-04-23 | 2024-09-12 | -16.20 | 142 |
| 2023-04-13 | 2024-03-24 | -14.55 | 346 |
| 2025-03-03 | 2025-06-09 | -10.37 | 98 |
| 2022-03-02 | 2022-05-13 | -9.44 | 72 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-04 | 2025-03-02 | -7.05 | 26 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2024-12-21 | 2025-01-02 | -5.63 | 12 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11404239:btcusd:triple_med_gx:lsma45_140 | 11404239:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -11.49% | -29.64% |
| Best Month | 22.26% | 43.77% |
| Worst Month | -16.64% | -37.12% |
| Best Year | 72.55% | 155.54% |
| Worst Year | -7.91% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 4.66% | 7.29% |
| Avg. Down Week | -2.66% | -5.1% |
| Avg. Up Month | 7.51% | 14.78% |
| Avg. Down Month | -5.61% | -12.6% |
| Win Days % | 49.89% | 51.27% |
| Win Month % | 58.97% | 60.98% |
| Win Week % | 51.58% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |