| Metric | 11405859:btcusd:triple_med_gx:lsma55_145 | 11405859:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 210.83% | 185.15% |
| Max Drawdown | -33.73% | -67.18% |
| Sharpe | 0.67 | 0.42 |
| Sortino | 1.09 | 0.61 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 21.95 | 3.84 |
| Outlier Loss Ratio | 4.23 | 3.78 |
| Volatility (ann.) | 13.58% | 26.06% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.16 | 0.53 |
| Skew | 2.1 | 0.18 |
| Kurtosis | 34.22 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.74% | 2.53% |
| Expected Yearly % | 32.78% | 29.95% |
| Kelly Criterion | 8.38% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.21% |
| Expected Shortfall (cVaR) | -1.14% | -2.21% |
| Year | 11405859:BTCUSD | 11405859:btcusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.61 | 0.03 | + |
| 2023 | 155.54 | 57.14 | 0.37 | - |
| 2024 | 121.00 | 55.60 | 0.46 | - |
| 2025 | 27.10 | 29.20 | 1.08 | + |
| Metric | 11405859:btcusd:triple_med_gx:lsma55_145 | 11405859:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.65% | 41.88% |
| 6M | 23.18% | 22.91% |
| YTD | 29.2% | 27.1% |
| 1Y | 65.48% | 82.29% |
| 3Y (ann.) | 34.86% | 77.48% |
| 5Y (ann.) | 39.0% | 35.56% |
| Metric | 11405859:btcusd:triple_med_gx:lsma55_145 | 11405859:BTCUSD |
|---|---|---|
| Max Drawdown | -33.73% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.94% |
| Avg. Drawdown Days | 20.0 | 36.0 |
| Recovery Factor | 6.25 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-11 | -33.73 | 330 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2022-03-02 | 2022-05-13 | -11.36 | 72 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2023-04-26 | 2023-10-16 | -8.63 | 172 |
| 2024-12-05 | 2025-02-03 | -7.93 | 60 |
| 2025-03-06 | 2025-05-21 | -7.68 | 75 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11405859:btcusd:triple_med_gx:lsma55_145 | 11405859:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -10.4% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -13.42% | -37.12% |
| Best Year | 57.14% | 155.54% |
| Worst Year | -1.61% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.16% | 5.74% |
| Avg. Down Week | -2.66% | -4.93% |
| Avg. Up Month | 6.95% | 10.86% |
| Avg. Down Month | -6.02% | -13.32% |
| Win Days % | 50.57% | 51.3% |
| Win Month % | 75.68% | 61.9% |
| Win Week % | 55.91% | 51.37% |
| Win Quarter % | 85.71% | 60.0% |
| Win Year % | 75.0% | 75.0% |