| Metric | 11405862:btcusd:triple_med_gx:lsma70_145 | 11405862:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 120.73% | 104.54% |
| Max Drawdown | -29.23% | -67.18% |
| Sharpe | 0.51 | 0.35 |
| Sortino | 0.8 | 0.5 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.35 | 1.03 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 20.32 | 3.83 |
| Outlier Loss Ratio | 4.22 | 3.82 |
| Volatility (ann.) | 14.37% | 26.57% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.98 | 0.38 |
| Skew | 1.72 | 0.16 |
| Kurtosis | 30.08 | 6.25 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.05% | 1.85% |
| Expected Yearly % | 21.89% | 19.59% |
| Kelly Criterion | 5.63% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.26% |
| Expected Shortfall (cVaR) | -1.22% | -2.26% |
| Year | 11405862:BTCUSD | 11405862:btcusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -2.38 | 0.04 | + |
| 2023 | 155.54 | 75.48 | 0.49 | - |
| 2024 | 121.00 | 22.93 | 0.19 | - |
| 2025 | -8.83 | 4.81 | -0.55 | + |
| Metric | 11405862:btcusd:triple_med_gx:lsma70_145 | 11405862:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | 5.64% | -8.11% |
| 6M | 12.48% | 34.45% |
| YTD | 4.81% | -8.83% |
| 1Y | 21.2% | 19.39% |
| 3Y (ann.) | 21.82% | 23.16% |
| 5Y (ann.) | 28.57% | 25.5% |
| Metric | 11405862:btcusd:triple_med_gx:lsma70_145 | 11405862:BTCUSD |
|---|---|---|
| Max Drawdown | -29.23% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -4.07% | -7.04% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 4.13 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -29.23 | 377 |
| 2024-04-23 | 2024-08-08 | -17.50 | 107 |
| 2025-03-06 | 2025-04-01 | -15.46 | 26 |
| 2023-12-23 | 2024-03-25 | -13.40 | 93 |
| 2024-08-09 | 2024-09-13 | -9.50 | 35 |
| 2023-07-14 | 2023-11-15 | -8.87 | 124 |
| 2024-12-05 | 2025-02-03 | -7.93 | 60 |
| 2024-09-14 | 2024-10-14 | -7.29 | 30 |
| 2023-04-26 | 2023-05-14 | -5.79 | 17 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11405862:btcusd:triple_med_gx:lsma70_145 | 11405862:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -7.66% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -9.82% | -37.12% |
| Best Year | 75.48% | 155.54% |
| Worst Year | -2.38% | -60.27% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.49% | 6.65% |
| Avg. Down Week | -2.53% | -4.46% |
| Avg. Up Month | 7.39% | 11.95% |
| Avg. Down Month | -4.24% | -11.6% |
| Win Days % | 50.25% | 51.12% |
| Win Month % | 61.76% | 58.97% |
| Win Week % | 50.56% | 49.4% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 50.0% |