| Metric | 11405871:btcusd:triple_med_gx:lsma110_145 | 11405871:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 203.69% | 185.15% |
| Max Drawdown | -35.57% | -67.18% |
| Sharpe | 0.6 | 0.42 |
| Sortino | 0.93 | 0.61 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 16.41 | 4.06 |
| Outlier Loss Ratio | 4.35 | 3.92 |
| Volatility (ann.) | 15.49% | 26.06% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.07 | 0.53 |
| Skew | 1.31 | 0.18 |
| Kurtosis | 22.19 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.68% | 2.53% |
| Expected Yearly % | 32.01% | 29.95% |
| Kelly Criterion | 6.08% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.21% |
| Expected Shortfall (cVaR) | -1.31% | -2.21% |
| Year | 11405871:BTCUSD | 11405871:btcusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -12.99 | 0.22 | + |
| 2023 | 155.54 | 82.00 | 0.53 | - |
| 2024 | 121.00 | 74.16 | 0.61 | - |
| 2025 | 27.10 | 10.11 | 0.37 | - |
| Metric | 11405871:btcusd:triple_med_gx:lsma110_145 | 11405871:BTCUSD |
|---|---|---|
| MTD | -0.22% | 10.71% |
| 3M | 5.4% | 41.88% |
| 6M | 9.15% | 22.91% |
| YTD | 10.11% | 27.1% |
| 1Y | 71.52% | 82.29% |
| 3Y (ann.) | 45.32% | 77.48% |
| 5Y (ann.) | 38.07% | 35.56% |
| Metric | 11405871:btcusd:triple_med_gx:lsma110_145 | 11405871:BTCUSD |
|---|---|---|
| Max Drawdown | -35.57% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -3.98% | -6.94% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 5.73 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -35.57 | 404 |
| 2025-03-06 | 2025-05-31 | -15.46 | 86 |
| 2024-06-10 | 2024-08-08 | -14.40 | 59 |
| 2023-04-26 | 2023-06-21 | -12.66 | 55 |
| 2023-07-14 | 2023-12-04 | -12.59 | 143 |
| 2025-01-07 | 2025-03-06 | -11.59 | 58 |
| 2024-12-17 | 2025-01-06 | -9.46 | 20 |
| 2024-01-02 | 2024-01-29 | -9.36 | 27 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11405871:btcusd:triple_med_gx:lsma110_145 | 11405871:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 29.78% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 31.05% | 43.77% |
| Worst Month | -10.02% | -37.12% |
| Best Year | 82.0% | 155.54% |
| Worst Year | -12.99% | -60.27% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.84% | 6.48% |
| Avg. Down Week | -2.44% | -4.44% |
| Avg. Up Month | 8.58% | 14.37% |
| Avg. Down Month | -4.5% | -11.98% |
| Win Days % | 50.94% | 51.3% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 45.76% | 51.37% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |