| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 260.63% | 137.18% |
| Max Drawdown | -15.2% | -63.43% |
| Sharpe | 5.52 | 2.6 |
| Sortino | 14.12 | 4.77 |
| Payoff Ratio | 4.12 | 0.75 |
| Profit Factor | 3.55 | 1.52 |
| Common Sense Ratio | 10.0 | 2.67 |
| CPC Index | 5.38 | 0.68 |
| Tail Ratio | 2.82 | 1.76 |
| Outlier Win Ratio | 5.99 | 4.23 |
| Outlier Loss Ratio | 18.18 | 2.18 |
| Volatility (ann.) | 106.55% | 243.75% |
| R^2 | 0.19 | 0.19 |
| Calmar | 3.43 | 0.52 |
| Skew | 2.2 | 1.13 |
| Kurtosis | 10.57 | 3.86 |
| Expected Daily % | 1.47% | 0.99% |
| Expected Monthly % | 3.84% | 2.57% |
| Expected Yearly % | 37.8% | 24.1% |
| Kelly Criterion | 21.45% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.56% | -19.25% |
| Expected Shortfall (cVaR) | -7.56% | -19.25% |
| Year | 11405913:BTCUSD | 11405913:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.21 | 9.62 | -0.18 | + |
| 2023 | 165.27 | 54.54 | 0.33 | - |
| 2024 | 118.41 | 78.72 | 0.66 | - |
| 2025 | -12.50 | 19.12 | -1.53 | + |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| MTD | 12.06% | 5.32% |
| 3M | 29.47% | -12.27% |
| 6M | 44.69% | 50.23% |
| YTD | 19.12% | -12.5% |
| 1Y | 110.45% | 99.67% |
| 3Y (ann.) | 43.32% | 29.88% |
| 5Y (ann.) | 52.18% | 32.67% |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Max Drawdown | -15.2% | -63.43% |
| Longest DD Days | 208.0 | 663.0 |
| Avg. Drawdown | -2.14% | -24.66% |
| Avg. Drawdown Days | 32.0 | 209.0 |
| Recovery Factor | 17.14 | 2.16 |
| Ulcer Index | 0.96 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-18 | 2023-03-14 | -15.20 | 208 |
| 2024-06-05 | 2024-08-13 | -10.33 | 69 |
| 2023-05-10 | 2023-12-02 | -8.45 | 205 |
| 2022-06-14 | 2022-08-13 | -5.17 | 60 |
| 2025-02-01 | 2025-03-02 | -3.53 | 28 |
| 2023-04-20 | 2023-04-30 | -1.78 | 9 |
| 2024-01-15 | 2024-03-28 | -1.46 | 73 |
| 2024-12-21 | 2025-01-04 | -0.57 | 13 |
| 2022-03-11 | 2022-03-12 | -0.18 | 1 |
| 2023-04-08 | 2023-04-12 | -0.18 | 4 |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Best Day | 29.85% | 50.93% |
| Worst Day | -14.9% | -31.85% |
| Best Week | 29.85% | 50.93% |
| Worst Week | -14.9% | -31.85% |
| Best Month | 29.62% | 68.07% |
| Worst Month | -14.9% | -30.62% |
| Best Year | 78.72% | 165.27% |
| Worst Year | 9.62% | -53.21% |
| Avg. Up Day | 6.17% | 6.36% |
| Avg. Down Day | -1.5% | -8.44% |
| Avg. Up Week | 6.66% | 7.34% |
| Avg. Down Week | -1.85% | -9.69% |
| Avg. Up Month | 8.89% | 16.02% |
| Avg. Down Month | -6.25% | -17.36% |
| Win Days % | 36.78% | 59.77% |
| Win Month % | 69.7% | 60.61% |
| Win Week % | 43.06% | 58.33% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 100.0% | 50.0% |