| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 163.45% | 119.98% |
| Max Drawdown | -23.04% | -64.49% |
| Sharpe | 4.74 | 2.52 |
| Sortino | 10.26 | 4.77 |
| Payoff Ratio | 3.79 | 0.87 |
| Profit Factor | 2.61 | 1.49 |
| Common Sense Ratio | 4.64 | 2.38 |
| CPC Index | 3.33 | 0.68 |
| Tail Ratio | 1.78 | 1.6 |
| Outlier Win Ratio | 5.42 | 3.42 |
| Outlier Loss Ratio | 13.75 | 2.26 |
| Volatility (ann.) | 99.07% | 242.59% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.62 | 0.46 |
| Skew | 1.35 | 1.32 |
| Kurtosis | 6.36 | 4.18 |
| Expected Daily % | 1.16% | 0.94% |
| Expected Monthly % | 2.89% | 2.35% |
| Expected Yearly % | 27.4% | 21.79% |
| Kelly Criterion | 16.24% | -1.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.24% | -19.21% |
| Expected Shortfall (cVaR) | -7.24% | -19.21% |
| Year | 11405966:BTCUSD | 11405966:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.09 | -10.60 | 0.19 | + |
| 2023 | 159.90 | 41.45 | 0.26 | - |
| 2024 | 115.81 | 58.50 | 0.51 | - |
| 2025 | -10.69 | 31.43 | -2.94 | + |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| MTD | 24.01% | 5.65% |
| 3M | 41.7% | -12.34% |
| 6M | 48.22% | 45.61% |
| YTD | 31.43% | -10.69% |
| 1Y | 104.81% | 100.29% |
| 3Y (ann.) | 32.74% | 30.0% |
| 5Y (ann.) | 37.32% | 29.44% |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Max Drawdown | -23.04% | -64.49% |
| Longest DD Days | 369.0 | 664.0 |
| Avg. Drawdown | -3.2% | -25.5% |
| Avg. Drawdown Days | 54.0 | 210.0 |
| Recovery Factor | 7.1 | 1.86 |
| Ulcer Index | 0.98 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2023-03-14 | -23.04 | 369 |
| 2023-04-20 | 2023-12-02 | -12.10 | 226 |
| 2024-06-11 | 2024-09-13 | -7.92 | 94 |
| 2025-02-01 | 2025-03-03 | -4.38 | 29 |
| 2024-01-15 | 2024-03-28 | -1.46 | 73 |
| 2024-12-20 | 2025-01-04 | -0.46 | 14 |
| 2023-04-08 | 2023-04-12 | -0.18 | 4 |
| 2024-10-08 | 2024-10-15 | -0.18 | 6 |
| 2024-12-04 | 2024-12-15 | -0.18 | 11 |
| 2025-03-10 | 2025-03-16 | -0.18 | 5 |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Best Day | 25.1% | 51.48% |
| Worst Day | -15.35% | -26.6% |
| Best Week | 25.1% | 51.48% |
| Worst Week | -15.35% | -26.6% |
| Best Month | 24.87% | 68.07% |
| Worst Month | -15.35% | -30.02% |
| Best Year | 58.5% | 159.9% |
| Worst Year | -10.6% | -56.09% |
| Avg. Up Day | 6.26% | 6.45% |
| Avg. Down Day | -1.65% | -7.43% |
| Avg. Up Week | 6.56% | 7.07% |
| Avg. Down Week | -1.79% | -7.91% |
| Avg. Up Month | 8.24% | 15.58% |
| Avg. Down Month | -5.69% | -17.11% |
| Win Days % | 33.73% | 53.01% |
| Win Month % | 63.64% | 60.61% |
| Win Week % | 36.99% | 53.42% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |