| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 151.84% | 114.85% |
| Max Drawdown | -23.9% | -64.49% |
| Sharpe | 4.56 | 2.48 |
| Sortino | 9.99 | 4.66 |
| Payoff Ratio | 4.19 | 0.92 |
| Profit Factor | 2.6 | 1.48 |
| Common Sense Ratio | 6.32 | 2.36 |
| CPC Index | 3.41 | 0.71 |
| Tail Ratio | 2.43 | 1.59 |
| Outlier Win Ratio | 5.26 | 3.36 |
| Outlier Loss Ratio | 15.88 | 2.49 |
| Volatility (ann.) | 98.44% | 243.34% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.48 | 0.44 |
| Skew | 1.41 | 1.27 |
| Kurtosis | 6.66 | 4.12 |
| Expected Daily % | 1.11% | 0.91% |
| Expected Monthly % | 2.75% | 2.27% |
| Expected Yearly % | 25.97% | 21.07% |
| Kelly Criterion | 14.94% | -0.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.24% | -19.3% |
| Expected Shortfall (cVaR) | -7.24% | -19.3% |
| Year | 11405969:BTCUSD | 11405969:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.09 | -11.88 | 0.21 | + |
| 2023 | 159.90 | 45.58 | 0.29 | - |
| 2024 | 115.81 | 57.24 | 0.49 | - |
| 2025 | -12.77 | 24.85 | -1.95 | + |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| MTD | 17.05% | 3.18% |
| 3M | 33.04% | -14.39% |
| 6M | 39.17% | 38.24% |
| YTD | 24.85% | -12.77% |
| 1Y | 98.86% | 95.09% |
| 3Y (ann.) | 31.6% | 28.93% |
| 5Y (ann.) | 35.3% | 28.45% |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Max Drawdown | -23.9% | -64.49% |
| Longest DD Days | 368.0 | 742.0 |
| Avg. Drawdown | -3.32% | -29.67% |
| Avg. Drawdown Days | 58.0 | 265.0 |
| Recovery Factor | 6.35 | 1.78 |
| Ulcer Index | 0.98 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-11 | 2023-03-14 | -23.90 | 368 |
| 2023-04-20 | 2023-12-02 | -9.61 | 225 |
| 2024-06-11 | 2024-09-13 | -7.76 | 94 |
| 2025-02-01 | 2025-03-03 | -4.38 | 29 |
| 2023-12-23 | 2024-03-29 | -1.64 | 96 |
| 2024-12-21 | 2025-01-04 | -0.93 | 14 |
| 2025-03-11 | 2025-03-16 | -0.18 | 4 |
| 2024-04-19 | 2024-04-23 | -0.18 | 4 |
| 2024-04-30 | 2024-05-05 | -0.18 | 5 |
| 2024-06-03 | 2024-06-06 | -0.18 | 3 |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Best Day | 25.1% | 51.08% |
| Worst Day | -15.41% | -27.17% |
| Best Week | 25.1% | 51.08% |
| Worst Week | -15.41% | -27.17% |
| Best Month | 24.87% | 66.1% |
| Worst Month | -15.41% | -29.65% |
| Best Year | 57.24% | 159.9% |
| Worst Year | -11.88% | -56.09% |
| Avg. Up Day | 6.46% | 6.65% |
| Avg. Down Day | -1.54% | -7.23% |
| Avg. Up Week | 6.66% | 7.39% |
| Avg. Down Week | -1.71% | -7.78% |
| Avg. Up Month | 7.71% | 15.23% |
| Avg. Down Month | -5.08% | -15.65% |
| Win Days % | 31.33% | 51.81% |
| Win Month % | 60.61% | 60.61% |
| Win Week % | 35.62% | 52.05% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |