| Metric | 11406081:btcusd:triple_med_gx:lsma45_145 | 11406081:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 150.32% | 111.46% |
| Max Drawdown | -21.62% | -67.18% |
| Sharpe | 0.6 | 0.36 |
| Sortino | 0.97 | 0.52 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.52 | 1.03 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 22.94 | 3.93 |
| Outlier Loss Ratio | 4.28 | 3.75 |
| Volatility (ann.) | 13.77% | 26.61% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.57 | 0.4 |
| Skew | 2.21 | 0.16 |
| Kurtosis | 36.39 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.44% | 1.99% |
| Expected Yearly % | 25.78% | 20.59% |
| Kelly Criterion | 7.18% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.27% |
| Expected Shortfall (cVaR) | -1.16% | -2.27% |
| Year | 11406081:BTCUSD | 11406081:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.74 | 0.10 | + |
| 2023 | 155.54 | 40.15 | 0.26 | - |
| 2024 | 121.00 | 64.67 | 0.53 | - |
| 2025 | -5.74 | 15.07 | -2.62 | + |
| Metric | 11406081:btcusd:triple_med_gx:lsma45_145 | 11406081:BTCUSD |
|---|---|---|
| MTD | 5.43% | 4.38% |
| 3M | 10.64% | -10.75% |
| 6M | 28.74% | 38.92% |
| YTD | 15.07% | -5.74% |
| 1Y | 69.49% | 25.9% |
| 3Y (ann.) | 30.7% | 25.65% |
| 5Y (ann.) | 34.01% | 26.99% |
| Metric | 11406081:btcusd:triple_med_gx:lsma45_145 | 11406081:BTCUSD |
|---|---|---|
| Max Drawdown | -21.62% | -67.18% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -3.17% | -7.04% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 6.95 | 1.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-11 | 2023-03-13 | -21.62 | 367 |
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2023-04-14 | 2023-11-28 | -12.82 | 228 |
| 2024-01-02 | 2024-03-25 | -11.64 | 82 |
| 2025-03-03 | 2025-03-26 | -11.01 | 23 |
| 2025-02-04 | 2025-03-02 | -7.73 | 26 |
| 2024-11-07 | 2024-12-15 | -7.66 | 37 |
| 2024-04-23 | 2024-05-03 | -5.83 | 10 |
| 2024-12-26 | 2025-01-03 | -5.49 | 8 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| Metric | 11406081:btcusd:triple_med_gx:lsma45_145 | 11406081:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -11.12% | -29.64% |
| Best Month | 19.53% | 43.77% |
| Worst Month | -9.69% | -37.12% |
| Best Year | 64.67% | 155.54% |
| Worst Year | -5.74% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.33% | 6.87% |
| Avg. Down Week | -2.52% | -5.42% |
| Avg. Up Month | 6.36% | 12.17% |
| Avg. Down Month | -4.55% | -10.15% |
| Win Days % | 49.77% | 51.12% |
| Win Month % | 68.57% | 60.53% |
| Win Week % | 56.32% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |