| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 164.61% | 118.97% |
| Max Drawdown | -18.97% | -62.74% |
| Sharpe | 4.23 | 2.18 |
| Sortino | 9.46 | 3.68 |
| Payoff Ratio | 3.38 | 0.89 |
| Profit Factor | 2.29 | 1.42 |
| Common Sense Ratio | 3.91 | 2.18 |
| CPC Index | 2.45 | 0.71 |
| Tail Ratio | 1.71 | 1.54 |
| Outlier Win Ratio | 4.92 | 3.76 |
| Outlier Loss Ratio | 15.86 | 2.76 |
| Volatility (ann.) | 74.14% | 172.78% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.98 | 0.47 |
| Skew | 1.39 | 0.65 |
| Kurtosis | 4.05 | 4.1 |
| Expected Daily % | 0.79% | 0.63% |
| Expected Monthly % | 2.66% | 2.14% |
| Expected Yearly % | 27.54% | 21.65% |
| Kelly Criterion | 11.49% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.52% | -13.85% |
| Expected Shortfall (cVaR) | -5.52% | -13.85% |
| Year | 11440605:BTCUSD | 11440605:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.25 | -4.77 | 0.08 | + |
| 2023 | 158.70 | 32.61 | 0.21 | - |
| 2024 | 117.82 | 90.60 | 0.77 | - |
| 2025 | -11.17 | 9.94 | -0.89 | + |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| MTD | 4.39% | -2.71% |
| 3M | 12.87% | -17.83% |
| 6M | 51.48% | 55.61% |
| YTD | 9.94% | -11.17% |
| 1Y | 89.65% | 33.89% |
| 3Y (ann.) | 34.43% | 31.46% |
| 5Y (ann.) | 37.55% | 29.28% |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Max Drawdown | -18.97% | -62.74% |
| Longest DD Days | 369.0 | 717.0 |
| Avg. Drawdown | -3.04% | -26.42% |
| Avg. Drawdown Days | 52.0 | 201.0 |
| Recovery Factor | 8.68 | 1.9 |
| Ulcer Index | 0.98 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-11 | 2023-03-15 | -18.97 | 369 |
| 2023-04-21 | 2024-02-27 | -16.10 | 312 |
| 2024-06-11 | 2024-08-14 | -6.52 | 63 |
| 2025-02-02 | 2025-03-15 | -4.52 | 40 |
| 2024-05-01 | 2024-06-07 | -3.49 | 37 |
| 2024-02-28 | 2024-02-29 | -0.18 | 0 |
| 2024-03-23 | 2024-03-29 | -0.18 | 6 |
| 2024-04-03 | 2024-04-09 | -0.18 | 5 |
| 2024-09-07 | 2024-09-13 | -0.18 | 6 |
| 2024-11-05 | 2024-11-08 | -0.18 | 2 |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Best Day | 17.83% | 35.84% |
| Worst Day | -8.22% | -30.48% |
| Best Week | 17.61% | 46.38% |
| Worst Week | -8.38% | -30.48% |
| Best Month | 18.89% | 46.38% |
| Worst Month | -8.44% | -29.96% |
| Best Year | 90.6% | 158.7% |
| Worst Year | -4.77% | -56.25% |
| Avg. Up Day | 4.85% | 5.04% |
| Avg. Down Day | -1.44% | -5.66% |
| Avg. Up Week | 5.96% | 7.89% |
| Avg. Down Week | -2.03% | -7.65% |
| Avg. Up Month | 6.9% | 16.33% |
| Avg. Down Month | -4.97% | -14.09% |
| Win Days % | 31.71% | 56.1% |
| Win Month % | 61.11% | 58.33% |
| Win Week % | 41.77% | 54.43% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 75.0% | 50.0% |