| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 165.93% | 122.08% |
| Max Drawdown | -24.6% | -67.18% |
| Sharpe | 0.53 | 0.33 |
| Sortino | 0.83 | 0.48 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.43 | 1.03 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.22 | 0.97 |
| Outlier Win Ratio | 21.25 | 3.93 |
| Outlier Loss Ratio | 4.16 | 3.82 |
| Volatility (ann.) | 13.85% | 25.49% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.18 | 0.34 |
| Skew | 1.78 | 0.15 |
| Kurtosis | 33.79 | 6.57 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.1% | 1.71% |
| Expected Yearly % | 27.7% | 22.08% |
| Kelly Criterion | 5.6% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.17% |
| Expected Shortfall (cVaR) | -1.17% | -2.17% |
| Year | 11440605:BTCUSD | 11440605:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.67 | 0.11 | + |
| 2023 | 155.54 | 30.99 | 0.20 | - |
| 2024 | 121.00 | 93.39 | 0.77 | - |
| 2025 | -1.03 | 12.49 | -12.18 | + |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -7.96% | -17.17% |
| 6M | -7.52% | -16.23% |
| YTD | 12.49% | -1.03% |
| 1Y | 19.75% | -5.06% |
| 3Y (ann.) | 40.52% | 75.28% |
| 5Y (ann.) | 28.95% | 23.05% |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Max Drawdown | -24.6% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -3.62% | -7.61% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 6.75 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -24.60 | 301 |
| 2025-10-14 | 2025-12-10 | -20.27 | 57 |
| 2023-04-21 | 2024-01-02 | -16.27 | 255 |
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2022-03-11 | 2022-05-15 | -12.81 | 65 |
| 2024-01-02 | 2024-02-27 | -11.36 | 55 |
| 2025-03-03 | 2025-05-22 | -11.01 | 80 |
| 2025-02-04 | 2025-03-02 | -9.22 | 26 |
| 2024-11-07 | 2024-12-15 | -8.58 | 38 |
| 2025-08-24 | 2025-10-12 | -6.77 | 49 |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 17.61% | 35.75% |
| Worst Week | -10.9% | -29.64% |
| Best Month | 20.19% | 43.77% |
| Worst Month | -9.93% | -37.12% |
| Best Year | 93.39% | 155.54% |
| Worst Year | -6.67% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.64% | 6.54% |
| Avg. Down Week | -2.71% | -5.3% |
| Avg. Up Month | 6.81% | 13.66% |
| Avg. Down Month | -4.14% | -11.9% |
| Win Days % | 50.21% | 51.39% |
| Win Month % | 57.78% | 59.57% |
| Win Week % | 50.86% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |