| Metric | 11441057:btcusd:triple_med_gx:lsma45_145 | 11441057:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 92.42% | 110.41% |
| Max Drawdown | -14.25% | -67.18% |
| Sharpe | 0.48 | 0.36 |
| Sortino | 0.8 | 0.51 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.35 | 1.03 |
| CPC Index | 0.69 | 0.66 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 28.76 | 3.72 |
| Outlier Loss Ratio | 4.23 | 3.38 |
| Volatility (ann.) | 12.39% | 26.61% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.63 | 0.4 |
| Skew | 2.81 | 0.16 |
| Kurtosis | 54.91 | 6.23 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.74% | 1.98% |
| Expected Yearly % | 17.78% | 20.44% |
| Kelly Criterion | 3.96% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.27% |
| Expected Shortfall (cVaR) | -1.05% | -2.27% |
| Year | 11441057:BTCUSD | 11441057:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 20.25 | -0.34 | + |
| 2023 | 155.54 | 5.33 | 0.03 | - |
| 2024 | 121.00 | 31.32 | 0.26 | - |
| 2025 | -6.21 | 15.69 | -2.52 | + |
| Metric | 11441057:btcusd:triple_med_gx:lsma45_145 | 11441057:BTCUSD |
|---|---|---|
| MTD | 16.23% | 3.86% |
| 3M | 11.23% | -7.61% |
| 6M | 9.65% | 38.23% |
| YTD | 15.69% | -6.21% |
| 1Y | 23.77% | 25.27% |
| 3Y (ann.) | 19.48% | 25.44% |
| 5Y (ann.) | 23.22% | 26.79% |
| Metric | 11441057:btcusd:triple_med_gx:lsma45_145 | 11441057:BTCUSD |
|---|---|---|
| Max Drawdown | -14.25% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -3.71% | -7.04% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 6.49 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-02-27 | -14.25 | 306 |
| 2022-08-11 | 2023-04-10 | -14.18 | 242 |
| 2022-06-17 | 2022-06-21 | -13.59 | 4 |
| 2024-08-09 | 2025-03-05 | -11.06 | 208 |
| 2024-06-07 | 2024-08-08 | -9.62 | 61 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2022-03-01 | 2022-04-20 | -7.22 | 49 |
| 2022-06-21 | 2022-08-07 | -5.90 | 46 |
| 2022-04-22 | 2022-05-15 | -5.46 | 23 |
| 2022-05-16 | 2022-06-17 | -5.40 | 32 |
| Metric | 11441057:btcusd:triple_med_gx:lsma45_145 | 11441057:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 16.92% | 35.75% |
| Worst Week | -6.08% | -29.64% |
| Best Month | 16.23% | 43.77% |
| Worst Month | -7.75% | -37.12% |
| Best Year | 31.32% | 155.54% |
| Worst Year | 5.33% | -60.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 5.19% | 7.9% |
| Avg. Down Week | -2.31% | -4.58% |
| Avg. Up Month | 5.19% | 14.41% |
| Avg. Down Month | -2.89% | -10.16% |
| Win Days % | 46.72% | 51.11% |
| Win Month % | 59.46% | 60.53% |
| Win Week % | 44.68% | 49.1% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |