| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 158.5% | 137.92% |
| Max Drawdown | -19.77% | -62.75% |
| Sharpe | 4.66 | 2.63 |
| Sortino | 10.37 | 4.83 |
| Payoff Ratio | 3.63 | 0.77 |
| Profit Factor | 2.81 | 1.53 |
| Common Sense Ratio | 5.15 | 2.57 |
| CPC Index | 3.67 | 0.66 |
| Tail Ratio | 1.83 | 1.68 |
| Outlier Win Ratio | 6.01 | 3.71 |
| Outlier Loss Ratio | 16.63 | 2.47 |
| Volatility (ann.) | 91.42% | 217.69% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.85 | 0.52 |
| Skew | 1.88 | 1.16 |
| Kurtosis | 10.36 | 4.69 |
| Expected Daily % | 1.06% | 0.97% |
| Expected Monthly % | 2.75% | 2.51% |
| Expected Yearly % | 26.8% | 24.2% |
| Kelly Criterion | 18.31% | -0.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.7% | -17.17% |
| Expected Shortfall (cVaR) | -6.7% | -17.17% |
| Year | 11442226:BTCUSD | 11442226:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.53 | 0.43 | -0.01 | + |
| 2023 | 159.72 | 40.99 | 0.26 | - |
| 2024 | 118.82 | 58.41 | 0.49 | - |
| 2025 | -11.81 | 15.24 | -1.29 | + |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| MTD | 3.56% | -0.32% |
| 3M | 21.3% | -12.0% |
| 6M | 34.41% | 49.38% |
| YTD | 15.24% | -11.81% |
| 1Y | 79.92% | 100.29% |
| 3Y (ann.) | 29.35% | 30.05% |
| 5Y (ann.) | 36.5% | 32.84% |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Max Drawdown | -19.77% | -62.75% |
| Longest DD Days | 368.0 | 662.0 |
| Avg. Drawdown | -2.09% | -22.25% |
| Avg. Drawdown Days | 42.0 | 169.0 |
| Recovery Factor | 8.02 | 2.2 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-11 | 2023-03-15 | -19.77 | 368 |
| 2024-06-10 | 2024-09-13 | -10.01 | 95 |
| 2023-04-21 | 2023-12-02 | -6.58 | 225 |
| 2024-01-15 | 2024-03-28 | -1.82 | 73 |
| 2024-12-21 | 2025-01-03 | -0.99 | 13 |
| 2025-02-02 | 2025-02-05 | -0.18 | 2 |
| 2023-04-08 | 2023-04-12 | -0.18 | 4 |
| 2024-11-06 | 2024-11-07 | -0.18 | 0 |
| 2025-03-12 | 2025-03-14 | -0.18 | 2 |
| 2024-04-18 | 2024-04-23 | -0.18 | 4 |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Best Day | 24.69% | 50.93% |
| Worst Day | -14.86% | -31.17% |
| Best Week | 24.69% | 50.93% |
| Worst Week | -14.86% | -31.17% |
| Best Month | 21.72% | 68.07% |
| Worst Month | -14.86% | -30.02% |
| Best Year | 58.41% | 159.72% |
| Worst Year | 0.43% | -52.53% |
| Avg. Up Day | 5.1% | 5.29% |
| Avg. Down Day | -1.4% | -6.86% |
| Avg. Up Week | 5.7% | 7.62% |
| Avg. Down Week | -1.84% | -8.03% |
| Avg. Up Month | 7.3% | 15.37% |
| Avg. Down Month | -5.87% | -13.99% |
| Win Days % | 35.96% | 56.18% |
| Win Month % | 67.65% | 58.82% |
| Win Week % | 42.86% | 52.86% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 100.0% | 50.0% |