| Metric | 11442239:btcusd:triple_med_gx:lsma110_145 | 11442239:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 192.58% | 110.41% |
| Max Drawdown | -35.79% | -67.18% |
| Sharpe | 0.61 | 0.36 |
| Sortino | 0.96 | 0.51 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.34 | 1.03 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 16.62 | 4.11 |
| Outlier Loss Ratio | 4.36 | 3.99 |
| Volatility (ann.) | 16.05% | 26.61% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.14 | 0.4 |
| Skew | 1.35 | 0.16 |
| Kurtosis | 21.95 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.87% | 1.98% |
| Expected Yearly % | 30.79% | 20.44% |
| Kelly Criterion | 6.6% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.27% |
| Expected Shortfall (cVaR) | -1.35% | -2.27% |
| Year | 11442239:BTCUSD | 11442239:btcusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -8.36 | 0.14 | + |
| 2023 | 155.54 | 98.06 | 0.63 | - |
| 2024 | 121.00 | 62.86 | 0.52 | - |
| 2025 | -6.21 | -1.02 | 0.16 | + |
| Metric | 11442239:btcusd:triple_med_gx:lsma110_145 | 11442239:BTCUSD |
|---|---|---|
| MTD | -3.49% | 3.86% |
| 3M | -0.14% | -7.61% |
| 6M | 33.24% | 38.23% |
| YTD | -1.02% | -6.21% |
| 1Y | 38.97% | 25.27% |
| 3Y (ann.) | 38.59% | 25.44% |
| 5Y (ann.) | 40.85% | 26.79% |
| Metric | 11442239:btcusd:triple_med_gx:lsma110_145 | 11442239:BTCUSD |
|---|---|---|
| Max Drawdown | -35.79% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.47% | -7.04% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 5.38 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -35.79 | 377 |
| 2024-06-10 | 2024-10-14 | -17.29 | 125 |
| 2025-01-07 | 2025-03-26 | -15.91 | 78 |
| 2023-05-06 | 2023-06-20 | -11.24 | 45 |
| 2024-01-02 | 2024-01-31 | -10.99 | 29 |
| 2023-07-14 | 2023-12-02 | -8.99 | 141 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-04-23 | 2024-05-04 | -7.47 | 11 |
| 2024-12-17 | 2025-01-03 | -6.87 | 16 |
| Metric | 11442239:btcusd:triple_med_gx:lsma110_145 | 11442239:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 35.51% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 34.31% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 98.06% | 155.54% |
| Worst Year | -8.36% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 5.63% | 6.64% |
| Avg. Down Week | -2.71% | -4.63% |
| Avg. Up Month | 10.01% | 15.23% |
| Avg. Down Month | -6.75% | -13.5% |
| Win Days % | 51.08% | 51.11% |
| Win Month % | 63.16% | 60.53% |
| Win Week % | 49.52% | 49.1% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |