| Metric | 11442240:btcusd:triple_med_gx:lsma115_145 | 11442240:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 160.85% | 128.55% |
| Max Drawdown | -40.46% | -67.18% |
| Sharpe | 0.55 | 0.37 |
| Sortino | 0.85 | 0.54 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.28 | 1.04 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 16.53 | 4.08 |
| Outlier Loss Ratio | 4.44 | 3.97 |
| Volatility (ann.) | 15.84% | 26.56% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.85 | 0.43 |
| Skew | 1.33 | 0.18 |
| Kurtosis | 22.16 | 6.31 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.43% | 2.09% |
| Expected Yearly % | 27.09% | 22.95% |
| Kelly Criterion | 5.29% | 5.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.26% |
| Expected Shortfall (cVaR) | -1.34% | -2.26% |
| Year | 11442240:BTCUSD | 11442240:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -15.96 | 0.26 | + |
| 2023 | 155.54 | 100.02 | 0.64 | - |
| 2024 | 121.00 | 52.87 | 0.44 | - |
| 2025 | 1.87 | 1.51 | 0.81 | - |
| Metric | 11442240:btcusd:triple_med_gx:lsma115_145 | 11442240:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.97% |
| 3M | 0.39% | -6.12% |
| 6M | 6.76% | 30.77% |
| YTD | 1.51% | 1.87% |
| 1Y | 30.37% | 56.91% |
| 3Y (ann.) | 38.41% | 36.16% |
| 5Y (ann.) | 34.52% | 29.13% |
| Metric | 11442240:btcusd:triple_med_gx:lsma115_145 | 11442240:BTCUSD |
|---|---|---|
| Max Drawdown | -40.46% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.0% | -7.11% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 3.98 | 1.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -40.46 | 404 |
| 2024-12-17 | 2025-05-01 | -26.03 | 134 |
| 2024-06-10 | 2024-09-18 | -19.58 | 100 |
| 2023-05-06 | 2023-06-20 | -10.87 | 45 |
| 2024-01-02 | 2024-01-30 | -10.66 | 27 |
| 2023-08-29 | 2023-11-15 | -8.76 | 78 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-07-14 | 2023-08-29 | -6.98 | 46 |
| 2024-09-20 | 2024-10-14 | -6.74 | 23 |
| Metric | 11442240:btcusd:triple_med_gx:lsma115_145 | 11442240:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 35.51% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 34.31% | 43.77% |
| Worst Month | -10.94% | -37.12% |
| Best Year | 100.02% | 155.54% |
| Worst Year | -15.96% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 5.32% | 6.77% |
| Avg. Down Week | -2.69% | -4.63% |
| Avg. Up Month | 9.53% | 15.17% |
| Avg. Down Month | -4.8% | -12.31% |
| Win Days % | 50.51% | 51.2% |
| Win Month % | 56.41% | 60.0% |
| Win Week % | 46.9% | 49.42% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |