| Metric | 11395465:btcusd:triple_med_gx:lsma45_115 | 11395465:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 64.86% | 189.3% |
| Max Drawdown | -39.09% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.47 | 0.63 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 20.09 | 4.05 |
| Outlier Loss Ratio | 3.89 | 4.02 |
| Volatility (ann.) | 16.27% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.41 | 0.55 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 31.25 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.56% |
| Expected Yearly % | 13.31% | 30.42% |
| Kelly Criterion | 2.96% | 3.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11395465:BTCUSD | 11395465:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -17.20 | 0.31 | + |
| 2023 | 155.54 | 36.47 | 0.23 | - |
| 2024 | 121.00 | 23.18 | 0.19 | - |
| 2025 | 16.76 | 18.44 | 1.10 | + |
| Metric | 11395465:btcusd:triple_med_gx:lsma45_115 | 11395465:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 10.52% | 31.46% |
| 6M | 19.73% | 12.77% |
| YTD | 18.44% | 16.76% |
| 1Y | 18.31% | 56.84% |
| 3Y (ann.) | 24.39% | 55.31% |
| 5Y (ann.) | 16.01% | 37.09% |
| Metric | 11395465:btcusd:triple_med_gx:lsma45_115 | 11395465:BTCUSD |
|---|---|---|
| Max Drawdown | -39.09% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -5.57% | -6.63% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 1.66 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-07-13 | -39.09 | 461 |
| 2024-06-12 | 2024-12-24 | -27.10 | 194 |
| 2022-02-19 | 2022-02-28 | -14.04 | 9 |
| 2025-03-03 | 2025-05-08 | -13.85 | 66 |
| 2024-03-26 | 2024-05-02 | -9.22 | 37 |
| 2023-07-14 | 2023-11-15 | -7.33 | 124 |
| 2024-01-15 | 2024-01-26 | -6.95 | 11 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-05-19 | 2025-06-09 | -5.95 | 21 |
| Metric | 11395465:btcusd:triple_med_gx:lsma45_115 | 11395465:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.51% | 43.77% |
| Worst Month | -15.44% | -37.12% |
| Best Year | 36.47% | 155.54% |
| Worst Year | -17.2% | -56.13% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 3.72% | 5.73% |
| Avg. Down Week | -3.04% | -4.88% |
| Avg. Up Month | 5.21% | 12.97% |
| Avg. Down Month | -6.32% | -13.15% |
| Win Days % | 50.36% | 51.25% |
| Win Month % | 68.42% | 61.9% |
| Win Week % | 56.57% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |