| Metric | 11397195:btcusd:triple_med_gx:lsma45_120 | 11397195:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 97.68% | 187.39% |
| Max Drawdown | -39.01% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.61 | 0.62 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 19.9 | 3.99 |
| Outlier Loss Ratio | 4.1 | 3.98 |
| Volatility (ann.) | 15.74% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.58 | 0.55 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 31.22 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.64% | 2.55% |
| Expected Yearly % | 18.57% | 30.2% |
| Kelly Criterion | 4.23% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11397195:BTCUSD | 11397195:btcusd:triple_med_gx:lsma45_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -20.67 | 0.37 | + |
| 2023 | 155.54 | 24.91 | 0.16 | - |
| 2024 | 121.00 | 44.79 | 0.37 | - |
| 2025 | 16.76 | 37.77 | 2.25 | + |
| Metric | 11397195:btcusd:triple_med_gx:lsma45_120 | 11397195:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 36.31% | 31.46% |
| 6M | 42.84% | 12.77% |
| YTD | 37.77% | 16.76% |
| 1Y | 40.31% | 56.84% |
| 3Y (ann.) | 26.06% | 55.31% |
| 5Y (ann.) | 22.47% | 36.89% |
| Metric | 11397195:btcusd:triple_med_gx:lsma45_120 | 11397195:BTCUSD |
|---|---|---|
| Max Drawdown | -39.01% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -3.49% | -6.61% |
| Avg. Drawdown Days | 25.0 | 33.0 |
| Recovery Factor | 2.5 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-20 | -39.01 | 710 |
| 2024-05-30 | 2024-12-24 | -28.26 | 207 |
| 2025-02-06 | 2025-04-09 | -13.57 | 62 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-04-23 | 2024-05-03 | -5.54 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11397195:btcusd:triple_med_gx:lsma45_120 | 11397195:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -15.95% | -29.64% |
| Best Month | 17.42% | 43.77% |
| Worst Month | -17.11% | -37.12% |
| Best Year | 44.79% | 155.54% |
| Worst Year | -20.67% | -56.42% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.19% | 5.78% |
| Avg. Down Week | -2.8% | -4.51% |
| Avg. Up Month | 7.83% | 14.29% |
| Avg. Down Month | -5.27% | -12.14% |
| Win Days % | 50.06% | 51.28% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 50.5% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |