| Metric | 11397853:btcusd:triple_med_gx:lsma45_125 | 11397853:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 38.1% | 183.29% |
| Max Drawdown | -20.48% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.41 | 0.62 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 31.61 | 3.61 |
| Outlier Loss Ratio | 4.1 | 3.42 |
| Volatility (ann.) | 11.83% | 26.34% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.49 | 0.54 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 59.01 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.57% |
| Expected Yearly % | 8.41% | 29.73% |
| Kelly Criterion | 0.72% | 9.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.24% |
| Expected Shortfall (cVaR) | -1.01% | -2.24% |
| Year | 11397853:BTCUSD | 11397853:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -4.28 | 0.08 | + |
| 2023 | 155.54 | 18.02 | 0.12 | - |
| 2024 | 121.00 | 12.64 | 0.10 | - |
| 2025 | 16.76 | 8.54 | 0.51 | - |
| Metric | 11397853:btcusd:triple_med_gx:lsma45_125 | 11397853:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.6% | 31.46% |
| 6M | 3.34% | 12.77% |
| YTD | 8.54% | 16.76% |
| 1Y | -2.48% | 56.84% |
| 3Y (ann.) | 8.88% | 55.31% |
| 5Y (ann.) | 10.09% | 36.34% |
| Metric | 11397853:btcusd:triple_med_gx:lsma45_125 | 11397853:BTCUSD |
|---|---|---|
| Max Drawdown | -20.48% | -67.18% |
| Longest DD Days | 557.0 | 683.0 |
| Avg. Drawdown | -3.32% | -6.73% |
| Avg. Drawdown Days | 35.0 | 34.0 |
| Recovery Factor | 1.86 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-06-11 | -20.48 | 281 |
| 2022-05-16 | 2023-11-24 | -19.71 | 557 |
| 2024-06-17 | 2024-08-08 | -9.91 | 52 |
| 2024-01-18 | 2024-02-27 | -9.57 | 40 |
| 2022-03-13 | 2022-05-15 | -8.92 | 63 |
| 2023-12-16 | 2024-01-02 | -5.50 | 16 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-22 | 2024-03-24 | -4.29 | 2 |
| 2024-08-09 | 2024-08-13 | -2.43 | 4 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| Metric | 11397853:btcusd:triple_med_gx:lsma45_125 | 11397853:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 12.89% | 35.75% |
| Worst Week | -8.86% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -9.88% | -37.12% |
| Best Year | 18.02% | 155.54% |
| Worst Year | -4.28% | -57.04% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.93% | 7.13% |
| Avg. Down Week | -2.47% | -4.25% |
| Avg. Up Month | 5.07% | 15.69% |
| Avg. Down Month | -3.24% | -11.43% |
| Win Days % | 46.65% | 51.3% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 47.57% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |