| Metric | 11398682:btcusd:triple_med_gx:lsma45_125 | 11398682:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 99.24% | 183.29% |
| Max Drawdown | -37.35% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.61 | 0.62 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 21.31 | 4.04 |
| Outlier Loss Ratio | 3.85 | 4.0 |
| Volatility (ann.) | 15.86% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.61 | 0.54 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 33.85 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.7% | 2.57% |
| Expected Yearly % | 18.81% | 29.73% |
| Kelly Criterion | 4.51% | 3.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.24% |
| Expected Shortfall (cVaR) | -1.35% | -2.24% |
| Year | 11398682:BTCUSD | 11398682:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -19.52 | 0.34 | + |
| 2023 | 155.54 | 37.74 | 0.24 | - |
| 2024 | 121.00 | 35.02 | 0.29 | - |
| 2025 | 16.76 | 33.12 | 1.98 | + |
| Metric | 11398682:btcusd:triple_med_gx:lsma45_125 | 11398682:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 23.34% | 31.46% |
| 6M | 35.31% | 12.77% |
| YTD | 33.12% | 16.76% |
| 1Y | 36.38% | 56.84% |
| 3Y (ann.) | 32.19% | 55.31% |
| 5Y (ann.) | 22.78% | 36.34% |
| Metric | 11398682:btcusd:triple_med_gx:lsma45_125 | 11398682:BTCUSD |
|---|---|---|
| Max Drawdown | -37.35% | -67.18% |
| Longest DD Days | 435.0 | 683.0 |
| Avg. Drawdown | -4.72% | -6.73% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 2.66 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-06-17 | -37.35 | 435 |
| 2024-06-12 | 2024-12-05 | -24.73 | 175 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2024-01-02 | 2024-03-20 | -7.95 | 78 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2023-07-14 | 2023-11-28 | -7.11 | 137 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-24 | -6.92 | 19 |
| 2025-05-29 | 2025-06-09 | -6.66 | 11 |
| Metric | 11398682:btcusd:triple_med_gx:lsma45_125 | 11398682:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -12.9% | -29.64% |
| Best Month | 12.83% | 43.77% |
| Worst Month | -13.9% | -37.12% |
| Best Year | 37.74% | 155.54% |
| Worst Year | -19.52% | -57.04% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.94% | -0.99% |
| Avg. Up Week | 4.12% | 5.65% |
| Avg. Down Week | -3.18% | -5.69% |
| Avg. Up Month | 6.68% | 11.45% |
| Avg. Down Month | -6.07% | -14.29% |
| Win Days % | 50.75% | 51.3% |
| Win Month % | 64.86% | 60.98% |
| Win Week % | 57.29% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |