| Metric | 11398847:btcusd:triple_med_gx:lsma45_125 | 11398847:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 91.09% | 183.29% |
| Max Drawdown | -37.38% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.58 | 0.62 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 20.31 | 3.94 |
| Outlier Loss Ratio | 4.05 | 3.95 |
| Volatility (ann.) | 15.62% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.57 | 0.54 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 32.39 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.59% | 2.57% |
| Expected Yearly % | 17.57% | 29.73% |
| Kelly Criterion | 3.93% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11398847:BTCUSD | 11398847:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -22.32 | 0.39 | + |
| 2023 | 155.54 | 32.98 | 0.21 | - |
| 2024 | 121.00 | 44.97 | 0.37 | - |
| 2025 | 16.76 | 27.60 | 1.65 | + |
| Metric | 11398847:btcusd:triple_med_gx:lsma45_125 | 11398847:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 28.94% | 31.46% |
| 6M | 32.61% | 12.77% |
| YTD | 27.6% | 16.76% |
| 1Y | 33.54% | 56.84% |
| 3Y (ann.) | 23.48% | 55.31% |
| 5Y (ann.) | 21.26% | 36.34% |
| Metric | 11398847:btcusd:triple_med_gx:lsma45_125 | 11398847:BTCUSD |
|---|---|---|
| Max Drawdown | -37.38% | -67.18% |
| Longest DD Days | 644.0 | 683.0 |
| Avg. Drawdown | -4.39% | -6.73% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 2.44 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-15 | -37.38 | 644 |
| 2024-05-30 | 2024-12-05 | -25.02 | 188 |
| 2025-01-30 | 2025-05-08 | -14.20 | 97 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2024-01-17 | 2024-03-20 | -10.20 | 63 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 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 |
| Metric | 11398847:btcusd:triple_med_gx:lsma45_125 | 11398847:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 14.68% | 43.77% |
| Worst Month | -18.93% | -37.12% |
| Best Year | 44.97% | 155.54% |
| Worst Year | -22.32% | -57.04% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 4.0% | 5.68% |
| Avg. Down Week | -3.15% | -4.33% |
| Avg. Up Month | 6.56% | 13.71% |
| Avg. Down Month | -5.13% | -13.18% |
| Win Days % | 49.93% | 51.3% |
| Win Month % | 58.97% | 60.98% |
| Win Week % | 55.67% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |