| Metric | 11398902:btcusd:triple_med_gx:lsma45_125 | 11398902:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 77.48% | 183.29% |
| Max Drawdown | -44.62% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.52 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 20.33 | 3.94 |
| Outlier Loss Ratio | 3.99 | 3.92 |
| Volatility (ann.) | 15.48% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.42 | 0.54 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 31.93 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.41% | 2.57% |
| Expected Yearly % | 15.42% | 29.73% |
| Kelly Criterion | 3.57% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11398902:BTCUSD | 11398902:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -24.10 | 0.42 | + |
| 2023 | 155.54 | 31.54 | 0.20 | - |
| 2024 | 121.00 | 28.63 | 0.24 | - |
| 2025 | 16.76 | 38.20 | 2.28 | + |
| Metric | 11398902:btcusd:triple_med_gx:lsma45_125 | 11398902:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 31.17% | 31.46% |
| 6M | 42.72% | 12.77% |
| YTD | 38.2% | 16.76% |
| 1Y | 33.8% | 56.84% |
| 3Y (ann.) | 19.32% | 55.31% |
| 5Y (ann.) | 18.63% | 36.34% |
| Metric | 11398902:btcusd:triple_med_gx:lsma45_125 | 11398902:BTCUSD |
|---|---|---|
| Max Drawdown | -44.62% | -67.18% |
| Longest DD Days | 752.0 | 683.0 |
| Avg. Drawdown | -4.44% | -6.73% |
| Avg. Drawdown Days | 42.0 | 34.0 |
| Recovery Factor | 1.74 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-05-02 | -44.62 | 752 |
| 2024-05-31 | 2025-03-06 | -24.92 | 279 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-03-06 | 2025-04-09 | -5.68 | 34 |
| 2022-02-21 | 2022-02-23 | -4.66 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-13 | 2025-05-08 | -2.15 | 25 |
| Metric | 11398902:btcusd:triple_med_gx:lsma45_125 | 11398902:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -28.85% | -29.64% |
| Best Month | 16.8% | 43.77% |
| Worst Month | -26.52% | -37.12% |
| Best Year | 38.2% | 155.54% |
| Worst Year | -24.1% | -57.04% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.31% | 5.75% |
| Avg. Down Week | -3.38% | -4.52% |
| Avg. Up Month | 5.96% | 12.81% |
| Avg. Down Month | -5.57% | -13.32% |
| Win Days % | 50.13% | 51.3% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 51.52% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |