| Metric | 11399487:btcusd:triple_med_gx:lsma45_130 | 11399487:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 72.25% | 208.04% |
| Max Drawdown | -20.44% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 31.32 | 3.71 |
| Outlier Loss Ratio | 4.17 | 3.42 |
| Volatility (ann.) | 11.83% | 26.12% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.83 | 0.57 |
| Skew | 2.65 | 0.2 |
| Kurtosis | 57.68 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.71% |
| Expected Yearly % | 14.56% | 32.48% |
| Kelly Criterion | 2.08% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.22% |
| Expected Shortfall (cVaR) | -1.01% | -2.22% |
| Year | 11399487:BTCUSD | 11399487:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 5.57 | -0.10 | + |
| 2023 | 155.54 | 17.49 | 0.11 | - |
| 2024 | 121.00 | 23.60 | 0.20 | - |
| 2025 | 27.10 | 12.35 | 0.46 | - |
| Metric | 11399487:btcusd:triple_med_gx:lsma45_130 | 11399487:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.48% | 41.88% |
| 6M | 8.37% | 22.91% |
| YTD | 12.35% | 27.1% |
| 1Y | 6.41% | 82.29% |
| 3Y (ann.) | 17.17% | 77.48% |
| 5Y (ann.) | 17.06% | 38.53% |
| Metric | 11399487:btcusd:triple_med_gx:lsma45_130 | 11399487:BTCUSD |
|---|---|---|
| Max Drawdown | -20.44% | -67.18% |
| Longest DD Days | 338.0 | 683.0 |
| Avg. Drawdown | -3.79% | -6.7% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 3.53 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-12 | 2025-07-17 | -20.44 | 338 |
| 2022-05-16 | 2022-08-11 | -17.04 | 87 |
| 2022-10-18 | 2023-03-13 | -14.93 | 146 |
| 2023-05-18 | 2024-02-26 | -14.74 | 284 |
| 2022-08-25 | 2022-10-17 | -11.30 | 52 |
| 2022-02-23 | 2022-02-28 | -9.16 | 5 |
| 2024-06-05 | 2024-08-08 | -8.92 | 64 |
| 2022-03-14 | 2022-04-20 | -6.51 | 36 |
| 2023-04-26 | 2023-05-15 | -4.29 | 18 |
| 2024-03-22 | 2024-03-24 | -4.29 | 2 |
| Metric | 11399487:btcusd:triple_med_gx:lsma45_130 | 11399487:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.46% | 35.75% |
| Worst Week | -7.44% | -29.64% |
| Best Month | 13.3% | 43.77% |
| Worst Month | -11.28% | -37.12% |
| Best Year | 23.6% | 155.54% |
| Worst Year | 5.57% | -57.08% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.59% | 6.74% |
| Avg. Down Week | -2.5% | -4.29% |
| Avg. Up Month | 4.28% | 13.27% |
| Avg. Down Month | -3.93% | -10.42% |
| Win Days % | 46.52% | 51.33% |
| Win Month % | 62.5% | 61.9% |
| Win Week % | 48.57% | 51.63% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 100.0% | 75.0% |