| Metric | 11400535:btcusd:triple_med_gx:lsma45_130 | 11400535:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 99.67% | 182.99% |
| Max Drawdown | -42.2% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.62 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 20.83 | 3.94 |
| Outlier Loss Ratio | 4.01 | 3.91 |
| Volatility (ann.) | 15.48% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.54 | 0.54 |
| Skew | 0.93 | 0.2 |
| Kurtosis | 33.72 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.7% | 2.57% |
| Expected Yearly % | 18.87% | 29.7% |
| Kelly Criterion | 4.52% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11400535:BTCUSD | 11400535:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -23.58 | 0.41 | + |
| 2023 | 155.54 | 29.28 | 0.19 | - |
| 2024 | 121.00 | 44.90 | 0.37 | - |
| 2025 | 16.76 | 39.47 | 2.36 | + |
| Metric | 11400535:btcusd:triple_med_gx:lsma45_130 | 11400535:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 28.36% | 31.46% |
| 6M | 38.55% | 12.77% |
| YTD | 39.47% | 16.76% |
| 1Y | 40.88% | 56.84% |
| 3Y (ann.) | 22.79% | 55.31% |
| 5Y (ann.) | 22.88% | 36.34% |
| Metric | 11400535:btcusd:triple_med_gx:lsma45_130 | 11400535:BTCUSD |
|---|---|---|
| Max Drawdown | -42.2% | -67.18% |
| Longest DD Days | 728.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.9% |
| Avg. Drawdown Days | 27.0 | 35.0 |
| Recovery Factor | 2.36 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-08 | -42.20 | 728 |
| 2024-06-12 | 2024-11-06 | -22.77 | 147 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-01-30 | -7.93 | 55 |
| 2025-03-06 | 2025-04-09 | -7.16 | 34 |
| 2025-01-30 | 2025-03-05 | -5.63 | 34 |
| 2024-04-23 | 2024-05-03 | -5.54 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11400535:btcusd:triple_med_gx:lsma45_130 | 11400535:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -24.09% | -37.12% |
| Best Year | 44.9% | 155.54% |
| Worst Year | -23.58% | -57.08% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.19% | 5.69% |
| Avg. Down Week | -3.25% | -4.37% |
| Avg. Up Month | 6.38% | 13.17% |
| Avg. Down Month | -5.05% | -12.54% |
| Win Days % | 49.97% | 51.31% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 54.17% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |