| Metric | 11400647:btcusd:triple_med_gx:lsma45_130 | 11400647:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 113.36% | 182.99% |
| Max Drawdown | -45.11% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.67 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 21.16 | 3.94 |
| Outlier Loss Ratio | 3.92 | 3.8 |
| Volatility (ann.) | 15.08% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.56 | 0.54 |
| Skew | 0.74 | 0.2 |
| Kurtosis | 33.78 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.87% | 2.57% |
| Expected Yearly % | 20.86% | 29.7% |
| Kelly Criterion | 4.87% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.24% |
| Expected Shortfall (cVaR) | -1.28% | -2.24% |
| Year | 11400647:BTCUSD | 11400647:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -27.21 | 0.48 | + |
| 2023 | 155.54 | 45.00 | 0.29 | - |
| 2024 | 121.00 | 73.54 | 0.61 | - |
| 2025 | 16.76 | 16.48 | 0.98 | - |
| Metric | 11400647:btcusd:triple_med_gx:lsma45_130 | 11400647:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 16.53% | 31.46% |
| 6M | 21.19% | 12.77% |
| YTD | 16.48% | 16.76% |
| 1Y | 36.34% | 56.84% |
| 3Y (ann.) | 22.58% | 55.31% |
| 5Y (ann.) | 25.33% | 36.34% |
| Metric | 11400647:btcusd:triple_med_gx:lsma45_130 | 11400647:BTCUSD |
|---|---|---|
| Max Drawdown | -45.11% | -67.18% |
| Longest DD Days | 689.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.9% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 2.51 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-04-04 | -45.11 | 689 |
| 2024-06-10 | 2024-10-14 | -21.05 | 125 |
| 2025-01-30 | 2025-05-21 | -14.44 | 111 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-05-11 | 2022-05-13 | -10.54 | 1 |
| 2022-04-11 | 2022-04-21 | -8.11 | 10 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2024-12-21 | 2025-01-03 | -4.96 | 13 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11400647:btcusd:triple_med_gx:lsma45_130 | 11400647:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -23.87% | -37.12% |
| Best Year | 73.54% | 155.54% |
| Worst Year | -27.21% | -57.08% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.38% | 5.81% |
| Avg. Down Week | -3.57% | -5.5% |
| Avg. Up Month | 6.41% | 12.12% |
| Avg. Down Month | -7.43% | -13.37% |
| Win Days % | 50.9% | 51.31% |
| Win Month % | 69.23% | 60.98% |
| Win Week % | 56.31% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |