| Metric | 11400703:btcusd:triple_med_gx:lsma45_130 | 11400703:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 131.61% | 182.99% |
| Max Drawdown | -46.14% | -67.18% |
| Sharpe | 0.49 | 0.43 |
| Sortino | 0.75 | 0.62 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 20.75 | 3.94 |
| Outlier Loss Ratio | 3.98 | 3.8 |
| Volatility (ann.) | 15.09% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.62 | 0.54 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 33.29 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.07% | 2.57% |
| Expected Yearly % | 23.36% | 29.7% |
| Kelly Criterion | 4.97% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.24% |
| Expected Shortfall (cVaR) | -1.28% | -2.24% |
| Year | 11400703:BTCUSD | 11400703:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -29.66 | 0.52 | + |
| 2023 | 155.54 | 46.48 | 0.30 | - |
| 2024 | 121.00 | 84.95 | 0.70 | - |
| 2025 | 16.76 | 21.54 | 1.29 | + |
| Metric | 11400703:btcusd:triple_med_gx:lsma45_130 | 11400703:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 10.45% | 31.46% |
| 6M | 21.39% | 12.77% |
| YTD | 21.54% | 16.76% |
| 1Y | 48.0% | 56.84% |
| 3Y (ann.) | 25.44% | 55.31% |
| 5Y (ann.) | 28.43% | 36.34% |
| Metric | 11400703:btcusd:triple_med_gx:lsma45_130 | 11400703:BTCUSD |
|---|---|---|
| Max Drawdown | -46.14% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -3.87% | -6.9% |
| Avg. Drawdown Days | 24.0 | 35.0 |
| Recovery Factor | 2.85 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-03-25 | -46.14 | 679 |
| 2024-06-10 | 2024-08-08 | -14.11 | 58 |
| 2025-01-31 | 2025-03-02 | -13.78 | 30 |
| 2025-03-06 | 2025-05-21 | -11.40 | 76 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-03-02 | 2022-05-13 | -9.91 | 72 |
| 2024-12-16 | 2025-01-14 | -8.93 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-07 | 2024-10-14 | -6.88 | 6 |
| 2024-08-09 | 2024-09-12 | -6.81 | 34 |
| Metric | 11400703:btcusd:triple_med_gx:lsma45_130 | 11400703:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 17.61% | 43.77% |
| Worst Month | -24.72% | -37.12% |
| Best Year | 84.95% | 155.54% |
| Worst Year | -29.66% | -57.08% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.54% | 6.06% |
| Avg. Down Week | -3.58% | -5.15% |
| Avg. Up Month | 6.25% | 14.05% |
| Avg. Down Month | -6.76% | -12.6% |
| Win Days % | 50.55% | 51.31% |
| Win Month % | 65.0% | 60.98% |
| Win Week % | 55.88% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |