| Metric | 11401204:btcusd:triple_med_gx:lsma45_135 | 11401204:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 78.01% | 195.83% |
| Max Drawdown | -20.94% | -67.18% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.68 | 0.64 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.66 | 0.65 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 30.16 | 3.69 |
| Outlier Loss Ratio | 4.11 | 3.39 |
| Volatility (ann.) | 12.03% | 26.35% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.9 | 0.57 |
| Skew | 2.62 | 0.2 |
| Kurtosis | 55.45 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.42% | 2.68% |
| Expected Yearly % | 15.51% | 31.15% |
| Kelly Criterion | 2.88% | 9.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.24% |
| Expected Shortfall (cVaR) | -1.02% | -2.24% |
| Year | 11401204:BTCUSD | 11401204:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 9.41 | -0.17 | + |
| 2023 | 155.54 | 15.89 | 0.10 | - |
| 2024 | 121.00 | 20.89 | 0.17 | - |
| 2025 | 16.76 | 16.12 | 0.96 | - |
| Metric | 11401204:btcusd:triple_med_gx:lsma45_135 | 11401204:BTCUSD |
|---|---|---|
| MTD | 5.6% | 4.16% |
| 3M | 8.44% | 31.46% |
| 6M | 10.98% | 12.77% |
| YTD | 16.12% | 16.76% |
| 1Y | 4.98% | 56.84% |
| 3Y (ann.) | 16.15% | 55.31% |
| 5Y (ann.) | 18.76% | 38.19% |
| Metric | 11401204:btcusd:triple_med_gx:lsma45_135 | 11401204:BTCUSD |
|---|---|---|
| Max Drawdown | -20.94% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.97% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 3.73 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -20.94 | 306 |
| 2022-08-11 | 2023-03-13 | -16.52 | 214 |
| 2023-05-20 | 2024-02-27 | -14.88 | 282 |
| 2022-06-17 | 2022-06-21 | -13.75 | 4 |
| 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 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| Metric | 11401204:btcusd:triple_med_gx:lsma45_135 | 11401204: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 | 13.42% | 43.77% |
| Worst Month | -10.38% | -37.12% |
| Best Year | 20.89% | 155.54% |
| Worst Year | 9.41% | -55.14% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.54% | 6.95% |
| Avg. Down Week | -2.45% | -4.2% |
| Avg. Up Month | 4.55% | 13.66% |
| Avg. Down Month | -3.47% | -13.38% |
| Win Days % | 46.77% | 51.32% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 46.53% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |