| Metric | 11401260:btcusd:triple_med_gx:lsma45_135 | 11401260:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 48.52% | 222.02% |
| Max Drawdown | -22.13% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.48 | 0.66 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 31.93 | 3.66 |
| Outlier Loss Ratio | 4.1 | 3.43 |
| Volatility (ann.) | 11.65% | 26.12% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.55 | 0.6 |
| Skew | 2.7 | 0.2 |
| Kurtosis | 59.03 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.82% |
| Expected Yearly % | 10.39% | 33.96% |
| Kelly Criterion | 0.93% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11401260:BTCUSD | 11401260:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 9.70 | -0.18 | + |
| 2023 | 155.54 | 11.66 | 0.07 | - |
| 2024 | 121.00 | 7.21 | 0.06 | - |
| 2025 | 27.10 | 13.11 | 0.48 | - |
| Metric | 11401260:btcusd:triple_med_gx:lsma45_135 | 11401260:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.63% | 41.88% |
| 6M | 12.03% | 22.91% |
| YTD | 13.11% | 27.1% |
| 1Y | 2.41% | 82.29% |
| 3Y (ann.) | 9.8% | 77.48% |
| 5Y (ann.) | 12.15% | 40.36% |
| Metric | 11401260:btcusd:triple_med_gx:lsma45_135 | 11401260:BTCUSD |
|---|---|---|
| Max Drawdown | -22.13% | -67.18% |
| Longest DD Days | 342.0 | 683.0 |
| Avg. Drawdown | -5.32% | -6.76% |
| Avg. Drawdown Days | 42.0 | 35.0 |
| Recovery Factor | 2.19 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -22.13 | 342 |
| 2023-04-26 | 2023-12-16 | -16.22 | 233 |
| 2023-03-01 | 2023-04-26 | -15.57 | 56 |
| 2022-05-16 | 2022-08-08 | -15.43 | 84 |
| 2022-08-13 | 2023-02-15 | -15.37 | 186 |
| 2024-01-02 | 2024-03-22 | -10.00 | 79 |
| 2024-06-17 | 2024-08-08 | -9.91 | 52 |
| 2022-03-01 | 2022-05-15 | -9.19 | 75 |
| 2023-12-16 | 2024-01-02 | -5.50 | 16 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| Metric | 11401260:btcusd:triple_med_gx:lsma45_135 | 11401260:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 12.36% | 35.75% |
| Worst Week | -8.86% | -29.64% |
| Best Month | 11.59% | 43.77% |
| Worst Month | -9.26% | -37.12% |
| Best Year | 13.11% | 155.54% |
| Worst Year | 7.21% | -55.14% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 3.95% | 7.08% |
| Avg. Down Week | -2.31% | -4.85% |
| Avg. Up Month | 4.2% | 15.59% |
| Avg. Down Month | -4.39% | -8.11% |
| Win Days % | 46.85% | 51.34% |
| Win Month % | 65.85% | 61.9% |
| Win Week % | 48.08% | 51.63% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |