| Metric | 11401315:btcusd:triple_med_gx:lsma45_135 | 11401315:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 21.56% | 195.83% |
| Max Drawdown | -29.04% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.29 | 0.64 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.56 | 0.62 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 32.75 | 3.62 |
| Outlier Loss Ratio | 4.14 | 3.39 |
| Volatility (ann.) | 11.39% | 26.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.21 | 0.57 |
| Skew | 2.03 | 0.2 |
| Kurtosis | 54.13 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.68% |
| Expected Yearly % | 5.0% | 31.15% |
| Kelly Criterion | -1.27% | 7.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11401315:BTCUSD | 11401315:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 13.58 | -0.25 | + |
| 2023 | 155.54 | 3.82 | 0.02 | - |
| 2024 | 121.00 | 7.82 | 0.06 | - |
| 2025 | 16.76 | -4.39 | -0.26 | - |
| Metric | 11401315:btcusd:triple_med_gx:lsma45_135 | 11401315:BTCUSD |
|---|---|---|
| MTD | 3.53% | 4.16% |
| 3M | 6.58% | 31.46% |
| 6M | -9.46% | 12.77% |
| YTD | -4.39% | 16.76% |
| 1Y | -18.89% | 56.84% |
| 3Y (ann.) | 0.58% | 55.31% |
| 5Y (ann.) | 6.0% | 38.19% |
| Metric | 11401315:btcusd:triple_med_gx:lsma45_135 | 11401315:BTCUSD |
|---|---|---|
| Max Drawdown | -29.04% | -67.18% |
| Longest DD Days | 590.0 | 683.0 |
| Avg. Drawdown | -3.83% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 0.74 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-02 | 2025-06-11 | -29.04 | 281 |
| 2022-08-13 | 2024-03-25 | -24.20 | 590 |
| 2024-06-05 | 2024-08-13 | -9.82 | 68 |
| 2022-03-14 | 2022-04-20 | -6.29 | 37 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-05-16 | 2022-06-19 | -5.71 | 34 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| Metric | 11401315:btcusd:triple_med_gx:lsma45_135 | 11401315:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.44% | 35.75% |
| Worst Week | -9.1% | -29.64% |
| Best Month | 12.62% | 43.77% |
| Worst Month | -8.91% | -37.12% |
| Best Year | 13.58% | 155.54% |
| Worst Year | -4.39% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.29% | 7.96% |
| Avg. Down Week | -2.8% | -4.1% |
| Avg. Up Month | 4.59% | 11.97% |
| Avg. Down Month | -4.15% | -7.82% |
| Win Days % | 45.97% | 51.32% |
| Win Month % | 48.78% | 60.98% |
| Win Week % | 43.27% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |