| Metric | 11402316:btcusd:triple_med_gx:lsma45_135 | 11402316:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 96.41% | 195.83% |
| Max Drawdown | -43.96% | -67.18% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.65 | 0.64 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 21.77 | 3.85 |
| Outlier Loss Ratio | 4.08 | 3.8 |
| Volatility (ann.) | 14.53% | 26.35% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.51 | 0.57 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 35.25 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.68% |
| Expected Yearly % | 18.38% | 31.15% |
| Kelly Criterion | 4.5% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.24% |
| Expected Shortfall (cVaR) | -1.23% | -2.24% |
| Year | 11402316:BTCUSD | 11402316:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -29.99 | 0.54 | + |
| 2023 | 155.54 | 35.44 | 0.23 | - |
| 2024 | 121.00 | 56.72 | 0.47 | - |
| 2025 | 16.76 | 32.18 | 1.92 | + |
| Metric | 11402316:btcusd:triple_med_gx:lsma45_135 | 11402316:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 25.03% | 31.46% |
| 6M | 30.48% | 12.77% |
| YTD | 32.18% | 16.76% |
| 1Y | 44.6% | 56.84% |
| 3Y (ann.) | 22.06% | 55.31% |
| 5Y (ann.) | 22.3% | 38.19% |
| Metric | 11402316:btcusd:triple_med_gx:lsma45_135 | 11402316:BTCUSD |
|---|---|---|
| Max Drawdown | -43.96% | -67.18% |
| Longest DD Days | 739.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.97% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 2.19 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-19 | -43.96 | 739 |
| 2024-06-10 | 2024-08-08 | -15.93 | 59 |
| 2024-08-09 | 2024-11-05 | -10.93 | 88 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-21 | 2025-04-09 | -9.83 | 109 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-22 | 2025-06-08 | -4.28 | 16 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11402316:btcusd:triple_med_gx:lsma45_135 | 11402316:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 18.23% | 43.77% |
| Worst Month | -18.63% | -37.12% |
| Best Year | 56.72% | 155.54% |
| Worst Year | -29.99% | -55.14% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.39% | 5.87% |
| Avg. Down Week | -3.34% | -5.16% |
| Avg. Up Month | 6.51% | 13.65% |
| Avg. Down Month | -6.19% | -13.73% |
| Win Days % | 49.68% | 51.32% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |