| Metric | 11402372:btcusd:triple_med_gx:lsma45_135 | 11402372:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 198.14% | 195.83% |
| Max Drawdown | -34.64% | -67.18% |
| Sharpe | 0.64 | 0.44 |
| Sortino | 1.0 | 0.64 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 21.59 | 3.94 |
| Outlier Loss Ratio | 4.08 | 3.77 |
| Volatility (ann.) | 14.46% | 26.35% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.11 | 0.57 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 33.58 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.7% | 2.68% |
| Expected Yearly % | 31.4% | 31.15% |
| Kelly Criterion | 7.6% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.24% |
| Expected Shortfall (cVaR) | -1.22% | -2.24% |
| Year | 11402372:BTCUSD | 11402372:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -9.07 | 0.16 | + |
| 2023 | 155.54 | 48.35 | 0.31 | - |
| 2024 | 121.00 | 85.37 | 0.71 | - |
| 2025 | 16.76 | 19.23 | 1.15 | + |
| Metric | 11402372:btcusd:triple_med_gx:lsma45_135 | 11402372:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 15.03% | 31.46% |
| 6M | 21.46% | 12.77% |
| YTD | 19.23% | 16.76% |
| 1Y | 49.17% | 56.84% |
| 3Y (ann.) | 34.65% | 55.31% |
| 5Y (ann.) | 38.51% | 38.19% |
| Metric | 11402372:btcusd:triple_med_gx:lsma45_135 | 11402372:BTCUSD |
|---|---|---|
| Max Drawdown | -34.64% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -3.42% | -6.97% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 5.72 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -34.64 | 345 |
| 2024-06-10 | 2024-08-08 | -14.18 | 59 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2025-01-14 | 2025-05-21 | -10.31 | 126 |
| 2024-01-15 | 2024-03-25 | -10.28 | 70 |
| 2023-07-14 | 2023-10-18 | -8.75 | 96 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-05-11 | 2022-05-13 | -7.61 | 1 |
| 2024-12-21 | 2025-01-13 | -6.95 | 23 |
| 2023-04-26 | 2023-07-13 | -6.90 | 78 |
| Metric | 11402372:btcusd:triple_med_gx:lsma45_135 | 11402372:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 18.77% | 43.77% |
| Worst Month | -12.05% | -37.12% |
| Best Year | 85.37% | 155.54% |
| Worst Year | -9.07% | -55.14% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.58% | 5.95% |
| Avg. Down Week | -2.92% | -5.03% |
| Avg. Up Month | 6.44% | 12.88% |
| Avg. Down Month | -5.62% | -13.13% |
| Win Days % | 50.99% | 51.32% |
| Win Month % | 71.79% | 60.98% |
| Win Week % | 54.37% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |