| Metric | 11402428:btcusd:triple_med_gx:lsma45_135 | 11402428:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 328.94% | 183.25% |
| Max Drawdown | -30.23% | -67.18% |
| Sharpe | 0.83 | 0.43 |
| Sortino | 1.36 | 0.62 |
| Payoff Ratio | 1.17 | 1.08 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.73 | 1.07 |
| CPC Index | 0.8 | 0.59 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 21.51 | 3.9 |
| Outlier Loss Ratio | 4.18 | 3.72 |
| Volatility (ann.) | 14.2% | 26.31% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.79 | 0.54 |
| Skew | 2.14 | 0.2 |
| Kurtosis | 36.95 | 6.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.62% | 2.57% |
| Expected Yearly % | 43.91% | 29.73% |
| Kelly Criterion | 11.15% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.23% |
| Expected Shortfall (cVaR) | -1.19% | -2.23% |
| Year | 11402428:BTCUSD | 11402428:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 1.66 | -0.03 | + |
| 2023 | 155.54 | 58.85 | 0.38 | - |
| 2024 | 121.00 | 83.23 | 0.69 | - |
| 2025 | 11.80 | 44.97 | 3.81 | + |
| Metric | 11402428:btcusd:triple_med_gx:lsma45_135 | 11402428:BTCUSD |
|---|---|---|
| MTD | 3.7% | -0.27% |
| 3M | 16.5% | 26.2% |
| 6M | 37.16% | -1.67% |
| YTD | 44.97% | 11.8% |
| 1Y | 82.63% | 56.98% |
| 3Y (ann.) | 54.11% | 72.09% |
| 5Y (ann.) | 54.0% | 36.17% |
| Metric | 11402428:btcusd:triple_med_gx:lsma45_135 | 11402428:BTCUSD |
|---|---|---|
| Max Drawdown | -30.23% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -2.96% | -6.97% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 10.88 | 2.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -30.23 | 302 |
| 2024-06-10 | 2024-09-13 | -14.53 | 94 |
| 2024-01-02 | 2024-02-26 | -11.72 | 55 |
| 2023-07-14 | 2023-11-15 | -8.60 | 124 |
| 2025-01-31 | 2025-02-28 | -8.39 | 28 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-23 | 2022-02-24 | -7.63 | 1 |
| 2024-12-16 | 2025-01-14 | -7.56 | 28 |
| 2023-05-09 | 2023-07-13 | -6.62 | 65 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| Metric | 11402428:btcusd:triple_med_gx:lsma45_135 | 11402428:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.26% | 35.75% |
| Worst Week | -11.87% | -29.64% |
| Best Month | 20.9% | 43.77% |
| Worst Month | -10.27% | -37.12% |
| Best Year | 83.23% | 155.54% |
| Worst Year | 1.66% | -55.14% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.8% | -0.89% |
| Avg. Up Week | 4.75% | 6.13% |
| Avg. Down Week | -2.64% | -4.47% |
| Avg. Up Month | 7.02% | 14.77% |
| Avg. Down Month | -4.79% | -11.51% |
| Win Days % | 52.02% | 51.29% |
| Win Month % | 72.5% | 58.54% |
| Win Week % | 59.41% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |