| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 204.26% | 139.34% |
| Max Drawdown | -22.65% | -62.88% |
| Sharpe | 4.29 | 2.41 |
| Sortino | 11.32 | 4.22 |
| Payoff Ratio | 4.03 | 1.02 |
| Profit Factor | 2.6 | 1.46 |
| Common Sense Ratio | 4.97 | 2.38 |
| CPC Index | 3.37 | 0.78 |
| Tail Ratio | 1.91 | 1.63 |
| Outlier Win Ratio | 4.86 | 3.61 |
| Outlier Loss Ratio | 16.0 | 2.87 |
| Volatility (ann.) | 93.49% | 186.14% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.91 | 0.52 |
| Skew | 2.56 | 0.71 |
| Kurtosis | 11.13 | 2.88 |
| Expected Daily % | 0.99% | 0.78% |
| Expected Monthly % | 2.97% | 2.32% |
| Expected Yearly % | 32.07% | 24.38% |
| Kelly Criterion | 15.32% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.95% | -14.8% |
| Expected Shortfall (cVaR) | -6.95% | -14.8% |
| Year | 11402484:BTCUSD | 11402484:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.60 | 0.04 | -0.00 | + |
| 2023 | 160.14 | 42.76 | 0.27 | - |
| 2024 | 116.69 | 82.31 | 0.71 | - |
| 2025 | -12.27 | 16.85 | -1.37 | + |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| MTD | -0.18% | -1.1% |
| 3M | 16.85% | -12.27% |
| 6M | 45.27% | 37.07% |
| YTD | 16.85% | -12.27% |
| 1Y | 89.58% | 18.72% |
| 3Y (ann.) | 34.98% | 28.73% |
| 5Y (ann.) | 43.16% | 32.5% |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Max Drawdown | -22.65% | -62.88% |
| Longest DD Days | 274.0 | 717.0 |
| Avg. Drawdown | -3.01% | -29.32% |
| Avg. Drawdown Days | 39.0 | 256.0 |
| Recovery Factor | 9.02 | 2.22 |
| Ulcer Index | 0.98 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-03-15 | -22.65 | 274 |
| 2024-06-10 | 2024-09-13 | -12.91 | 95 |
| 2023-04-26 | 2024-01-16 | -10.97 | 264 |
| 2025-02-01 | 2025-03-03 | -5.09 | 30 |
| 2024-12-21 | 2025-01-15 | -4.97 | 25 |
| 2022-03-11 | 2022-05-19 | -3.93 | 69 |
| 2024-10-08 | 2024-10-15 | -0.18 | 6 |
| 2024-04-03 | 2024-04-08 | -0.18 | 5 |
| 2024-06-03 | 2024-06-05 | -0.18 | 2 |
| 2024-05-04 | 2024-05-06 | -0.18 | 1 |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Best Day | 27.53% | 35.33% |
| Worst Day | -8.75% | -28.78% |
| Best Week | 27.53% | 35.33% |
| Worst Week | -9.38% | -28.78% |
| Best Month | 24.43% | 38.17% |
| Worst Month | -10.21% | -29.96% |
| Best Year | 82.31% | 160.14% |
| Worst Year | 0.04% | -51.6% |
| Avg. Up Day | 5.61% | 5.8% |
| Avg. Down Day | -1.39% | -5.7% |
| Avg. Up Week | 6.08% | 8.02% |
| Avg. Down Week | -2.07% | -7.42% |
| Avg. Up Month | 7.75% | 14.81% |
| Avg. Down Month | -4.99% | -11.91% |
| Win Days % | 32.14% | 52.68% |
| Win Month % | 64.86% | 56.76% |
| Win Week % | 43.21% | 54.32% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 100.0% | 50.0% |