| Metric | 11403018:btcusd:triple_med_gx:lsma45_140 | 11403018:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 71.77% | 161.99% |
| Max Drawdown | -18.49% | -67.18% |
| Sharpe | 0.4 | 0.41 |
| Sortino | 0.65 | 0.59 |
| Payoff Ratio | 1.19 | 1.2 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 30.5 | 3.64 |
| Outlier Loss Ratio | 4.09 | 3.38 |
| Volatility (ann.) | 11.82% | 26.28% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.95 | 0.5 |
| Skew | 2.75 | 0.18 |
| Kurtosis | 57.16 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.38% |
| Expected Yearly % | 14.48% | 27.22% |
| Kelly Criterion | 2.78% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.23% |
| Expected Shortfall (cVaR) | -1.0% | -2.23% |
| Year | 11403018:BTCUSD | 11403018:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 18.44 | -0.31 | + |
| 2023 | 155.54 | 16.94 | 0.11 | - |
| 2024 | 121.00 | 5.83 | 0.05 | - |
| 2025 | 16.76 | 17.19 | 1.03 | + |
| Metric | 11403018:btcusd:triple_med_gx:lsma45_140 | 11403018:BTCUSD |
|---|---|---|
| MTD | 3.26% | 4.16% |
| 3M | 11.17% | 31.46% |
| 6M | 11.54% | 12.77% |
| YTD | 17.19% | 16.76% |
| 1Y | 0.86% | 56.84% |
| 3Y (ann.) | 13.68% | 55.31% |
| 5Y (ann.) | 17.54% | 33.33% |
| Metric | 11403018:btcusd:triple_med_gx:lsma45_140 | 11403018:BTCUSD |
|---|---|---|
| Max Drawdown | -18.49% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -4.13% | -6.97% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 3.88 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -18.49 | 306 |
| 2023-03-01 | 2023-04-26 | -15.57 | 56 |
| 2022-08-13 | 2023-02-16 | -14.92 | 186 |
| 2022-05-16 | 2022-06-21 | -13.02 | 36 |
| 2023-04-26 | 2023-11-10 | -12.63 | 198 |
| 2024-06-05 | 2024-08-08 | -10.53 | 64 |
| 2024-01-02 | 2024-03-22 | -10.00 | 79 |
| 2022-03-01 | 2022-05-14 | -9.19 | 74 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2023-12-16 | 2024-01-02 | -5.50 | 16 |
| Metric | 11403018:btcusd:triple_med_gx:lsma45_140 | 11403018:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 13.84% | 35.75% |
| Worst Week | -8.86% | -29.64% |
| Best Month | 12.42% | 43.77% |
| Worst Month | -9.42% | -37.12% |
| Best Year | 18.44% | 155.54% |
| Worst Year | 5.83% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 4.11% | 7.59% |
| Avg. Down Week | -2.26% | -4.75% |
| Avg. Up Month | 4.51% | 14.58% |
| Avg. Down Month | -3.97% | -8.11% |
| Win Days % | 47.1% | 51.27% |
| Win Month % | 65.0% | 60.98% |
| Win Week % | 49.0% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |