| Metric | 11404072:btcusd:triple_med_gx:lsma45_140 | 11404072:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 180.78% | 161.99% |
| Max Drawdown | -40.66% | -67.18% |
| Sharpe | 0.62 | 0.41 |
| Sortino | 0.99 | 0.59 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.71 | 0.6 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 22.24 | 3.87 |
| Outlier Loss Ratio | 4.16 | 3.75 |
| Volatility (ann.) | 13.89% | 26.28% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.89 | 0.5 |
| Skew | 1.79 | 0.18 |
| Kurtosis | 34.76 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.55% | 2.38% |
| Expected Yearly % | 29.45% | 27.22% |
| Kelly Criterion | 7.8% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.23% |
| Expected Shortfall (cVaR) | -1.17% | -2.23% |
| Year | 11404072:BTCUSD | 11404072:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -14.55 | 0.24 | + |
| 2023 | 155.54 | 50.80 | 0.33 | - |
| 2024 | 121.00 | 61.89 | 0.51 | - |
| 2025 | 16.76 | 34.59 | 2.06 | + |
| Metric | 11404072:btcusd:triple_med_gx:lsma45_140 | 11404072:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 16.61% | 31.46% |
| 6M | 33.51% | 12.77% |
| YTD | 34.59% | 16.76% |
| 1Y | 50.3% | 56.84% |
| 3Y (ann.) | 31.27% | 55.31% |
| 5Y (ann.) | 36.12% | 33.33% |
| Metric | 11404072:btcusd:triple_med_gx:lsma45_140 | 11404072:BTCUSD |
|---|---|---|
| Max Drawdown | -40.66% | -67.18% |
| Longest DD Days | 585.0 | 683.0 |
| Avg. Drawdown | -3.19% | -6.97% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 4.45 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-12-22 | -40.66 | 585 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2022-04-10 | 2022-05-12 | -9.69 | 31 |
| 2024-12-21 | 2025-01-14 | -9.39 | 24 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-08-09 | 2024-10-14 | -9.05 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-03-06 | 2025-04-11 | -5.68 | 36 |
| 2023-12-22 | 2024-01-01 | -5.33 | 10 |
| Metric | 11404072:btcusd:triple_med_gx:lsma45_140 | 11404072:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 25.75% | 43.77% |
| Worst Month | -15.56% | -37.12% |
| Best Year | 61.89% | 155.54% |
| Worst Year | -14.55% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.61% | 5.85% |
| Avg. Down Week | -3.0% | -5.02% |
| Avg. Up Month | 6.71% | 12.66% |
| Avg. Down Month | -5.1% | -12.6% |
| Win Days % | 50.55% | 51.27% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 53.68% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |