| Metric | 11404183:btcusd:triple_med_gx:lsma45_140 | 11404183:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 254.69% | 185.19% |
| Max Drawdown | -31.96% | -67.18% |
| Sharpe | 0.73 | 0.42 |
| Sortino | 1.2 | 0.61 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 22.15 | 3.94 |
| Outlier Loss Ratio | 4.23 | 3.77 |
| Volatility (ann.) | 13.93% | 26.05% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.39 | 0.53 |
| Skew | 2.37 | 0.18 |
| Kurtosis | 37.09 | 6.49 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.06% | 2.53% |
| Expected Yearly % | 37.23% | 29.95% |
| Kelly Criterion | 8.64% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.21% |
| Expected Shortfall (cVaR) | -1.17% | -2.21% |
| Year | 11404183:BTCUSD | 11404183:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.72 | 0.03 | + |
| 2023 | 155.54 | 45.25 | 0.29 | - |
| 2024 | 121.00 | 85.25 | 0.70 | - |
| 2025 | 27.10 | 34.13 | 1.26 | + |
| Metric | 11404183:btcusd:triple_med_gx:lsma45_140 | 11404183:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.08% | 41.88% |
| 6M | 22.11% | 22.91% |
| YTD | 34.13% | 27.1% |
| 1Y | 81.62% | 82.29% |
| 3Y (ann.) | 41.64% | 77.48% |
| 5Y (ann.) | 44.39% | 35.54% |
| Metric | 11404183:btcusd:triple_med_gx:lsma45_140 | 11404183:BTCUSD |
|---|---|---|
| Max Drawdown | -31.96% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -2.97% | -6.76% |
| Avg. Drawdown Days | 19.0 | 35.0 |
| Recovery Factor | 7.97 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-10 | -31.96 | 329 |
| 2024-06-05 | 2024-09-13 | -14.78 | 99 |
| 2024-01-02 | 2024-02-27 | -10.83 | 55 |
| 2023-07-14 | 2024-01-02 | -9.66 | 172 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-02-28 | -7.79 | 26 |
| 2025-03-03 | 2025-05-22 | -7.34 | 80 |
| 2025-06-10 | 2025-07-17 | -6.76 | 37 |
| 2022-03-02 | 2022-04-20 | -6.69 | 49 |
| 2024-12-16 | 2025-01-02 | -6.55 | 17 |
| Metric | 11404183:btcusd:triple_med_gx:lsma45_140 | 11404183:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -11.99% | -29.64% |
| Best Month | 23.42% | 43.77% |
| Worst Month | -15.64% | -37.12% |
| Best Year | 85.25% | 155.54% |
| Worst Year | -1.72% | -60.27% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.4% | 6.67% |
| Avg. Down Week | -2.84% | -4.27% |
| Avg. Up Month | 7.9% | 14.82% |
| Avg. Down Month | -5.13% | -11.51% |
| Win Days % | 50.43% | 51.29% |
| Win Month % | 62.5% | 61.9% |
| Win Week % | 59.0% | 51.37% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 75.0% | 75.0% |