| Metric | 11405526:btcusd:triple_med_gx:lsma65_145 | 11405526:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 126.39% | 185.15% |
| Max Drawdown | -26.74% | -67.18% |
| Sharpe | 0.46 | 0.42 |
| Sortino | 0.71 | 0.61 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 21.34 | 4.05 |
| Outlier Loss Ratio | 3.96 | 3.95 |
| Volatility (ann.) | 15.63% | 26.06% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.0 | 0.53 |
| Skew | 1.44 | 0.18 |
| Kurtosis | 35.04 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.96% | 2.53% |
| Expected Yearly % | 22.66% | 29.95% |
| Kelly Criterion | 5.05% | 5.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.21% |
| Expected Shortfall (cVaR) | -1.33% | -2.21% |
| Year | 11405526:BTCUSD | 11405526:btcusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.06 | 0.00 | + |
| 2023 | 155.54 | 43.57 | 0.28 | - |
| 2024 | 121.00 | 21.43 | 0.18 | - |
| 2025 | 27.10 | 29.94 | 1.10 | + |
| Metric | 11405526:btcusd:triple_med_gx:lsma65_145 | 11405526:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.98% | 41.88% |
| 6M | 25.41% | 22.91% |
| YTD | 29.94% | 27.1% |
| 1Y | 30.06% | 82.29% |
| 3Y (ann.) | 30.25% | 77.48% |
| 5Y (ann.) | 26.78% | 35.56% |
| Metric | 11405526:btcusd:triple_med_gx:lsma65_145 | 11405526:BTCUSD |
|---|---|---|
| Max Drawdown | -26.74% | -67.18% |
| Longest DD Days | 351.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.94% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 4.73 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-10 | 2023-04-26 | -26.74 | 351 |
| 2024-06-07 | 2025-03-02 | -25.16 | 267 |
| 2024-01-02 | 2024-02-28 | -13.09 | 57 |
| 2025-03-03 | 2025-05-22 | -12.46 | 80 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-03-01 | 2022-05-10 | -9.74 | 70 |
| 2024-03-19 | 2024-03-20 | -9.00 | 1 |
| 2023-04-26 | 2023-07-13 | -7.93 | 78 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-07-14 | 2023-08-29 | -6.18 | 46 |
| Metric | 11405526:btcusd:triple_med_gx:lsma65_145 | 11405526:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -9.64% | -37.12% |
| Best Year | 43.57% | 155.54% |
| Worst Year | -0.06% | -60.27% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 3.59% | 6.01% |
| Avg. Down Week | -2.76% | -5.02% |
| Avg. Up Month | 5.62% | 13.34% |
| Avg. Down Month | -4.11% | -11.85% |
| Win Days % | 50.45% | 51.3% |
| Win Month % | 63.16% | 61.9% |
| Win Week % | 57.84% | 51.37% |
| Win Quarter % | 85.71% | 60.0% |
| Win Year % | 75.0% | 75.0% |