| Metric | 11405857:btcusd:triple_med_gx:lsma45_145 | 11405857:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 213.88% | 185.15% |
| Max Drawdown | -33.15% | -67.18% |
| Sharpe | 0.69 | 0.42 |
| Sortino | 1.11 | 0.61 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 22.67 | 3.82 |
| Outlier Loss Ratio | 4.21 | 3.77 |
| Volatility (ann.) | 13.31% | 26.06% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.19 | 0.53 |
| Skew | 1.96 | 0.18 |
| Kurtosis | 34.51 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.76% | 2.53% |
| Expected Yearly % | 33.1% | 29.95% |
| Kelly Criterion | 8.49% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.21% |
| Expected Shortfall (cVaR) | -1.12% | -2.21% |
| Year | 11405857:BTCUSD | 11405857:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -2.53 | 0.04 | + |
| 2023 | 155.54 | 51.73 | 0.33 | - |
| 2024 | 121.00 | 47.24 | 0.39 | - |
| 2025 | 27.10 | 44.14 | 1.63 | + |
| Metric | 11405857:btcusd:triple_med_gx:lsma45_145 | 11405857:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 12.91% | 41.88% |
| 6M | 31.3% | 22.91% |
| YTD | 44.14% | 27.1% |
| 1Y | 74.6% | 82.29% |
| 3Y (ann.) | 37.42% | 77.48% |
| 5Y (ann.) | 39.4% | 35.56% |
| Metric | 11405857:btcusd:triple_med_gx:lsma45_145 | 11405857:BTCUSD |
|---|---|---|
| Max Drawdown | -33.15% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -3.44% | -6.94% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 6.45 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-10 | -33.15 | 329 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2022-03-11 | 2022-05-13 | -11.69 | 62 |
| 2024-01-02 | 2024-03-25 | -10.40 | 83 |
| 2023-07-14 | 2023-12-01 | -9.92 | 140 |
| 2024-08-09 | 2024-10-14 | -8.20 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-13 | -6.93 | 18 |
| 2025-06-10 | 2025-07-17 | -6.83 | 37 |
| 2025-03-06 | 2025-04-11 | -5.68 | 35 |
| Metric | 11405857:btcusd:triple_med_gx:lsma45_145 | 11405857:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.63% | -29.64% |
| Best Month | 28.11% | 43.77% |
| Worst Month | -12.41% | -37.12% |
| Best Year | 51.73% | 155.54% |
| Worst Year | -2.53% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.38% | 5.85% |
| Avg. Down Week | -2.83% | -4.95% |
| Avg. Up Month | 6.84% | 10.86% |
| Avg. Down Month | -4.48% | -12.09% |
| Win Days % | 50.88% | 51.3% |
| Win Month % | 68.42% | 61.9% |
| Win Week % | 54.26% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |