| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 196.53% | 137.92% |
| Max Drawdown | -22.1% | -62.89% |
| Sharpe | 4.8 | 2.54 |
| Sortino | 11.7 | 4.83 |
| Payoff Ratio | 4.11 | 0.84 |
| Profit Factor | 3.0 | 1.52 |
| Common Sense Ratio | 6.86 | 2.67 |
| CPC Index | 4.21 | 0.72 |
| Tail Ratio | 2.28 | 1.75 |
| Outlier Win Ratio | 6.24 | 4.22 |
| Outlier Loss Ratio | 16.58 | 2.33 |
| Volatility (ann.) | 99.79% | 232.79% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.93 | 0.52 |
| Skew | 2.33 | 1.37 |
| Kurtosis | 12.88 | 4.83 |
| Expected Daily % | 1.19% | 0.95% |
| Expected Monthly % | 3.25% | 2.58% |
| Expected Yearly % | 31.23% | 24.2% |
| Kelly Criterion | 18.02% | 4.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.28% | -18.42% |
| Expected Shortfall (cVaR) | -7.28% | -18.42% |
| Year | 11405912:BTCUSD | 11405912:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.21 | -4.29 | 0.08 | + |
| 2023 | 165.27 | 51.71 | 0.31 | - |
| 2024 | 118.41 | 67.63 | 0.57 | - |
| 2025 | -12.23 | 21.83 | -1.79 | + |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| MTD | 16.18% | 5.65% |
| 3M | 30.68% | -11.99% |
| 6M | 35.9% | 45.61% |
| YTD | 21.83% | -12.23% |
| 1Y | 102.62% | 100.09% |
| 3Y (ann.) | 35.37% | 29.99% |
| 5Y (ann.) | 42.74% | 32.81% |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Max Drawdown | -22.1% | -62.89% |
| Longest DD Days | 369.0 | 652.0 |
| Avg. Drawdown | -2.36% | -24.24% |
| Avg. Drawdown Days | 42.0 | 207.0 |
| Recovery Factor | 8.89 | 2.19 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2023-03-14 | -22.10 | 369 |
| 2024-06-05 | 2024-08-12 | -9.20 | 68 |
| 2023-04-20 | 2023-12-01 | -6.48 | 225 |
| 2025-02-01 | 2025-03-02 | -3.53 | 28 |
| 2024-04-30 | 2024-05-05 | -1.97 | 5 |
| 2024-01-15 | 2024-03-28 | -1.36 | 72 |
| 2025-01-13 | 2025-01-15 | -0.18 | 2 |
| 2023-04-08 | 2023-04-12 | -0.18 | 4 |
| 2024-12-27 | 2025-01-04 | -0.18 | 8 |
| 2025-03-05 | 2025-03-06 | -0.18 | 0 |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Best Day | 29.85% | 50.77% |
| Worst Day | -16.14% | -30.05% |
| Best Week | 29.85% | 50.77% |
| Worst Week | -16.14% | -30.05% |
| Best Month | 29.62% | 67.44% |
| Worst Month | -16.14% | -30.72% |
| Best Year | 67.63% | 165.27% |
| Worst Year | -4.29% | -53.21% |
| Avg. Up Day | 5.84% | 6.03% |
| Avg. Down Day | -1.42% | -7.14% |
| Avg. Up Week | 6.6% | 7.32% |
| Avg. Down Week | -1.86% | -8.37% |
| Avg. Up Month | 9.02% | 16.69% |
| Avg. Down Month | -4.93% | -18.37% |
| Win Days % | 34.07% | 56.04% |
| Win Month % | 63.64% | 60.61% |
| Win Week % | 41.67% | 52.78% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |