| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 323.6% | 122.05% |
| Max Drawdown | -23.56% | -67.18% |
| Sharpe | 0.78 | 0.33 |
| Sortino | 1.26 | 0.48 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.68 | 1.02 |
| CPC Index | 0.77 | 0.61 |
| Tail Ratio | 1.31 | 0.97 |
| Outlier Win Ratio | 22.67 | 3.93 |
| Outlier Loss Ratio | 4.21 | 3.7 |
| Volatility (ann.) | 13.13% | 25.5% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.93 | 0.34 |
| Skew | 1.88 | 0.15 |
| Kurtosis | 34.42 | 6.56 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.12% | 1.71% |
| Expected Yearly % | 43.46% | 22.07% |
| Kelly Criterion | 9.75% | 8.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.17% |
| Expected Shortfall (cVaR) | -1.1% | -2.17% |
| Year | 11405913:BTCUSD | 11405913:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 9.01 | -0.15 | + |
| 2023 | 155.54 | 48.87 | 0.31 | - |
| 2024 | 121.00 | 80.84 | 0.67 | - |
| 2025 | -1.03 | 44.34 | -43.24 | + |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 3.05% | -17.17% |
| 6M | 3.02% | -16.23% |
| YTD | 44.34% | -1.03% |
| 1Y | 50.09% | -5.06% |
| 3Y (ann.) | 56.86% | 75.28% |
| 5Y (ann.) | 45.58% | 23.06% |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Max Drawdown | -23.56% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.79% | -7.79% |
| Avg. Drawdown Days | 14.0 | 37.0 |
| Recovery Factor | 13.74 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -23.56 | 301 |
| 2024-06-05 | 2024-08-08 | -14.80 | 64 |
| 2025-11-15 | 2025-12-10 | -14.51 | 24 |
| 2023-04-26 | 2023-12-01 | -10.68 | 218 |
| 2024-01-17 | 2024-03-23 | -10.02 | 66 |
| 2022-03-11 | 2022-05-13 | -9.85 | 62 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-27 | -6.81 | 47 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2025-07-28 | 2025-09-03 | -5.85 | 37 |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.15% | -29.64% |
| Best Month | 29.62% | 43.77% |
| Worst Month | -8.75% | -37.12% |
| Best Year | 80.84% | 155.54% |
| Worst Year | 9.01% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.22% | 5.73% |
| Avg. Down Week | -3.04% | -4.92% |
| Avg. Up Month | 7.25% | 10.6% |
| Avg. Down Month | -4.11% | -12.11% |
| Win Days % | 51.3% | 51.4% |
| Win Month % | 71.43% | 59.57% |
| Win Week % | 62.39% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 100.0% | 50.0% |