| Metric | 11405915:btcusd:triple_med_gx:lsma55_145 | 11405915:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 236.71% | 185.15% |
| Max Drawdown | -20.26% | -67.18% |
| Sharpe | 0.73 | 0.42 |
| Sortino | 1.19 | 0.61 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 22.06 | 3.81 |
| Outlier Loss Ratio | 4.22 | 3.69 |
| Volatility (ann.) | 13.38% | 26.06% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.09 | 0.53 |
| Skew | 2.31 | 0.18 |
| Kurtosis | 35.39 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.93% | 2.53% |
| Expected Yearly % | 35.46% | 29.95% |
| Kelly Criterion | 9.24% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.21% |
| Expected Shortfall (cVaR) | -1.13% | -2.21% |
| Year | 11405915:BTCUSD | 11405915:btcusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 8.45 | -0.14 | + |
| 2023 | 155.54 | 54.37 | 0.35 | - |
| 2024 | 121.00 | 56.66 | 0.47 | - |
| 2025 | 27.10 | 28.38 | 1.05 | + |
| Metric | 11405915:btcusd:triple_med_gx:lsma55_145 | 11405915:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 13.72% | 41.88% |
| 6M | 22.4% | 22.91% |
| YTD | 28.38% | 27.1% |
| 1Y | 57.18% | 82.29% |
| 3Y (ann.) | 41.04% | 77.48% |
| 5Y (ann.) | 42.27% | 35.56% |
| Metric | 11405915:btcusd:triple_med_gx:lsma55_145 | 11405915:BTCUSD |
|---|---|---|
| Max Drawdown | -20.26% | -67.18% |
| Longest DD Days | 203.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.94% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 11.68 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2022-08-12 | -20.26 | 88 |
| 2022-08-25 | 2023-03-12 | -19.95 | 199 |
| 2024-06-05 | 2024-08-08 | -14.35 | 63 |
| 2024-01-02 | 2024-03-24 | -13.59 | 82 |
| 2023-04-26 | 2023-11-15 | -13.16 | 203 |
| 2022-03-02 | 2022-05-15 | -9.37 | 74 |
| 2024-08-09 | 2024-09-13 | -8.04 | 35 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2025-01-04 | 2025-02-03 | -6.68 | 30 |
| 2024-09-14 | 2024-10-14 | -6.01 | 30 |
| Metric | 11405915:btcusd:triple_med_gx:lsma55_145 | 11405915:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 25.13% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 56.66% | 155.54% |
| Worst Year | 8.45% | -60.27% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.07% | 5.93% |
| Avg. Down Week | -2.4% | -4.37% |
| Avg. Up Month | 6.58% | 10.91% |
| Avg. Down Month | -4.03% | -12.18% |
| Win Days % | 50.82% | 51.3% |
| Win Month % | 75.68% | 61.9% |
| Win Week % | 58.76% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |