| Metric | 11405918:btcusd:triple_med_gx:lsma70_145 | 11405918:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 150.57% | 110.41% |
| Max Drawdown | -27.25% | -67.18% |
| Sharpe | 0.58 | 0.36 |
| Sortino | 0.92 | 0.51 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.4 | 1.03 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 20.57 | 3.92 |
| Outlier Loss Ratio | 4.29 | 3.79 |
| Volatility (ann.) | 14.37% | 26.61% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.25 | 0.4 |
| Skew | 1.8 | 0.16 |
| Kurtosis | 30.46 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.45% | 1.98% |
| Expected Yearly % | 25.81% | 20.44% |
| Kelly Criterion | 6.63% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.27% |
| Expected Shortfall (cVaR) | -1.21% | -2.27% |
| Year | 11405918:BTCUSD | 11405918:btcusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.31 | 0.01 | + |
| 2023 | 155.54 | 66.99 | 0.43 | - |
| 2024 | 121.00 | 46.41 | 0.38 | - |
| 2025 | -6.21 | 2.81 | -0.45 | + |
| Metric | 11405918:btcusd:triple_med_gx:lsma70_145 | 11405918:BTCUSD |
|---|---|---|
| MTD | -3.76% | 3.86% |
| 3M | 3.08% | -7.61% |
| 6M | 16.03% | 38.23% |
| YTD | 2.81% | -6.21% |
| 1Y | 27.98% | 25.27% |
| 3Y (ann.) | 29.7% | 25.44% |
| 5Y (ann.) | 34.05% | 26.79% |
| Metric | 11405918:btcusd:triple_med_gx:lsma70_145 | 11405918:BTCUSD |
|---|---|---|
| Max Drawdown | -27.25% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -3.48% | -7.04% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 5.53 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-13 | -27.25 | 376 |
| 2024-04-23 | 2024-09-13 | -16.79 | 143 |
| 2025-03-07 | 2025-03-26 | -12.04 | 18 |
| 2024-01-07 | 2024-03-23 | -10.66 | 75 |
| 2023-07-14 | 2023-11-15 | -8.97 | 124 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-05-23 | 2023-06-20 | -7.25 | 28 |
| 2025-01-05 | 2025-02-03 | -6.52 | 29 |
| 2023-03-14 | 2023-04-11 | -6.03 | 27 |
| 2024-09-14 | 2024-10-14 | -5.92 | 30 |
| Metric | 11405918:btcusd:triple_med_gx:lsma70_145 | 11405918:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 22.74% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 66.99% | 155.54% |
| Worst Year | -0.31% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.5% | 6.4% |
| Avg. Down Week | -2.47% | -4.01% |
| Avg. Up Month | 8.24% | 11.52% |
| Avg. Down Month | -3.79% | -12.66% |
| Win Days % | 50.52% | 51.11% |
| Win Month % | 63.64% | 60.53% |
| Win Week % | 54.84% | 49.1% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |