| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 257.98% | 150.82% |
| Max Drawdown | -22.54% | -67.18% |
| Sharpe | 0.76 | 0.39 |
| Sortino | 1.26 | 0.57 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 21.9 | 3.74 |
| Outlier Loss Ratio | 4.22 | 3.65 |
| Volatility (ann.) | 13.65% | 26.25% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.04 | 0.47 |
| Skew | 2.54 | 0.18 |
| Kurtosis | 41.98 | 6.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.16% | 2.27% |
| Expected Yearly % | 37.55% | 25.85% |
| Kelly Criterion | 10.48% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.23% |
| Expected Shortfall (cVaR) | -1.15% | -2.23% |
| Year | 11405969:BTCUSD | 11405969:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.22 | 0.10 | + |
| 2023 | 155.54 | 59.94 | 0.39 | - |
| 2024 | 121.00 | 72.23 | 0.60 | - |
| 2025 | 11.80 | 38.57 | 3.27 | + |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| MTD | 3.7% | -0.27% |
| 3M | 9.22% | 26.2% |
| 6M | 37.04% | -1.67% |
| YTD | 38.57% | 11.8% |
| 1Y | 75.04% | 56.98% |
| 3Y (ann.) | 49.16% | 72.09% |
| 5Y (ann.) | 46.09% | 31.43% |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Max Drawdown | -22.54% | -67.18% |
| Longest DD Days | 300.0 | 683.0 |
| Avg. Drawdown | -2.7% | -7.17% |
| Avg. Drawdown Days | 16.0 | 37.0 |
| Recovery Factor | 11.44 | 2.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-12 | -22.54 | 300 |
| 2024-06-12 | 2024-09-09 | -14.00 | 88 |
| 2024-01-02 | 2024-03-24 | -12.57 | 82 |
| 2023-04-11 | 2023-11-28 | -10.44 | 230 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-04-21 | 2022-05-15 | -6.65 | 24 |
| 2025-04-02 | 2025-05-22 | -6.14 | 49 |
| 2025-02-02 | 2025-02-03 | -5.94 | 1 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2024-12-16 | 2025-01-02 | -5.68 | 17 |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Best Day | 9.52% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.26% | 35.75% |
| Worst Week | -10.58% | -29.64% |
| Best Month | 24.8% | 43.77% |
| Worst Month | -10.97% | -37.12% |
| Best Year | 72.23% | 155.54% |
| Worst Year | -6.22% | -60.27% |
| Avg. Up Day | 0.93% | 0.92% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 4.24% | 5.93% |
| Avg. Down Week | -2.13% | -5.28% |
| Avg. Up Month | 7.42% | 11.14% |
| Avg. Down Month | -4.01% | -11.92% |
| Win Days % | 51.28% | 51.25% |
| Win Month % | 67.57% | 58.54% |
| Win Week % | 57.29% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |