| Metric | 11405982:btcusd:triple_med_gx:lsma110_145 | 11405982:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 124.11% | 185.15% |
| Max Drawdown | -38.95% | -67.18% |
| Sharpe | 0.46 | 0.42 |
| Sortino | 0.7 | 0.61 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 17.13 | 4.04 |
| Outlier Loss Ratio | 4.3 | 3.9 |
| Volatility (ann.) | 15.35% | 26.06% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.68 | 0.53 |
| Skew | 1.3 | 0.18 |
| Kurtosis | 23.59 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.94% | 2.53% |
| Expected Yearly % | 22.35% | 29.95% |
| Kelly Criterion | 4.6% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.21% |
| Expected Shortfall (cVaR) | -1.3% | -2.21% |
| Year | 11405982:BTCUSD | 11405982:btcusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -20.19 | 0.33 | + |
| 2023 | 155.54 | 101.11 | 0.65 | - |
| 2024 | 121.00 | 38.30 | 0.32 | - |
| 2025 | 27.10 | 0.96 | 0.04 | - |
| Metric | 11405982:btcusd:triple_med_gx:lsma110_145 | 11405982:BTCUSD |
|---|---|---|
| MTD | -1.07% | 10.71% |
| 3M | 6.48% | 41.88% |
| 6M | -0.11% | 22.91% |
| YTD | 0.96% | 27.1% |
| 1Y | 38.33% | 82.29% |
| 3Y (ann.) | 36.27% | 77.48% |
| 5Y (ann.) | 26.41% | 35.56% |
| Metric | 11405982:btcusd:triple_med_gx:lsma110_145 | 11405982:BTCUSD |
|---|---|---|
| Max Drawdown | -38.95% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -4.52% | -6.94% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 3.19 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-17 | -38.95 | 329 |
| 2024-06-12 | 2024-09-19 | -20.55 | 98 |
| 2025-01-07 | 2025-07-17 | -19.36 | 191 |
| 2022-03-02 | 2022-04-20 | -14.49 | 49 |
| 2024-01-02 | 2024-03-24 | -13.76 | 82 |
| 2023-04-14 | 2023-06-21 | -13.39 | 67 |
| 2024-04-23 | 2024-05-05 | -10.01 | 12 |
| 2024-12-17 | 2025-01-06 | -9.78 | 19 |
| 2023-07-13 | 2023-11-15 | -9.04 | 125 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| Metric | 11405982:btcusd:triple_med_gx:lsma110_145 | 11405982:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 39.42% | 43.77% |
| Worst Month | -12.72% | -37.12% |
| Best Year | 101.11% | 155.54% |
| Worst Year | -20.19% | -60.27% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.87% | 6.26% |
| Avg. Down Week | -2.53% | -4.8% |
| Avg. Up Month | 8.57% | 13.37% |
| Avg. Down Month | -5.92% | -13.07% |
| Win Days % | 50.52% | 51.3% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 46.49% | 51.37% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |