| Metric | 11439271:btcusd:triple_med_gx:lsma45_140 | 11439271:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 99.2% | 110.44% |
| Max Drawdown | -14.25% | -67.18% |
| Sharpe | 0.51 | 0.36 |
| Sortino | 0.84 | 0.51 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.41 | 1.03 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 29.72 | 3.71 |
| Outlier Loss Ratio | 4.21 | 3.37 |
| Volatility (ann.) | 12.26% | 26.6% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.72 | 0.4 |
| Skew | 2.88 | 0.16 |
| Kurtosis | 57.11 | 6.24 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.83% | 1.98% |
| Expected Yearly % | 18.8% | 20.44% |
| Kelly Criterion | 4.63% | 10.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.26% |
| Expected Shortfall (cVaR) | -1.04% | -2.26% |
| Year | 11439271:BTCUSD | 11439271:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 19.16 | -0.32 | + |
| 2023 | 155.54 | 12.62 | 0.08 | - |
| 2024 | 121.00 | 27.03 | 0.22 | - |
| 2025 | -6.21 | 16.85 | -2.71 | + |
| Metric | 11439271:btcusd:triple_med_gx:lsma45_140 | 11439271:BTCUSD |
|---|---|---|
| MTD | 16.23% | 3.86% |
| 3M | 12.34% | -7.61% |
| 6M | 7.79% | 38.23% |
| YTD | 16.85% | -6.21% |
| 1Y | 19.63% | 25.27% |
| 3Y (ann.) | 20.51% | 25.44% |
| 5Y (ann.) | 24.57% | 26.77% |
| Metric | 11439271:btcusd:triple_med_gx:lsma45_140 | 11439271:BTCUSD |
|---|---|---|
| Max Drawdown | -14.25% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.84% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 6.96 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-03-06 | -14.25 | 209 |
| 2022-08-11 | 2023-04-10 | -13.93 | 242 |
| 2022-06-17 | 2022-06-21 | -13.59 | 4 |
| 2023-06-13 | 2024-02-26 | -12.92 | 258 |
| 2024-06-07 | 2024-08-08 | -9.62 | 61 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2022-04-20 | 2022-05-15 | -6.87 | 25 |
| 2022-03-12 | 2022-04-20 | -6.24 | 38 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| Metric | 11439271:btcusd:triple_med_gx:lsma45_140 | 11439271:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 16.92% | 35.75% |
| Worst Week | -6.08% | -29.64% |
| Best Month | 16.23% | 43.77% |
| Worst Month | -8.57% | -37.12% |
| Best Year | 27.03% | 155.54% |
| Worst Year | 12.62% | -60.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 4.63% | 7.52% |
| Avg. Down Week | -2.25% | -4.65% |
| Avg. Up Month | 5.09% | 13.91% |
| Avg. Down Month | -3.24% | -10.51% |
| Win Days % | 47.16% | 51.09% |
| Win Month % | 64.86% | 60.53% |
| Win Week % | 47.92% | 49.1% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |