| Metric | 11442168:btcusd:triple_med_gx:lsma30_145 | 11442168:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 173.54% | 110.41% |
| Max Drawdown | -37.77% | -67.18% |
| Sharpe | 0.65 | 0.36 |
| Sortino | 1.05 | 0.51 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.57 | 1.03 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 23.14 | 3.86 |
| Outlier Loss Ratio | 4.19 | 3.75 |
| Volatility (ann.) | 13.81% | 26.61% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.0 | 0.4 |
| Skew | 2.06 | 0.16 |
| Kurtosis | 35.71 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.68% | 1.98% |
| Expected Yearly % | 28.6% | 20.44% |
| Kelly Criterion | 8.32% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.27% |
| Expected Shortfall (cVaR) | -1.16% | -2.27% |
| Year | 11442168:BTCUSD | 11442168:btcusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.33 | 0.07 | + |
| 2023 | 155.54 | 51.69 | 0.33 | - |
| 2024 | 121.00 | 65.41 | 0.54 | - |
| 2025 | -6.21 | 13.96 | -2.25 | + |
| Metric | 11442168:btcusd:triple_med_gx:lsma30_145 | 11442168:BTCUSD |
|---|---|---|
| MTD | 11.14% | 3.86% |
| 3M | 12.26% | -7.61% |
| 6M | 21.29% | 38.23% |
| YTD | 13.96% | -6.21% |
| 1Y | 68.25% | 25.27% |
| 3Y (ann.) | 29.3% | 25.44% |
| 5Y (ann.) | 37.86% | 26.79% |
| Metric | 11442168:btcusd:triple_med_gx:lsma30_145 | 11442168:BTCUSD |
|---|---|---|
| Max Drawdown | -37.77% | -67.18% |
| Longest DD Days | 548.0 | 683.0 |
| Avg. Drawdown | -3.49% | -7.04% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 4.59 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-11-15 | -37.77 | 548 |
| 2022-03-09 | 2022-05-13 | -15.45 | 64 |
| 2024-05-05 | 2024-08-08 | -14.59 | 95 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2024-12-26 | 2025-03-05 | -8.09 | 69 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-08-09 | 2024-09-10 | -6.02 | 32 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| Metric | 11442168:btcusd:triple_med_gx:lsma30_145 | 11442168:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -18.97% | -37.12% |
| Best Year | 65.41% | 155.54% |
| Worst Year | -4.33% | -60.27% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 4.26% | 6.89% |
| Avg. Down Week | -2.71% | -5.38% |
| Avg. Up Month | 6.46% | 12.15% |
| Avg. Down Month | -6.1% | -13.37% |
| Win Days % | 50.25% | 51.11% |
| Win Month % | 71.43% | 60.53% |
| Win Week % | 53.41% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |