| Metric | 11442170:btcusd:triple_med_gx:lsma40_145 | 11442170:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 153.32% | 110.41% |
| Max Drawdown | -38.07% | -67.18% |
| Sharpe | 0.61 | 0.36 |
| Sortino | 0.98 | 0.51 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.5 | 1.03 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 23.09 | 3.88 |
| Outlier Loss Ratio | 4.21 | 3.75 |
| Volatility (ann.) | 13.68% | 26.61% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.91 | 0.4 |
| Skew | 1.98 | 0.16 |
| Kurtosis | 34.01 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.48% | 1.98% |
| Expected Yearly % | 26.16% | 20.44% |
| Kelly Criterion | 7.53% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.27% |
| Expected Shortfall (cVaR) | -1.16% | -2.27% |
| Year | 11442170:BTCUSD | 11442170:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.45 | 0.07 | + |
| 2023 | 155.54 | 44.64 | 0.29 | - |
| 2024 | 121.00 | 63.75 | 0.53 | - |
| 2025 | -6.21 | 11.95 | -1.92 | + |
| Metric | 11442170:btcusd:triple_med_gx:lsma40_145 | 11442170:BTCUSD |
|---|---|---|
| MTD | 6.74% | 3.86% |
| 3M | 10.28% | -7.61% |
| 6M | 21.5% | 38.23% |
| YTD | 11.95% | -6.21% |
| 1Y | 65.81% | 25.27% |
| 3Y (ann.) | 26.68% | 25.44% |
| 5Y (ann.) | 34.52% | 26.79% |
| Metric | 11442170:btcusd:triple_med_gx:lsma40_145 | 11442170:BTCUSD |
|---|---|---|
| Max Drawdown | -38.07% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -3.65% | -7.04% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 4.03 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-12-01 | -38.07 | 564 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2022-03-11 | 2022-05-12 | -11.08 | 61 |
| 2024-01-02 | 2024-03-25 | -10.52 | 83 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2024-08-09 | 2024-10-07 | -7.93 | 59 |
| 2024-12-26 | 2025-02-11 | -6.93 | 47 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11442170:btcusd:triple_med_gx:lsma40_145 | 11442170:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.12% | -29.64% |
| Best Month | 25.75% | 43.77% |
| Worst Month | -16.16% | -37.12% |
| Best Year | 63.75% | 155.54% |
| Worst Year | -4.45% | -60.27% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 4.19% | 7.02% |
| Avg. Down Week | -2.82% | -5.4% |
| Avg. Up Month | 6.16% | 12.15% |
| Avg. Down Month | -5.09% | -12.73% |
| Win Days % | 50.12% | 51.11% |
| Win Month % | 68.57% | 60.53% |
| Win Week % | 52.87% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |