| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 200.67% | 137.64% |
| Max Drawdown | -17.45% | -61.81% |
| Sharpe | 4.99 | 2.57 |
| Sortino | 11.06 | 4.62 |
| Payoff Ratio | 3.68 | 0.79 |
| Profit Factor | 2.98 | 1.51 |
| Common Sense Ratio | 6.78 | 2.63 |
| CPC Index | 4.13 | 0.67 |
| Tail Ratio | 2.27 | 1.74 |
| Outlier Win Ratio | 6.02 | 3.83 |
| Outlier Loss Ratio | 17.53 | 2.72 |
| Volatility (ann.) | 94.6% | 216.86% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.49 | 0.53 |
| Skew | 1.81 | 1.07 |
| Kurtosis | 10.59 | 4.83 |
| Expected Daily % | 1.18% | 0.93% |
| Expected Monthly % | 3.2% | 2.5% |
| Expected Yearly % | 31.68% | 24.16% |
| Kelly Criterion | 20.68% | 0.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.85% | -17.14% |
| Expected Shortfall (cVaR) | -6.85% | -17.14% |
| Year | 11442224:BTCUSD | 11442224:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.53 | 8.40 | -0.16 | + |
| 2023 | 159.72 | 43.56 | 0.27 | - |
| 2024 | 118.82 | 60.71 | 0.51 | - |
| 2025 | -11.91 | 20.22 | -1.70 | + |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| MTD | 12.21% | -0.44% |
| 3M | 35.55% | -12.1% |
| 6M | 42.58% | 44.32% |
| YTD | 20.22% | -11.91% |
| 1Y | 91.02% | 99.85% |
| 3Y (ann.) | 35.81% | 29.89% |
| 5Y (ann.) | 43.43% | 32.79% |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Max Drawdown | -17.45% | -61.81% |
| Longest DD Days | 273.0 | 654.0 |
| Avg. Drawdown | -1.97% | -23.91% |
| Avg. Drawdown Days | 35.0 | 202.0 |
| Recovery Factor | 11.5 | 2.23 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-03-14 | -17.45 | 273 |
| 2024-06-10 | 2024-09-12 | -10.36 | 94 |
| 2023-04-20 | 2023-11-26 | -8.49 | 220 |
| 2024-04-29 | 2024-05-05 | -3.46 | 5 |
| 2024-01-15 | 2024-03-27 | -1.72 | 72 |
| 2022-03-08 | 2022-05-17 | -0.78 | 70 |
| 2024-10-08 | 2024-10-14 | -0.18 | 6 |
| 2023-11-26 | 2023-12-02 | -0.18 | 5 |
| 2025-02-02 | 2025-02-05 | -0.18 | 2 |
| 2024-12-20 | 2024-12-25 | -0.18 | 4 |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Best Day | 25.97% | 50.77% |
| Worst Day | -15.93% | -32.19% |
| Best Week | 25.97% | 50.77% |
| Worst Week | -15.93% | -32.19% |
| Best Month | 25.75% | 62.8% |
| Worst Month | -15.93% | -30.61% |
| Best Year | 60.71% | 159.72% |
| Worst Year | 8.4% | -52.53% |
| Avg. Up Day | 5.22% | 5.41% |
| Avg. Down Day | -1.42% | -6.81% |
| Avg. Up Week | 5.86% | 6.94% |
| Avg. Down Week | -2.02% | -8.83% |
| Avg. Up Month | 7.38% | 16.3% |
| Avg. Down Month | -5.8% | -14.66% |
| Win Days % | 37.63% | 55.91% |
| Win Month % | 70.59% | 58.82% |
| Win Week % | 45.21% | 56.16% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |