| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 158.03% | 99.44% |
| Max Drawdown | -28.01% | -67.18% |
| Sharpe | 0.62 | 0.34 |
| Sortino | 0.99 | 0.49 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.5 | 1.03 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 23.3 | 3.94 |
| Outlier Loss Ratio | 4.24 | 3.73 |
| Volatility (ann.) | 13.72% | 26.57% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.25 | 0.36 |
| Skew | 1.94 | 0.16 |
| Kurtosis | 34.16 | 6.25 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.46% | 1.79% |
| Expected Yearly % | 26.74% | 18.84% |
| Kelly Criterion | 7.15% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.26% |
| Expected Shortfall (cVaR) | -1.16% | -2.26% |
| Year | 11442226:BTCUSD | 11442226:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.56 | 0.03 | + |
| 2023 | 155.54 | 38.72 | 0.25 | - |
| 2024 | 121.00 | 59.99 | 0.50 | - |
| 2025 | -11.10 | 18.10 | -1.63 | + |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 17.83% | -11.3% |
| 6M | 27.59% | 26.51% |
| YTD | 18.1% | -11.1% |
| 1Y | 62.15% | 16.41% |
| 3Y (ann.) | 28.51% | 22.12% |
| 5Y (ann.) | 35.1% | 24.5% |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Max Drawdown | -28.01% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.59% | -7.04% |
| Avg. Drawdown Days | 20.0 | 36.0 |
| Recovery Factor | 5.64 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.01 | 302 |
| 2024-06-05 | 2024-08-08 | -14.19 | 64 |
| 2022-03-02 | 2022-05-13 | -10.46 | 72 |
| 2024-01-17 | 2024-03-23 | -10.02 | 66 |
| 2024-08-09 | 2024-09-13 | -9.36 | 35 |
| 2023-07-14 | 2023-11-15 | -8.76 | 124 |
| 2025-03-06 | 2025-04-01 | -8.61 | 25 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2023-04-11 | 2023-07-13 | -7.87 | 93 |
| 2025-02-04 | 2025-03-05 | -7.29 | 29 |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -10.68% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -9.45% | -37.12% |
| Best Year | 59.99% | 155.54% |
| Worst Year | -1.56% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.21% | 6.73% |
| Avg. Down Week | -2.75% | -5.37% |
| Avg. Up Month | 7.15% | 13.03% |
| Avg. Down Month | -4.2% | -12.09% |
| Win Days % | 50.39% | 51.1% |
| Win Month % | 65.71% | 58.97% |
| Win Week % | 56.32% | 48.81% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 50.0% |