| Metric | 11442230:btcusd:triple_med_gx:lsma65_145 | 11442230:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 127.76% | 110.41% |
| Max Drawdown | -27.2% | -67.18% |
| Sharpe | 0.53 | 0.36 |
| Sortino | 0.84 | 0.51 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.34 | 1.03 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 21.06 | 3.92 |
| Outlier Loss Ratio | 4.26 | 3.79 |
| Volatility (ann.) | 14.33% | 26.61% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.1 | 0.4 |
| Skew | 1.75 | 0.16 |
| Kurtosis | 31.12 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.19% | 1.98% |
| Expected Yearly % | 22.85% | 20.44% |
| Kelly Criterion | 5.64% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.27% |
| Expected Shortfall (cVaR) | -1.21% | -2.27% |
| Year | 11442230:BTCUSD | 11442230:btcusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.84 | 0.01 | + |
| 2023 | 155.54 | 58.80 | 0.38 | - |
| 2024 | 121.00 | 44.02 | 0.36 | - |
| 2025 | -6.21 | 0.43 | -0.07 | + |
| Metric | 11442230:btcusd:triple_med_gx:lsma65_145 | 11442230:BTCUSD |
|---|---|---|
| MTD | -4.94% | 3.86% |
| 3M | 1.18% | -7.61% |
| 6M | 11.95% | 38.23% |
| YTD | 0.43% | -6.21% |
| 1Y | 20.31% | 25.27% |
| 3Y (ann.) | 24.02% | 25.44% |
| 5Y (ann.) | 30.03% | 26.79% |
| Metric | 11442230:btcusd:triple_med_gx:lsma65_145 | 11442230:BTCUSD |
|---|---|---|
| Max Drawdown | -27.2% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -3.42% | -7.04% |
| Avg. Drawdown Days | 20.0 | 36.0 |
| Recovery Factor | 4.7 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-13 | -27.20 | 376 |
| 2025-03-06 | 2025-03-26 | -15.46 | 19 |
| 2024-04-23 | 2024-09-13 | -15.05 | 143 |
| 2024-01-05 | 2024-03-22 | -10.46 | 77 |
| 2023-07-14 | 2023-10-16 | -9.04 | 94 |
| 2025-02-04 | 2025-03-05 | -8.22 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -6.09 | 30 |
| 2023-04-30 | 2023-05-12 | -5.66 | 12 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11442230:btcusd:triple_med_gx:lsma65_145 | 11442230:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 58.8% | 155.54% |
| Worst Year | -0.84% | -60.27% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.41% | 6.84% |
| Avg. Down Week | -2.5% | -5.07% |
| Avg. Up Month | 7.05% | 13.13% |
| Avg. Down Month | -4.49% | -12.83% |
| Win Days % | 49.89% | 51.11% |
| Win Month % | 67.65% | 60.53% |
| Win Week % | 53.76% | 49.1% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |