| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 99.25% | 109.53% |
| Max Drawdown | -11.69% | -63.34% |
| Sharpe | 4.43 | 2.53 |
| Sortino | 11.48 | 4.57 |
| Payoff Ratio | 4.27 | 0.85 |
| Profit Factor | 2.48 | 1.53 |
| Common Sense Ratio | 5.46 | 1.99 |
| CPC Index | 3.07 | 0.69 |
| Tail Ratio | 2.21 | 1.3 |
| Outlier Win Ratio | 5.4 | 3.22 |
| Outlier Loss Ratio | 19.83 | 2.69 |
| Volatility (ann.) | 77.73% | 237.93% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.18 | 0.44 |
| Skew | 1.68 | 1.23 |
| Kurtosis | 4.16 | 6.26 |
| Expected Daily % | 0.87% | 0.93% |
| Expected Monthly % | 2.25% | 2.41% |
| Expected Yearly % | 18.81% | 20.31% |
| Kelly Criterion | 12.5% | -2.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.75% | -18.84% |
| Expected Shortfall (cVaR) | -5.75% | -18.84% |
| Year | 11442631:BTCUSD | 11442631:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.18 | 14.92 | -0.26 | + |
| 2023 | 155.54 | 23.85 | 0.15 | - |
| 2024 | 119.70 | 47.56 | 0.40 | - |
| 2025 | -12.85 | -5.13 | 0.40 | + |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| MTD | -4.26% | -14.63% |
| 3M | -5.3% | -18.09% |
| 6M | 23.35% | 50.93% |
| YTD | -5.13% | -12.85% |
| 1Y | 44.82% | 95.67% |
| 3Y (ann.) | 22.39% | 24.44% |
| 5Y (ann.) | 25.47% | 27.56% |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Max Drawdown | -11.69% | -63.34% |
| Longest DD Days | 212.0 | 602.0 |
| Avg. Drawdown | -2.83% | -27.34% |
| Avg. Drawdown Days | 52.0 | 241.0 |
| Recovery Factor | 8.49 | 1.73 |
| Ulcer Index | 0.98 | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-03-14 | -11.69 | 123 |
| 2023-05-07 | 2023-12-05 | -7.34 | 212 |
| 2023-12-23 | 2024-04-23 | -6.28 | 121 |
| 2022-06-15 | 2022-10-28 | -5.68 | 134 |
| 2024-12-30 | 2025-03-11 | -5.30 | 71 |
| 2024-05-05 | 2024-08-10 | -3.35 | 96 |
| 2023-05-01 | 2023-05-02 | -1.42 | 1 |
| 2023-04-08 | 2023-04-13 | -0.18 | 4 |
| 2022-05-12 | 2022-05-15 | -0.18 | 3 |
| 2022-04-11 | 2022-04-13 | -0.18 | 1 |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Best Day | 16.18% | 59.08% |
| Worst Day | -8.72% | -32.67% |
| Best Week | 15.97% | 59.08% |
| Worst Week | -8.72% | -33.04% |
| Best Month | 15.97% | 69.07% |
| Worst Month | -8.88% | -33.04% |
| Best Year | 47.56% | 155.54% |
| Worst Year | -5.13% | -57.18% |
| Avg. Up Day | 5.5% | 5.7% |
| Avg. Down Day | -1.29% | -6.73% |
| Avg. Up Week | 6.98% | 13.57% |
| Avg. Down Week | -1.88% | -8.33% |
| Avg. Up Month | 6.13% | 23.15% |
| Avg. Down Month | -3.53% | -12.39% |
| Win Days % | 29.11% | 53.16% |
| Win Month % | 58.06% | 51.61% |
| Win Week % | 40.38% | 46.15% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |