| Metric | 11370282:btcusd:triple_med_gx:lsma30_10 | 11370282:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 38.05% | 183.01% |
| Max Drawdown | -27.83% | -67.18% |
| Sharpe | 0.31 | 0.41 |
| Sortino | 0.46 | 0.6 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 0.56 | 1.06 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 0.48 | 0.99 |
| Outlier Win Ratio | 51.62 | 3.33 |
| Outlier Loss Ratio | 4.23 | 3.13 |
| Volatility (ann.) | 8.78% | 26.3% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.35 | 0.52 |
| Skew | 0.56 | 0.18 |
| Kurtosis | 95.47 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.45% |
| Expected Yearly % | 8.4% | 29.7% |
| Kelly Criterion | -1.34% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11370282:BTCUSD | 11370282:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -18.12 | 0.29 | + |
| 2023 | 155.54 | 10.92 | 0.07 | - |
| 2024 | 121.00 | 37.28 | 0.31 | - |
| 2025 | 30.14 | 10.72 | 0.36 | - |
| Metric | 11370282:btcusd:triple_med_gx:lsma30_10 | 11370282:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | 10.66% | 45.08% |
| 6M | 6.86% | 28.47% |
| YTD | 10.72% | 30.14% |
| 1Y | 34.05% | 105.13% |
| 3Y (ann.) | 18.52% | 81.7% |
| 5Y (ann.) | 9.66% | 34.66% |
| Metric | 11370282:btcusd:triple_med_gx:lsma30_10 | 11370282:BTCUSD |
|---|---|---|
| Max Drawdown | -27.83% | -67.18% |
| Longest DD Days | 761.0 | 683.0 |
| Avg. Drawdown | -3.18% | -7.49% |
| Avg. Drawdown Days | 47.0 | 37.0 |
| Recovery Factor | 1.37 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-26 | -27.83 | 761 |
| 2024-03-11 | 2024-09-18 | -10.85 | 191 |
| 2025-03-03 | 2025-04-22 | -10.02 | 50 |
| 2025-01-30 | 2025-03-02 | -6.94 | 31 |
| 2025-05-21 | 2025-07-14 | -6.75 | 54 |
| 2024-12-26 | 2025-01-02 | -2.18 | 7 |
| 2024-09-20 | 2024-10-06 | -1.74 | 16 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11370282:btcusd:triple_med_gx:lsma30_10 | 11370282:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 7.39% | 35.75% |
| Worst Week | -9.1% | -29.64% |
| Best Month | 11.54% | 43.77% |
| Worst Month | -9.86% | -37.12% |
| Best Year | 37.28% | 155.54% |
| Worst Year | -18.12% | -61.49% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 2.75% | 6.42% |
| Avg. Down Week | -2.63% | -4.29% |
| Avg. Up Month | 4.54% | 15.32% |
| Avg. Down Month | -2.7% | -9.34% |
| Win Days % | 44.48% | 51.25% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 53.6% | 51.87% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |