| Metric | 11371029:btcusd:triple_med_gx:lsma30_15 | 11371029:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 22.48% | 190.14% |
| Max Drawdown | -14.47% | -67.18% |
| Sharpe | 0.24 | 0.42 |
| Sortino | 0.37 | 0.61 |
| Payoff Ratio | 1.33 | 1.18 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 70.4 | 3.04 |
| Outlier Loss Ratio | 4.17 | 2.9 |
| Volatility (ann.) | 7.31% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.41 | 0.53 |
| Skew | 3.19 | 0.18 |
| Kurtosis | 135.51 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.51% |
| Expected Yearly % | 5.2% | 30.51% |
| Kelly Criterion | -2.77% | 9.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11371029:BTCUSD | 11371029:btcusd:triple_med_gx:lsma30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -9.50 | 0.16 | + |
| 2023 | 155.54 | 8.35 | 0.05 | - |
| 2024 | 121.00 | 13.03 | 0.11 | - |
| 2025 | 30.14 | 10.51 | 0.35 | - |
| Metric | 11371029:btcusd:triple_med_gx:lsma30_15 | 11371029:BTCUSD |
|---|---|---|
| MTD | 3.91% | 13.36% |
| 3M | 13.26% | 45.08% |
| 6M | 10.51% | 28.47% |
| YTD | 10.51% | 30.14% |
| 1Y | 10.24% | 105.13% |
| 3Y (ann.) | 9.37% | 81.7% |
| 5Y (ann.) | 5.99% | 35.72% |
| Metric | 11371029:btcusd:triple_med_gx:lsma30_15 | 11371029:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -67.18% |
| Longest DD Days | 385.0 | 683.0 |
| Avg. Drawdown | -3.97% | -7.32% |
| Avg. Drawdown Days | 78.0 | 35.0 |
| Recovery Factor | 1.55 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-10 | -14.47 | 245 |
| 2023-04-26 | 2024-05-15 | -14.01 | 385 |
| 2022-04-26 | 2023-04-10 | -13.25 | 349 |
| 2022-01-26 | 2022-03-16 | -5.54 | 48 |
| 2024-07-10 | 2024-09-09 | -4.61 | 61 |
| 2024-10-07 | 2024-11-06 | -2.52 | 30 |
| 2024-06-27 | 2024-07-09 | -2.29 | 12 |
| 2024-09-28 | 2024-10-07 | -0.91 | 8 |
| 2022-03-16 | 2022-04-15 | -0.80 | 30 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| Metric | 11371029:btcusd:triple_med_gx:lsma30_15 | 11371029:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 9.2% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 11.52% | 43.77% |
| Worst Month | -8.23% | -37.12% |
| Best Year | 13.03% | 155.54% |
| Worst Year | -9.5% | -60.52% |
| Avg. Up Day | 0.99% | 1.03% |
| Avg. Down Day | -0.75% | -0.87% |
| Avg. Up Week | 2.67% | 8.08% |
| Avg. Down Week | -1.64% | -3.77% |
| Avg. Up Month | 3.94% | 13.22% |
| Avg. Down Month | -3.3% | -10.93% |
| Win Days % | 41.37% | 51.27% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 46.88% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |