| Metric | 11381129:btcusd:triple_med_gx:lsma30_65 | 11381129:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 35.59% | 195.42% |
| Max Drawdown | -30.15% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.45 | 0.63 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.36 | 0.99 |
| Outlier Win Ratio | 44.44 | 3.26 |
| Outlier Loss Ratio | 3.95 | 3.17 |
| Volatility (ann.) | 8.82% | 26.36% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.31 | 0.56 |
| Skew | 0.74 | 0.2 |
| Kurtosis | 59.93 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.61% |
| Expected Yearly % | 7.91% | 31.1% |
| Kelly Criterion | 1.99% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11381129:BTCUSD | 11381129:btcusd:triple_med_gx:lsma30_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 26.77 | -0.48 | + |
| 2023 | 155.54 | -24.82 | -0.16 | - |
| 2024 | 121.00 | 21.66 | 0.18 | - |
| 2025 | 17.02 | 16.94 | 1.00 | - |
| Metric | 11381129:btcusd:triple_med_gx:lsma30_65 | 11381129:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.04% | 31.76% |
| 6M | 18.7% | 12.25% |
| YTD | 16.94% | 17.02% |
| 1Y | 22.45% | 57.19% |
| 3Y (ann.) | 9.54% | 55.42% |
| 5Y (ann.) | 9.44% | 37.84% |
| Metric | 11381129:btcusd:triple_med_gx:lsma30_65 | 11381129:BTCUSD |
|---|---|---|
| Max Drawdown | -30.15% | -67.18% |
| Longest DD Days | 785.0 | 683.0 |
| Avg. Drawdown | -4.44% | -6.6% |
| Avg. Drawdown Days | 81.0 | 32.0 |
| Recovery Factor | 1.18 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-27 | 2025-05-20 | -30.15 | 785 |
| 2022-03-09 | 2022-07-27 | -10.56 | 140 |
| 2022-08-17 | 2022-12-13 | -8.43 | 118 |
| 2022-02-16 | 2022-03-09 | -4.32 | 21 |
| 2023-01-02 | 2023-03-01 | -2.59 | 57 |
| 2022-07-28 | 2022-08-10 | -1.85 | 12 |
| 2022-02-13 | 2022-02-14 | -1.35 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| Metric | 11381129:btcusd:triple_med_gx:lsma30_65 | 11381129:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.2% | 35.75% |
| Worst Week | -10.44% | -29.64% |
| Best Month | 17.92% | 43.77% |
| Worst Month | -10.49% | -37.12% |
| Best Year | 26.77% | 155.54% |
| Worst Year | -24.82% | -55.3% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.8% | 4.58% |
| Avg. Down Week | -2.08% | -6.76% |
| Avg. Up Month | 4.44% | 11.66% |
| Avg. Down Month | -2.92% | -13.88% |
| Win Days % | 47.25% | 51.27% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 51.9% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |