| Metric | 11385580:btcusd:triple_med_gx:lsma30_85 | 11385580:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 28.48% | 205.34% |
| Max Drawdown | -23.04% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.33 | 0.65 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 29.54 | 3.7 |
| Outlier Loss Ratio | 4.41 | 3.65 |
| Volatility (ann.) | 12.32% | 26.45% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.33 | 0.58 |
| Skew | 1.92 | 0.2 |
| Kurtosis | 46.28 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.69% |
| Expected Yearly % | 6.47% | 32.19% |
| Kelly Criterion | -1.36% | 7.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.25% |
| Expected Shortfall (cVaR) | -1.05% | -2.25% |
| Year | 11385580:BTCUSD | 11385580:btcusd:triple_med_gx:lsma30_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 13.59 | -0.25 | + |
| 2023 | 155.54 | -12.15 | -0.08 | - |
| 2024 | 121.00 | 23.47 | 0.19 | - |
| 2025 | 17.02 | 4.28 | 0.25 | - |
| Metric | 11385580:btcusd:triple_med_gx:lsma30_85 | 11385580:BTCUSD |
|---|---|---|
| MTD | -3.96% | 4.4% |
| 3M | 1.38% | 31.76% |
| 6M | 3.29% | 12.25% |
| YTD | 4.28% | 17.02% |
| 1Y | 13.64% | 57.19% |
| 3Y (ann.) | 6.97% | 55.42% |
| 5Y (ann.) | 7.68% | 39.05% |
| Metric | 11385580:btcusd:triple_med_gx:lsma30_85 | 11385580:BTCUSD |
|---|---|---|
| Max Drawdown | -23.04% | -67.18% |
| Longest DD Days | 818.0 | 683.0 |
| Avg. Drawdown | -4.95% | -6.27% |
| Avg. Drawdown Days | 54.0 | 29.0 |
| Recovery Factor | 1.24 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-11-20 | -23.04 | 818 |
| 2022-03-16 | 2022-08-08 | -22.02 | 144 |
| 2022-02-16 | 2022-03-09 | -14.90 | 21 |
| 2024-12-26 | 2025-04-01 | -11.17 | 96 |
| 2025-05-21 | 2025-06-11 | -7.66 | 21 |
| 2024-11-30 | 2024-12-25 | -5.99 | 25 |
| 2025-04-02 | 2025-05-08 | -5.85 | 36 |
| 2022-03-11 | 2022-03-16 | -3.31 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-08-22 | 2022-08-23 | -2.30 | 1 |
| Metric | 11385580:btcusd:triple_med_gx:lsma30_85 | 11385580:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -11.1% | -29.64% |
| Best Month | 15.63% | 43.77% |
| Worst Month | -13.62% | -37.12% |
| Best Year | 23.47% | 155.54% |
| Worst Year | -12.15% | -53.8% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.34% | 6.55% |
| Avg. Down Week | -2.76% | -4.59% |
| Avg. Up Month | 5.46% | 14.69% |
| Avg. Down Month | -3.51% | -11.16% |
| Win Days % | 45.23% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 50.41% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |