| Metric | 11392936:btcusd:triple_med_gx:lsma30_110 | 11392936:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 22.54% | 198.98% |
| Max Drawdown | -25.29% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 27.47 | 3.72 |
| Outlier Loss Ratio | 4.33 | 3.69 |
| Volatility (ann.) | 12.78% | 26.34% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.25 | 0.57 |
| Skew | 2.05 | 0.2 |
| Kurtosis | 42.61 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.64% |
| Expected Yearly % | 5.21% | 31.5% |
| Kelly Criterion | -1.55% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.24% |
| Expected Shortfall (cVaR) | -1.09% | -2.24% |
| Year | 11392936:BTCUSD | 11392936:btcusd:triple_med_gx:lsma30_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -0.40 | 0.01 | + |
| 2023 | 155.54 | -0.40 | -0.00 | - |
| 2024 | 121.00 | 5.19 | 0.04 | - |
| 2025 | 16.76 | 17.43 | 1.04 | + |
| Metric | 11392936:btcusd:triple_med_gx:lsma30_110 | 11392936:BTCUSD |
|---|---|---|
| MTD | -4.02% | 4.16% |
| 3M | 7.62% | 31.46% |
| 6M | 13.23% | 12.77% |
| YTD | 17.43% | 16.76% |
| 1Y | 15.11% | 56.84% |
| 3Y (ann.) | 6.57% | 55.31% |
| 5Y (ann.) | 6.22% | 38.4% |
| Metric | 11392936:btcusd:triple_med_gx:lsma30_110 | 11392936:BTCUSD |
|---|---|---|
| Max Drawdown | -25.29% | -67.18% |
| Longest DD Days | 1112.0 | 683.0 |
| Avg. Drawdown | -3.85% | -6.29% |
| Avg. Drawdown Days | 78.0 | 31.0 |
| Recovery Factor | 0.89 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-16 | 2025-04-01 | -25.29 | 1112 |
| 2022-02-17 | 2022-03-08 | -13.22 | 19 |
| 2025-05-27 | 2025-06-11 | -6.69 | 14 |
| 2025-04-09 | 2025-05-08 | -4.21 | 28 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2025-05-16 | 2025-05-18 | -0.86 | 1 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2025-04-04 | 2025-04-04 | -0.62 | 0 |
| Metric | 11392936:btcusd:triple_med_gx:lsma30_110 | 11392936:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.0% | 35.75% |
| Worst Week | -11.1% | -29.64% |
| Best Month | 14.14% | 43.77% |
| Worst Month | -16.46% | -37.12% |
| Best Year | 17.43% | 155.54% |
| Worst Year | -0.4% | -54.66% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.92% | 6.7% |
| Avg. Down Week | -2.78% | -4.08% |
| Avg. Up Month | 4.92% | 13.12% |
| Avg. Down Month | -4.61% | -12.44% |
| Win Days % | 45.34% | 51.26% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 44.83% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |