| Metric | 11394580:btcusd:triple_med_gx:lsma30_115 | 11394580:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 33.1% | 189.3% |
| Max Drawdown | -33.14% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.35 | 0.63 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 26.41 | 3.71 |
| Outlier Loss Ratio | 4.17 | 3.66 |
| Volatility (ann.) | 13.34% | 26.34% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.27 | 0.55 |
| Skew | 2.26 | 0.2 |
| Kurtosis | 46.79 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.56% |
| Expected Yearly % | 7.41% | 30.42% |
| Kelly Criterion | -0.38% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.24% |
| Expected Shortfall (cVaR) | -1.14% | -2.24% |
| Year | 11394580:BTCUSD | 11394580:btcusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -4.91 | 0.09 | + |
| 2023 | 155.54 | 8.90 | 0.06 | - |
| 2024 | 121.00 | 13.65 | 0.11 | - |
| 2025 | 16.76 | 13.09 | 0.78 | - |
| Metric | 11394580:btcusd:triple_med_gx:lsma30_115 | 11394580:BTCUSD |
|---|---|---|
| MTD | 0.36% | 4.16% |
| 3M | 8.26% | 31.46% |
| 6M | 11.74% | 12.77% |
| YTD | 13.09% | 16.76% |
| 1Y | 13.48% | 56.84% |
| 3Y (ann.) | 9.21% | 55.31% |
| 5Y (ann.) | 8.86% | 37.09% |
| Metric | 11394580:btcusd:triple_med_gx:lsma30_115 | 11394580:BTCUSD |
|---|---|---|
| Max Drawdown | -33.14% | -67.18% |
| Longest DD Days | 755.0 | 683.0 |
| Avg. Drawdown | -4.88% | -6.63% |
| Avg. Drawdown Days | 60.0 | 33.0 |
| Recovery Factor | 1.0 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-04-29 | -33.14 | 755 |
| 2024-04-30 | 2025-04-02 | -19.68 | 337 |
| 2022-02-17 | 2022-02-25 | -11.57 | 8 |
| 2025-05-21 | 2025-06-11 | -6.63 | 21 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-04 | 2025-04-11 | -4.35 | 6 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-04-04 | 2022-04-04 | -1.85 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2025-05-03 | 2025-05-08 | -1.17 | 4 |
| Metric | 11394580:btcusd:triple_med_gx:lsma30_115 | 11394580:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.89% | 35.75% |
| Worst Week | -9.65% | -29.64% |
| Best Month | 12.67% | 43.77% |
| Worst Month | -14.95% | -37.12% |
| Best Year | 13.65% | 155.54% |
| Worst Year | -4.91% | -56.13% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.22% | 6.79% |
| Avg. Down Week | -2.94% | -4.12% |
| Avg. Up Month | 5.38% | 15.09% |
| Avg. Down Month | -4.73% | -12.4% |
| Win Days % | 46.33% | 51.25% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 47.46% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |