| Metric | 11394635:btcusd:triple_med_gx:lsma30_115 | 11394635:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 14.71% | 189.3% |
| Max Drawdown | -35.55% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.22 | 0.63 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.09 | 1.06 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 26.02 | 3.72 |
| Outlier Loss Ratio | 4.13 | 3.63 |
| Volatility (ann.) | 13.75% | 26.34% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.12 | 0.55 |
| Skew | 1.64 | 0.2 |
| Kurtosis | 46.83 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.56% |
| Expected Yearly % | 3.49% | 30.42% |
| Kelly Criterion | -2.1% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.24% |
| Expected Shortfall (cVaR) | -1.18% | -2.24% |
| Year | 11394635:BTCUSD | 11394635:btcusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -16.27 | 0.29 | + |
| 2023 | 155.54 | 7.68 | 0.05 | - |
| 2024 | 121.00 | 35.09 | 0.29 | - |
| 2025 | 16.76 | -5.82 | -0.35 | - |
| Metric | 11394635:btcusd:triple_med_gx:lsma30_115 | 11394635:BTCUSD |
|---|---|---|
| MTD | 2.0% | 4.16% |
| 3M | 6.65% | 31.46% |
| 6M | -4.77% | 12.77% |
| YTD | -5.82% | 16.76% |
| 1Y | -0.17% | 56.84% |
| 3Y (ann.) | 2.1% | 55.31% |
| 5Y (ann.) | 4.16% | 37.09% |
| Metric | 11394635:btcusd:triple_med_gx:lsma30_115 | 11394635:BTCUSD |
|---|---|---|
| Max Drawdown | -35.55% | -67.18% |
| Longest DD Days | 720.0 | 683.0 |
| Avg. Drawdown | -6.96% | -6.63% |
| Avg. Drawdown Days | 69.0 | 33.0 |
| Recovery Factor | 0.41 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-03-25 | -35.55 | 720 |
| 2024-04-21 | 2024-11-06 | -20.69 | 199 |
| 2025-01-30 | 2025-06-11 | -20.39 | 131 |
| 2022-02-16 | 2022-02-28 | -18.21 | 12 |
| 2024-11-07 | 2024-12-25 | -6.05 | 48 |
| 2024-12-26 | 2025-01-02 | -3.79 | 7 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-03-26 | 2024-04-06 | -1.70 | 11 |
| Metric | 11394635:btcusd:triple_med_gx:lsma30_115 | 11394635:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 12.79% | 35.75% |
| Worst Week | -10.27% | -29.64% |
| Best Month | 12.14% | 43.77% |
| Worst Month | -13.12% | -37.12% |
| Best Year | 35.09% | 155.54% |
| Worst Year | -16.27% | -56.13% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.2% | 7.59% |
| Avg. Down Week | -3.07% | -4.56% |
| Avg. Up Month | 4.9% | 13.75% |
| Avg. Down Month | -5.56% | -11.41% |
| Win Days % | 44.95% | 51.25% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 44.92% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |