| Metric | 11396198:btcusd:triple_med_gx:lsma30_120 | 11396198:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 32.3% | 187.39% |
| Max Drawdown | -35.01% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.35 | 0.62 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 26.23 | 3.71 |
| Outlier Loss Ratio | 4.18 | 3.65 |
| Volatility (ann.) | 13.35% | 26.35% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.25 | 0.55 |
| Skew | 2.24 | 0.2 |
| Kurtosis | 46.63 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.55% |
| Expected Yearly % | 7.25% | 30.2% |
| Kelly Criterion | -0.52% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.24% |
| Expected Shortfall (cVaR) | -1.14% | -2.24% |
| Year | 11396198:BTCUSD | 11396198:btcusd:triple_med_gx:lsma30_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -8.72 | 0.15 | + |
| 2023 | 155.54 | 7.81 | 0.05 | - |
| 2024 | 121.00 | 18.78 | 0.16 | - |
| 2025 | 16.76 | 13.19 | 0.79 | - |
| Metric | 11396198:btcusd:triple_med_gx:lsma30_120 | 11396198:BTCUSD |
|---|---|---|
| MTD | 0.36% | 4.16% |
| 3M | 8.4% | 31.46% |
| 6M | 11.83% | 12.77% |
| YTD | 13.19% | 16.76% |
| 1Y | 18.65% | 56.84% |
| 3Y (ann.) | 8.96% | 55.31% |
| 5Y (ann.) | 8.68% | 36.89% |
| Metric | 11396198:btcusd:triple_med_gx:lsma30_120 | 11396198:BTCUSD |
|---|---|---|
| Max Drawdown | -35.01% | -67.18% |
| Longest DD Days | 969.0 | 683.0 |
| Avg. Drawdown | -4.65% | -6.61% |
| Avg. Drawdown Days | 59.0 | 33.0 |
| Recovery Factor | 0.92 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-11-29 | -35.01 | 969 |
| 2024-11-30 | 2025-03-02 | -10.79 | 92 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-05-21 | 2025-06-11 | -6.57 | 21 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-03-13 | 2025-04-02 | -4.38 | 20 |
| 2025-04-04 | 2025-04-11 | -4.35 | 6 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-02-15 | 2022-02-23 | -2.35 | 8 |
| 2025-03-03 | 2025-03-12 | -2.00 | 9 |
| Metric | 11396198:btcusd:triple_med_gx:lsma30_120 | 11396198: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 | 12.6% | 43.77% |
| Worst Month | -13.61% | -37.12% |
| Best Year | 18.78% | 155.54% |
| Worst Year | -8.72% | -56.42% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.9% | 6.87% |
| Avg. Down Week | -2.9% | -3.84% |
| Avg. Up Month | 5.26% | 13.04% |
| Avg. Down Month | -4.64% | -12.4% |
| Win Days % | 46.27% | 51.28% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 48.7% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |