| Metric | 11397851:btcusd:triple_med_gx:lsma30_125 | 11397851:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 64.65% | 183.29% |
| Max Drawdown | -31.01% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.54 | 0.62 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 25.34 | 3.72 |
| Outlier Loss Ratio | 4.18 | 3.65 |
| Volatility (ann.) | 13.43% | 26.34% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.52 | 0.54 |
| Skew | 2.24 | 0.2 |
| Kurtosis | 45.39 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.57% |
| Expected Yearly % | 13.28% | 29.73% |
| Kelly Criterion | 1.22% | 8.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.24% |
| Expected Shortfall (cVaR) | -1.14% | -2.24% |
| Year | 11397851:BTCUSD | 11397851:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -2.42 | 0.04 | + |
| 2023 | 155.54 | 13.67 | 0.09 | - |
| 2024 | 121.00 | 27.77 | 0.23 | - |
| 2025 | 16.76 | 16.18 | 0.97 | - |
| Metric | 11397851:btcusd:triple_med_gx:lsma30_125 | 11397851:BTCUSD |
|---|---|---|
| MTD | 2.12% | 4.16% |
| 3M | 11.52% | 31.46% |
| 6M | 14.79% | 12.77% |
| YTD | 16.18% | 16.76% |
| 1Y | 22.86% | 56.84% |
| 3Y (ann.) | 16.65% | 55.31% |
| 5Y (ann.) | 16.0% | 36.34% |
| Metric | 11397851:btcusd:triple_med_gx:lsma30_125 | 11397851:BTCUSD |
|---|---|---|
| Max Drawdown | -31.01% | -67.18% |
| Longest DD Days | 720.0 | 683.0 |
| Avg. Drawdown | -3.52% | -6.73% |
| Avg. Drawdown Days | 36.0 | 34.0 |
| Recovery Factor | 2.08 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-03-25 | -31.01 | 720 |
| 2024-04-30 | 2024-11-06 | -15.81 | 190 |
| 2024-11-30 | 2025-04-04 | -11.00 | 125 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-05-28 | 2025-06-11 | -5.53 | 14 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-04 | 2025-04-11 | -4.14 | 6 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-04-17 | 2024-04-18 | -2.64 | 1 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| Metric | 11397851:btcusd:triple_med_gx:lsma30_125 | 11397851: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 | 12.95% | 43.77% |
| Worst Month | -15.1% | -37.12% |
| Best Year | 27.77% | 155.54% |
| Worst Year | -2.42% | -57.04% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.17% | 6.87% |
| Avg. Down Week | -2.92% | -3.92% |
| Avg. Up Month | 5.58% | 13.05% |
| Avg. Down Month | -4.18% | -12.4% |
| Win Days % | 46.96% | 51.3% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 49.57% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |