| Metric | 11398844:btcusd:triple_med_gx:lsma30_125 | 11398844:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 86.66% | 183.29% |
| Max Drawdown | -35.26% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.57 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 21.38 | 3.92 |
| Outlier Loss Ratio | 4.01 | 3.92 |
| Volatility (ann.) | 15.45% | 26.34% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.58 | 0.54 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 34.89 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.53% | 2.57% |
| Expected Yearly % | 16.89% | 29.73% |
| Kelly Criterion | 3.96% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11398844:BTCUSD | 11398844:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -16.75 | 0.29 | + |
| 2023 | 155.54 | 38.51 | 0.25 | - |
| 2024 | 121.00 | 31.13 | 0.26 | - |
| 2025 | 16.76 | 23.45 | 1.40 | + |
| Metric | 11398844:btcusd:triple_med_gx:lsma30_125 | 11398844:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 28.37% | 31.46% |
| 6M | 27.29% | 12.77% |
| YTD | 23.45% | 16.76% |
| 1Y | 28.86% | 56.84% |
| 3Y (ann.) | 19.16% | 55.31% |
| 5Y (ann.) | 20.42% | 36.34% |
| Metric | 11398844:btcusd:triple_med_gx:lsma30_125 | 11398844:BTCUSD |
|---|---|---|
| Max Drawdown | -35.26% | -67.18% |
| Longest DD Days | 459.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.73% |
| Avg. Drawdown Days | 28.0 | 34.0 |
| Recovery Factor | 2.46 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-07-13 | -35.26 | 459 |
| 2024-05-05 | 2024-12-05 | -27.70 | 214 |
| 2024-12-26 | 2025-05-08 | -14.56 | 133 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2024-01-17 | 2024-03-20 | -10.20 | 63 |
| 2023-07-14 | 2023-12-20 | -9.23 | 159 |
| 2024-04-21 | 2024-05-03 | -6.75 | 12 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2023-12-22 | 2024-01-01 | -5.33 | 10 |
| Metric | 11398844:btcusd:triple_med_gx:lsma30_125 | 11398844:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 14.56% | 43.77% |
| Worst Month | -19.97% | -37.12% |
| Best Year | 38.51% | 155.54% |
| Worst Year | -16.75% | -57.04% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.87% | 5.74% |
| Avg. Down Week | -3.25% | -4.48% |
| Avg. Up Month | 6.03% | 13.55% |
| Avg. Down Month | -5.62% | -14.25% |
| Win Days % | 49.64% | 51.3% |
| Win Month % | 67.57% | 60.98% |
| Win Week % | 59.79% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |