| Metric | 11398899:btcusd:triple_med_gx:lsma30_125 | 11398899:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 81.17% | 183.29% |
| Max Drawdown | -43.55% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 20.85 | 3.83 |
| Outlier Loss Ratio | 3.97 | 3.84 |
| Volatility (ann.) | 15.3% | 26.34% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.44 | 0.54 |
| Skew | 0.81 | 0.2 |
| Kurtosis | 34.61 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.57% |
| Expected Yearly % | 16.02% | 29.73% |
| Kelly Criterion | 3.7% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11398899:BTCUSD | 11398899:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -22.52 | 0.39 | + |
| 2023 | 155.54 | 33.64 | 0.22 | - |
| 2024 | 121.00 | 32.65 | 0.27 | - |
| 2025 | 16.76 | 31.89 | 1.90 | + |
| Metric | 11398899:btcusd:triple_med_gx:lsma30_125 | 11398899:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 28.67% | 31.46% |
| 6M | 38.43% | 12.77% |
| YTD | 31.89% | 16.76% |
| 1Y | 33.69% | 56.84% |
| 3Y (ann.) | 16.27% | 55.31% |
| 5Y (ann.) | 19.35% | 36.34% |
| Metric | 11398899:btcusd:triple_med_gx:lsma30_125 | 11398899:BTCUSD |
|---|---|---|
| Max Drawdown | -43.55% | -67.18% |
| Longest DD Days | 742.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.73% |
| Avg. Drawdown Days | 40.0 | 34.0 |
| Recovery Factor | 1.86 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-22 | -43.55 | 742 |
| 2024-05-05 | 2024-12-05 | -23.27 | 214 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-04-09 | -9.39 | 104 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2022-02-21 | 2022-02-23 | -4.66 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11398899:btcusd:triple_med_gx:lsma30_125 | 11398899:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -28.85% | -29.64% |
| Best Month | 14.65% | 43.77% |
| Worst Month | -29.49% | -37.12% |
| Best Year | 33.64% | 155.54% |
| Worst Year | -22.52% | -57.04% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.03% | 5.97% |
| Avg. Down Week | -3.32% | -4.94% |
| Avg. Up Month | 5.79% | 12.62% |
| Avg. Down Month | -5.45% | -13.89% |
| Win Days % | 49.51% | 51.3% |
| Win Month % | 64.1% | 60.98% |
| Win Week % | 53.0% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |