| Metric | 11398955:btcusd:triple_med_gx:lsma30_125 | 11398955:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 116.98% | 183.29% |
| Max Drawdown | -45.66% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.67 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 20.57 | 3.92 |
| Outlier Loss Ratio | 4.0 | 3.92 |
| Volatility (ann.) | 15.68% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.57 | 0.54 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 34.05 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.91% | 2.57% |
| Expected Yearly % | 21.37% | 29.73% |
| Kelly Criterion | 4.91% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11398955:BTCUSD | 11398955:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -25.17 | 0.44 | + |
| 2023 | 155.54 | 35.14 | 0.23 | - |
| 2024 | 121.00 | 63.20 | 0.52 | - |
| 2025 | 16.76 | 31.47 | 1.88 | + |
| Metric | 11398955:btcusd:triple_med_gx:lsma30_125 | 11398955:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 34.06% | 31.46% |
| 6M | 38.05% | 12.77% |
| YTD | 31.47% | 16.76% |
| 1Y | 49.83% | 56.84% |
| 3Y (ann.) | 25.43% | 55.31% |
| 5Y (ann.) | 25.94% | 36.34% |
| Metric | 11398955:btcusd:triple_med_gx:lsma30_125 | 11398955:BTCUSD |
|---|---|---|
| Max Drawdown | -45.66% | -67.18% |
| Longest DD Days | 774.0 | 683.0 |
| Avg. Drawdown | -3.99% | -6.73% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 2.56 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-04-22 | -45.66 | 774 |
| 2024-06-10 | 2024-10-14 | -21.18 | 126 |
| 2024-12-21 | 2025-04-09 | -17.62 | 109 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-30 | 2025-06-08 | -4.26 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| Metric | 11398955:btcusd:triple_med_gx:lsma30_125 | 11398955:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -28.85% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -26.7% | -37.12% |
| Best Year | 63.2% | 155.54% |
| Worst Year | -25.17% | -57.04% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.28% | 5.71% |
| Avg. Down Week | -3.41% | -4.92% |
| Avg. Up Month | 6.17% | 12.33% |
| Avg. Down Month | -5.78% | -13.05% |
| Win Days % | 50.52% | 51.3% |
| Win Month % | 65.0% | 60.98% |
| Win Week % | 54.37% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |