| Metric | 11401255:btcusd:triple_med_gx:lsma30_135 | 11401255:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 74.88% | 222.02% |
| Max Drawdown | -27.06% | -67.18% |
| Sharpe | 0.37 | 0.46 |
| Sortino | 0.61 | 0.66 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 26.27 | 3.74 |
| Outlier Loss Ratio | 4.19 | 3.68 |
| Volatility (ann.) | 13.08% | 26.12% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.65 | 0.6 |
| Skew | 2.62 | 0.2 |
| Kurtosis | 47.44 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.34% | 2.82% |
| Expected Yearly % | 15.0% | 33.96% |
| Kelly Criterion | 1.53% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.22% |
| Expected Shortfall (cVaR) | -1.11% | -2.22% |
| Year | 11401255:BTCUSD | 11401255:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 13.39 | -0.24 | + |
| 2023 | 155.54 | 12.29 | 0.08 | - |
| 2024 | 121.00 | 18.22 | 0.15 | - |
| 2025 | 27.10 | 16.19 | 0.60 | - |
| Metric | 11401255:btcusd:triple_med_gx:lsma30_135 | 11401255:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.42% | 41.88% |
| 6M | 12.44% | 22.91% |
| YTD | 16.19% | 27.1% |
| 1Y | 27.79% | 82.29% |
| 3Y (ann.) | 18.39% | 77.48% |
| 5Y (ann.) | 17.59% | 40.36% |
| Metric | 11401255:btcusd:triple_med_gx:lsma30_135 | 11401255:BTCUSD |
|---|---|---|
| Max Drawdown | -27.06% | -67.18% |
| Longest DD Days | 402.0 | 683.0 |
| Avg. Drawdown | -3.76% | -6.76% |
| Avg. Drawdown Days | 31.0 | 35.0 |
| Recovery Factor | 2.77 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-05-12 | -27.06 | 402 |
| 2024-04-30 | 2024-11-29 | -17.55 | 213 |
| 2023-11-20 | 2024-03-20 | -12.26 | 121 |
| 2023-05-15 | 2023-11-09 | -11.70 | 177 |
| 2024-11-30 | 2025-04-02 | -11.42 | 123 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-05-28 | 2025-07-17 | -5.53 | 50 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-10 | 2025-04-11 | -3.31 | 1 |
| Metric | 11401255:btcusd:triple_med_gx:lsma30_135 | 11401255:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.36% | 35.75% |
| Worst Week | -9.65% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -14.9% | -37.12% |
| Best Year | 18.22% | 155.54% |
| Worst Year | 12.29% | -55.14% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.97% | 6.18% |
| Avg. Down Week | -2.91% | -3.78% |
| Avg. Up Month | 5.4% | 15.31% |
| Avg. Down Month | -4.44% | -10.69% |
| Win Days % | 46.97% | 51.34% |
| Win Month % | 60.98% | 61.9% |
| Win Week % | 51.75% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |