| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 277.75% | 150.77% |
| Max Drawdown | -33.87% | -67.18% |
| Sharpe | 0.68 | 0.36 |
| Sortino | 1.07 | 0.52 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.69 | 1.04 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 21.42 | 3.86 |
| Outlier Loss Ratio | 4.12 | 3.78 |
| Volatility (ann.) | 14.16% | 25.55% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.22 | 0.4 |
| Skew | 1.59 | 0.17 |
| Kurtosis | 38.69 | 6.61 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.87% | 1.98% |
| Expected Yearly % | 39.41% | 25.84% |
| Kelly Criterion | 7.99% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.17% |
| Expected Shortfall (cVaR) | -1.19% | -2.17% |
| Year | 11402425:BTCUSD | 11402425:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -7.61 | 0.14 | + |
| 2023 | 155.54 | 45.07 | 0.29 | - |
| 2024 | 121.00 | 86.72 | 0.72 | - |
| 2025 | -1.03 | 50.95 | -49.68 | + |
| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -0.33% | -17.17% |
| 6M | 0.51% | -16.23% |
| YTD | 50.95% | -1.03% |
| 1Y | 57.89% | -5.06% |
| 3Y (ann.) | 58.83% | 75.28% |
| 5Y (ann.) | 41.2% | 26.96% |
| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| Max Drawdown | -33.87% | -67.18% |
| Longest DD Days | 354.0 | 683.0 |
| Avg. Drawdown | -3.09% | -7.61% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 8.2 | 2.24 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-05-05 | -33.87 | 354 |
| 2025-11-16 | 2025-12-10 | -14.20 | 24 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2022-03-09 | 2022-05-13 | -11.53 | 64 |
| 2024-01-02 | 2024-02-26 | -11.23 | 55 |
| 2024-12-21 | 2025-03-01 | -10.56 | 69 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-07-14 | 2023-11-15 | -8.45 | 124 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-06-16 | 2025-09-03 | -7.89 | 78 |
| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.41% | 43.77% |
| Worst Month | -12.1% | -37.12% |
| Best Year | 86.72% | 155.54% |
| Worst Year | -7.61% | -55.14% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 4.6% | 6.18% |
| Avg. Down Week | -3.02% | -5.22% |
| Avg. Up Month | 5.6% | 13.38% |
| Avg. Down Month | -5.81% | -12.68% |
| Win Days % | 50.61% | 51.43% |
| Win Month % | 75.56% | 59.57% |
| Win Week % | 58.77% | 50.24% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |