| Metric | 11402481:btcusd:triple_med_gx:lsma30_135 | 11402481:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 206.75% | 192.73% |
| Max Drawdown | -34.05% | -67.18% |
| Sharpe | 0.63 | 0.42 |
| Sortino | 1.01 | 0.61 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.58 | 1.09 |
| CPC Index | 0.71 | 0.6 |
| Tail Ratio | 1.29 | 1.02 |
| Outlier Win Ratio | 21.72 | 3.82 |
| Outlier Loss Ratio | 4.22 | 3.81 |
| Volatility (ann.) | 14.04% | 25.82% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.08 | 0.52 |
| Skew | 2.0 | 0.21 |
| Kurtosis | 39.63 | 6.66 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.58% | 2.47% |
| Expected Yearly % | 32.34% | 30.8% |
| Kelly Criterion | 6.9% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.19% |
| Expected Shortfall (cVaR) | -1.19% | -2.19% |
| Year | 11402481:BTCUSD | 11402481:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 0.50 | -0.01 | + |
| 2023 | 155.54 | 50.36 | 0.32 | - |
| 2024 | 121.00 | 67.46 | 0.56 | - |
| 2025 | 15.53 | 21.22 | 1.37 | + |
| Metric | 11402481:btcusd:triple_med_gx:lsma30_135 | 11402481:BTCUSD |
|---|---|---|
| MTD | -0.36% | -0.36% |
| 3M | 4.19% | 3.07% |
| 6M | 18.01% | 25.39% |
| YTD | 21.22% | 15.53% |
| 1Y | 59.24% | 82.91% |
| 3Y (ann.) | 43.45% | 75.13% |
| 5Y (ann.) | 36.82% | 35.04% |
| Metric | 11402481:btcusd:triple_med_gx:lsma30_135 | 11402481:BTCUSD |
|---|---|---|
| Max Drawdown | -34.05% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -3.59% | -7.03% |
| Avg. Drawdown Days | 22.0 | 35.0 |
| Recovery Factor | 6.07 | 2.87 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-10 | -34.05 | 329 |
| 2022-03-09 | 2022-05-13 | -12.33 | 64 |
| 2024-06-05 | 2024-08-08 | -11.57 | 64 |
| 2024-01-02 | 2024-03-23 | -10.25 | 81 |
| 2023-04-11 | 2023-10-16 | -9.44 | 188 |
| 2024-12-21 | 2025-03-02 | -9.04 | 71 |
| 2025-04-02 | 2025-06-01 | -8.16 | 59 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-06-16 | 2025-09-01 | -7.67 | 76 |
| 2025-03-03 | 2025-04-01 | -7.34 | 29 |
| Metric | 11402481:btcusd:triple_med_gx:lsma30_135 | 11402481:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.76% | -29.64% |
| Best Month | 28.28% | 43.77% |
| Worst Month | -18.37% | -37.12% |
| Best Year | 67.46% | 155.54% |
| Worst Year | 0.5% | -55.14% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 4.05% | 5.83% |
| Avg. Down Week | -2.41% | -4.87% |
| Avg. Up Month | 6.37% | 13.71% |
| Avg. Down Month | -4.39% | -10.62% |
| Win Days % | 49.86% | 51.22% |
| Win Month % | 67.44% | 59.09% |
| Win Week % | 54.63% | 50.79% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |