| Metric | 11402959:btcusd:triple_med_gx:lsma30_140 | 11402959:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 60.93% | 161.99% |
| Max Drawdown | -28.36% | -67.18% |
| Sharpe | 0.33 | 0.41 |
| Sortino | 0.54 | 0.59 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 25.66 | 3.73 |
| Outlier Loss Ratio | 4.33 | 3.7 |
| Volatility (ann.) | 13.22% | 26.28% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.54 | 0.5 |
| Skew | 2.59 | 0.18 |
| Kurtosis | 44.6 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.38% |
| Expected Yearly % | 12.63% | 27.22% |
| Kelly Criterion | 0.92% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.23% |
| Expected Shortfall (cVaR) | -1.13% | -2.23% |
| Year | 11402959:BTCUSD | 11402959:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.06 | 0.02 | + |
| 2023 | 155.54 | 23.15 | 0.15 | - |
| 2024 | 121.00 | 14.45 | 0.12 | - |
| 2025 | 16.76 | 15.41 | 0.92 | - |
| Metric | 11402959:btcusd:triple_med_gx:lsma30_140 | 11402959:BTCUSD |
|---|---|---|
| MTD | -0.45% | 4.16% |
| 3M | 6.8% | 31.46% |
| 6M | 16.2% | 12.77% |
| YTD | 15.41% | 16.76% |
| 1Y | 13.07% | 56.84% |
| 3Y (ann.) | 19.1% | 55.31% |
| 5Y (ann.) | 15.27% | 33.33% |
| Metric | 11402959:btcusd:triple_med_gx:lsma30_140 | 11402959:BTCUSD |
|---|---|---|
| Max Drawdown | -28.36% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.97% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 2.15 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-04-11 | -28.36 | 370 |
| 2024-08-09 | 2024-11-29 | -14.40 | 112 |
| 2023-04-26 | 2023-10-16 | -12.69 | 172 |
| 2024-03-19 | 2024-06-03 | -11.57 | 76 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-02-26 | -9.73 | 40 |
| 2024-06-14 | 2024-08-08 | -9.15 | 55 |
| 2025-01-30 | 2025-03-02 | -9.00 | 31 |
| 2024-11-30 | 2024-12-24 | -8.00 | 24 |
| 2023-11-18 | 2024-01-02 | -7.43 | 44 |
| Metric | 11402959:btcusd:triple_med_gx:lsma30_140 | 11402959:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 16.86% | 35.75% |
| Worst Week | -11.1% | -29.64% |
| Best Month | 11.36% | 43.77% |
| Worst Month | -16.4% | -37.12% |
| Best Year | 23.15% | 155.54% |
| Worst Year | -1.06% | -60.27% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.21% | 6.53% |
| Avg. Down Week | -3.04% | -4.14% |
| Avg. Up Month | 5.53% | 15.14% |
| Avg. Down Month | -5.01% | -14.71% |
| Win Days % | 45.76% | 51.27% |
| Win Month % | 60.98% | 60.98% |
| Win Week % | 50.45% | 50.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |