| Metric | 11403733:btcusd:triple_med_gx:lsma30_140 | 11403733:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 98.31% | 161.99% |
| Max Drawdown | -31.8% | -67.18% |
| Sharpe | 0.41 | 0.41 |
| Sortino | 0.63 | 0.59 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 23.44 | 4.05 |
| Outlier Loss Ratio | 3.79 | 3.93 |
| Volatility (ann.) | 15.36% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.71 | 0.5 |
| Skew | 1.41 | 0.18 |
| Kurtosis | 36.64 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.68% | 2.38% |
| Expected Yearly % | 18.67% | 27.22% |
| Kelly Criterion | 4.55% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.23% |
| Expected Shortfall (cVaR) | -1.31% | -2.23% |
| Year | 11403733:BTCUSD | 11403733:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -17.12 | 0.28 | + |
| 2023 | 155.54 | 46.86 | 0.30 | - |
| 2024 | 121.00 | 27.67 | 0.23 | - |
| 2025 | 16.76 | 27.61 | 1.65 | + |
| Metric | 11403733:btcusd:triple_med_gx:lsma30_140 | 11403733:BTCUSD |
|---|---|---|
| MTD | 1.25% | 4.16% |
| 3M | 13.38% | 31.46% |
| 6M | 23.05% | 12.77% |
| YTD | 27.61% | 16.76% |
| 1Y | 37.9% | 56.84% |
| 3Y (ann.) | 26.68% | 55.31% |
| 5Y (ann.) | 22.69% | 33.33% |
| Metric | 11403733:btcusd:triple_med_gx:lsma30_140 | 11403733:BTCUSD |
|---|---|---|
| Max Drawdown | -31.8% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -4.4% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 3.09 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-26 | -31.80 | 383 |
| 2024-06-12 | 2024-11-06 | -23.54 | 146 |
| 2024-01-02 | 2024-03-25 | -11.02 | 83 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-15 | 2024-06-04 | -10.59 | 50 |
| 2025-03-03 | 2025-04-09 | -9.18 | 37 |
| 2024-12-12 | 2025-03-01 | -8.43 | 78 |
| 2025-05-22 | 2025-06-11 | -6.99 | 20 |
| 2023-04-26 | 2023-06-17 | -6.11 | 51 |
| 2023-11-16 | 2023-11-27 | -5.63 | 11 |
| Metric | 11403733:btcusd:triple_med_gx:lsma30_140 | 11403733:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.6% | 43.77% |
| Worst Month | -11.86% | -37.12% |
| Best Year | 46.86% | 155.54% |
| Worst Year | -17.12% | -60.27% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.95% | -0.98% |
| Avg. Up Week | 3.87% | 6.12% |
| Avg. Down Week | -3.35% | -5.62% |
| Avg. Up Month | 4.91% | 12.39% |
| Avg. Down Month | -4.27% | -12.19% |
| Win Days % | 50.0% | 51.27% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 62.37% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |