| Metric | 11437015:btcusd:triple_med_gx:lsma30_130 | 11437015:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 189.51% | 178.72% |
| Max Drawdown | -44.49% | -67.18% |
| Sharpe | 0.6 | 0.42 |
| Sortino | 0.92 | 0.61 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.55 | 1.06 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 21.25 | 3.91 |
| Outlier Loss Ratio | 4.06 | 3.78 |
| Volatility (ann.) | 14.96% | 26.25% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.82 | 0.52 |
| Skew | 1.39 | 0.2 |
| Kurtosis | 36.31 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.63% | 2.53% |
| Expected Yearly % | 30.44% | 29.21% |
| Kelly Criterion | 6.66% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.23% |
| Expected Shortfall (cVaR) | -1.26% | -2.23% |
| Year | 11437015:BTCUSD | 11437015:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -24.82 | 0.43 | + |
| 2023 | 155.54 | 47.28 | 0.30 | - |
| 2024 | 121.00 | 104.25 | 0.86 | - |
| 2025 | 15.00 | 28.01 | 1.87 | + |
| Metric | 11437015:btcusd:triple_med_gx:lsma30_130 | 11437015:BTCUSD |
|---|---|---|
| MTD | 2.78% | 2.59% |
| 3M | 18.42% | 27.24% |
| 6M | 26.9% | 14.0% |
| YTD | 28.01% | 15.0% |
| 1Y | 92.76% | 78.0% |
| 3Y (ann.) | 47.82% | 74.28% |
| 5Y (ann.) | 36.67% | 35.15% |
| Metric | 11437015:btcusd:triple_med_gx:lsma30_130 | 11437015:BTCUSD |
|---|---|---|
| Max Drawdown | -44.49% | -67.18% |
| Longest DD Days | 719.0 | 683.0 |
| Avg. Drawdown | -3.09% | -6.95% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 4.26 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-02-27 | -44.49 | 719 |
| 2024-12-21 | 2025-03-10 | -15.32 | 79 |
| 2024-06-10 | 2024-08-05 | -14.00 | 55 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-09-12 | 2024-10-14 | -6.95 | 32 |
| 2024-08-09 | 2024-09-12 | -6.83 | 34 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-06-16 | 2025-06-29 | -5.58 | 12 |
| 2025-04-05 | 2025-04-11 | -4.61 | 6 |
| Metric | 11437015:btcusd:triple_med_gx:lsma30_130 | 11437015:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 19.32% | 43.77% |
| Worst Month | -23.29% | -37.12% |
| Best Year | 104.25% | 155.54% |
| Worst Year | -24.82% | -57.08% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 4.77% | 6.16% |
| Avg. Down Week | -3.34% | -5.5% |
| Avg. Up Month | 6.35% | 13.95% |
| Avg. Down Month | -6.7% | -12.73% |
| Win Days % | 50.56% | 51.35% |
| Win Month % | 71.79% | 60.98% |
| Win Week % | 58.49% | 51.1% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |