| Metric | 11440490:btcusd:triple_med_gx:lsma30_140 | 11440490:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 269.03% | 158.04% |
| Max Drawdown | -34.11% | -67.18% |
| Sharpe | 0.74 | 0.4 |
| Sortino | 1.2 | 0.58 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.68 | 1.06 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 1.32 | 0.99 |
| Outlier Win Ratio | 21.97 | 3.96 |
| Outlier Loss Ratio | 4.12 | 3.76 |
| Volatility (ann.) | 14.39% | 26.18% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.37 | 0.48 |
| Skew | 2.09 | 0.18 |
| Kurtosis | 36.96 | 6.44 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.24% | 2.34% |
| Expected Yearly % | 38.6% | 26.74% |
| Kelly Criterion | 8.55% | 8.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.23% |
| Expected Shortfall (cVaR) | -1.21% | -2.23% |
| Year | 11440490:BTCUSD | 11440490:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.63 | 0.01 | + |
| 2023 | 155.54 | 35.89 | 0.23 | - |
| 2024 | 121.00 | 91.49 | 0.76 | - |
| 2025 | 15.00 | 42.70 | 2.85 | + |
| Metric | 11440490:btcusd:triple_med_gx:lsma30_140 | 11440490:BTCUSD |
|---|---|---|
| MTD | 7.14% | 2.59% |
| 3M | 19.79% | 27.24% |
| 6M | 41.47% | 14.0% |
| YTD | 42.7% | 15.0% |
| 1Y | 114.05% | 78.0% |
| 3Y (ann.) | 44.91% | 74.28% |
| 5Y (ann.) | 46.86% | 32.18% |
| Metric | 11440490:btcusd:triple_med_gx:lsma30_140 | 11440490:BTCUSD |
|---|---|---|
| Max Drawdown | -34.11% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -2.85% | -7.03% |
| Avg. Drawdown Days | 16.0 | 37.0 |
| Recovery Factor | 7.89 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-02 | -34.11 | 596 |
| 2022-03-09 | 2022-05-13 | -15.06 | 64 |
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2024-01-02 | 2024-02-27 | -10.49 | 55 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-01-14 | 2025-02-28 | -7.87 | 45 |
| 2025-03-03 | 2025-03-14 | -6.64 | 11 |
| 2024-08-09 | 2024-09-10 | -6.51 | 32 |
| 2025-04-02 | 2025-05-18 | -5.88 | 45 |
| 2025-06-16 | 2025-06-24 | -5.58 | 7 |
| Metric | 11440490:btcusd:triple_med_gx:lsma30_140 | 11440490:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -15.1% | -37.12% |
| Best Year | 91.49% | 155.54% |
| Worst Year | -0.63% | -60.27% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.77% | 6.36% |
| Avg. Down Week | -2.93% | -5.07% |
| Avg. Up Month | 6.69% | 14.08% |
| Avg. Down Month | -5.33% | -12.18% |
| Win Days % | 50.59% | 51.31% |
| Win Month % | 71.79% | 60.98% |
| Win Week % | 59.18% | 50.83% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |