| Metric | 11370290:btcusd:triple_med_gx:lsma30_10 | 11370290:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 21.32% | 181.88% |
| Max Drawdown | -22.96% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.32 | 0.6 |
| Payoff Ratio | 1.34 | 1.29 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.61 | 0.71 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 55.8 | 3.28 |
| Outlier Loss Ratio | 4.29 | 3.04 |
| Volatility (ann.) | 8.63% | 26.31% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.25 | 0.51 |
| Skew | 2.67 | 0.18 |
| Kurtosis | 122.29 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.44% |
| Expected Yearly % | 4.95% | 29.57% |
| Kelly Criterion | -3.01% | 13.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11370290:BTCUSD | 11370290:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -14.16 | 0.23 | + |
| 2023 | 155.54 | 9.79 | 0.06 | - |
| 2024 | 121.00 | 22.02 | 0.18 | - |
| 2025 | 30.14 | 5.49 | 0.18 | - |
| Metric | 11370290:btcusd:triple_med_gx:lsma30_10 | 11370290:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 10.65% | 45.08% |
| 6M | 3.41% | 28.47% |
| YTD | 5.49% | 30.14% |
| 1Y | 18.39% | 105.13% |
| 3Y (ann.) | 14.33% | 81.7% |
| 5Y (ann.) | 5.69% | 34.54% |
| Metric | 11370290:btcusd:triple_med_gx:lsma30_10 | 11370290:BTCUSD |
|---|---|---|
| Max Drawdown | -22.96% | -67.18% |
| Longest DD Days | 743.0 | 683.0 |
| Avg. Drawdown | -4.0% | -7.48% |
| Avg. Drawdown Days | 69.0 | 36.0 |
| Recovery Factor | 0.93 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-08 | -22.96 | 743 |
| 2024-03-22 | 2024-10-28 | -14.85 | 220 |
| 2024-12-26 | 2025-05-08 | -12.73 | 133 |
| 2025-06-03 | 2025-07-14 | -6.99 | 40 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-05-09 | 2025-05-21 | -1.63 | 12 |
| 2024-03-12 | 2024-03-13 | -1.42 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-23 | 2024-12-12 | -1.09 | 19 |
| 2022-01-25 | 2022-01-26 | -0.99 | 0 |
| Metric | 11370290:btcusd:triple_med_gx:lsma30_10 | 11370290:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 16.86% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 11.65% | 43.77% |
| Worst Month | -8.68% | -37.12% |
| Best Year | 22.02% | 155.54% |
| Worst Year | -14.16% | -61.64% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.38% | 7.29% |
| Avg. Down Week | -2.16% | -4.21% |
| Avg. Up Month | 5.43% | 16.55% |
| Avg. Down Month | -2.94% | -12.56% |
| Win Days % | 40.98% | 51.25% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 42.86% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |