| Metric | 11371011:btcusd:triple_med_gx:lsma30_15 | 11371011:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 42.67% | 175.31% |
| Max Drawdown | -16.45% | -67.18% |
| Sharpe | 0.36 | 0.41 |
| Sortino | 0.59 | 0.59 |
| Payoff Ratio | 1.43 | 1.41 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.72 | 0.77 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.45 | 3.19 |
| Outlier Loss Ratio | 4.4 | 2.96 |
| Volatility (ann.) | 7.8% | 26.29% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.65 | 0.5 |
| Skew | 3.79 | 0.18 |
| Kurtosis | 146.59 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.38% |
| Expected Yearly % | 9.29% | 28.81% |
| Kelly Criterion | 0.09% | 16.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11371011:BTCUSD | 11371011:btcusd:triple_med_gx:lsma30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -9.47 | 0.15 | + |
| 2023 | 155.54 | 17.90 | 0.12 | - |
| 2024 | 121.00 | 25.65 | 0.21 | - |
| 2025 | 27.10 | 6.38 | 0.24 | - |
| Metric | 11371011:btcusd:triple_med_gx:lsma30_15 | 11371011:BTCUSD |
|---|---|---|
| MTD | 0.19% | 10.71% |
| 3M | 8.72% | 41.88% |
| 6M | 4.47% | 22.91% |
| YTD | 6.38% | 27.1% |
| 1Y | 13.77% | 82.29% |
| 3Y (ann.) | 16.09% | 77.48% |
| 5Y (ann.) | 10.68% | 33.54% |
| Metric | 11371011:btcusd:triple_med_gx:lsma30_15 | 11371011:BTCUSD |
|---|---|---|
| Max Drawdown | -16.45% | -67.18% |
| Longest DD Days | 454.0 | 683.0 |
| Avg. Drawdown | -2.79% | -7.58% |
| Avg. Drawdown Days | 52.0 | 37.0 |
| Recovery Factor | 2.59 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2023-04-25 | -16.45 | 454 |
| 2024-11-22 | 2025-05-08 | -10.53 | 167 |
| 2023-05-06 | 2024-01-08 | -9.09 | 247 |
| 2024-05-04 | 2024-09-09 | -7.12 | 128 |
| 2025-06-03 | 2025-07-17 | -4.09 | 43 |
| 2024-03-23 | 2024-04-07 | -2.53 | 14 |
| 2024-03-06 | 2024-03-13 | -2.30 | 6 |
| 2024-04-07 | 2024-04-20 | -1.94 | 12 |
| 2025-05-09 | 2025-05-21 | -1.63 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11371011:btcusd:triple_med_gx:lsma30_15 | 11371011:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.5% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 12.73% | 43.77% |
| Worst Month | -7.91% | -37.12% |
| Best Year | 25.65% | 155.54% |
| Worst Year | -9.47% | -61.64% |
| Avg. Up Day | 1.03% | 1.06% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.96% | 6.8% |
| Avg. Down Week | -2.12% | -3.88% |
| Avg. Up Month | 3.88% | 14.57% |
| Avg. Down Month | -2.94% | -11.77% |
| Win Days % | 41.17% | 51.23% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 47.27% | 51.61% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |