| Metric | 11380549:btcusd:triple_med_gx:lsma30_65 | 11380549:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 27.01% | 184.67% |
| Max Drawdown | -36.73% | -67.18% |
| Sharpe | 0.2 | 0.42 |
| Sortino | 0.3 | 0.6 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 29.32 | 3.62 |
| Outlier Loss Ratio | 4.2 | 3.54 |
| Volatility (ann.) | 12.55% | 26.32% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.19 | 0.52 |
| Skew | 1.6 | 0.18 |
| Kurtosis | 54.72 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.46% |
| Expected Yearly % | 6.16% | 29.89% |
| Kelly Criterion | -1.7% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.24% |
| Expected Shortfall (cVaR) | -1.07% | -2.24% |
| Year | 11380549:BTCUSD | 11380549:btcusd:triple_med_gx:lsma30_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -23.12 | 0.38 | + |
| 2023 | 155.54 | 1.13 | 0.01 | - |
| 2024 | 121.00 | 48.22 | 0.40 | - |
| 2025 | 30.14 | 10.21 | 0.34 | - |
| Metric | 11380549:btcusd:triple_med_gx:lsma30_65 | 11380549:BTCUSD |
|---|---|---|
| MTD | -1.7% | 13.36% |
| 3M | 11.21% | 45.08% |
| 6M | 10.21% | 28.47% |
| YTD | 10.21% | 30.14% |
| 1Y | 25.35% | 105.13% |
| 3Y (ann.) | 14.63% | 81.7% |
| 5Y (ann.) | 7.09% | 34.95% |
| Metric | 11380549:btcusd:triple_med_gx:lsma30_65 | 11380549:BTCUSD |
|---|---|---|
| Max Drawdown | -36.73% | -67.18% |
| Longest DD Days | 812.0 | 683.0 |
| Avg. Drawdown | -4.24% | -7.55% |
| Avg. Drawdown Days | 58.0 | 36.0 |
| Recovery Factor | 0.74 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-04-18 | -36.73 | 812 |
| 2024-04-29 | 2024-11-06 | -12.20 | 190 |
| 2024-12-26 | 2025-04-22 | -11.08 | 117 |
| 2025-05-29 | 2025-07-14 | -7.14 | 45 |
| 2025-05-19 | 2025-05-21 | -3.29 | 2 |
| 2025-04-30 | 2025-05-08 | -3.19 | 8 |
| 2024-11-23 | 2024-11-29 | -2.31 | 6 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-11-30 | 2024-12-12 | -1.97 | 12 |
| 2024-12-12 | 2024-12-24 | -1.96 | 11 |
| Metric | 11380549:btcusd:triple_med_gx:lsma30_65 | 11380549:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 9.33% | 35.75% |
| Worst Week | -10.21% | -29.64% |
| Best Month | 13.15% | 43.77% |
| Worst Month | -10.53% | -37.12% |
| Best Year | 48.22% | 155.54% |
| Worst Year | -23.12% | -61.27% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 3.82% | 6.78% |
| Avg. Down Week | -2.98% | -5.2% |
| Avg. Up Month | 5.38% | 14.33% |
| Avg. Down Month | -5.56% | -13.75% |
| Win Days % | 45.61% | 51.26% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 47.69% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |