| Metric | 11380938:btcusd:triple_med_gx:lsma30_65 | 11380938:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 50.62% | 184.67% |
| Max Drawdown | -53.29% | -67.18% |
| Sharpe | 0.26 | 0.42 |
| Sortino | 0.38 | 0.6 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 18.75 | 4.07 |
| Outlier Loss Ratio | 4.11 | 4.15 |
| Volatility (ann.) | 16.72% | 26.32% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.23 | 0.52 |
| Skew | 0.44 | 0.18 |
| Kurtosis | 27.19 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.46% |
| Expected Yearly % | 10.78% | 29.89% |
| Kelly Criterion | 1.19% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.24% |
| Expected Shortfall (cVaR) | -1.43% | -2.24% |
| Year | 11380938:BTCUSD | 11380938:btcusd:triple_med_gx:lsma30_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -43.83 | 0.72 | + |
| 2023 | 155.54 | 45.25 | 0.29 | - |
| 2024 | 121.00 | 51.23 | 0.42 | - |
| 2025 | 30.14 | 22.06 | 0.73 | - |
| Metric | 11380938:btcusd:triple_med_gx:lsma30_65 | 11380938:BTCUSD |
|---|---|---|
| MTD | 3.84% | 13.36% |
| 3M | 13.71% | 45.08% |
| 6M | 22.06% | 28.47% |
| YTD | 22.06% | 30.14% |
| 1Y | 20.26% | 105.13% |
| 3Y (ann.) | 36.99% | 81.7% |
| 5Y (ann.) | 12.45% | 34.95% |
| Metric | 11380938:btcusd:triple_med_gx:lsma30_65 | 11380938:BTCUSD |
|---|---|---|
| Max Drawdown | -53.29% | -67.18% |
| Longest DD Days | 775.0 | 683.0 |
| Avg. Drawdown | -5.54% | -7.55% |
| Avg. Drawdown Days | 40.0 | 36.0 |
| Recovery Factor | 0.95 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-03-11 | -53.29 | 775 |
| 2024-07-29 | 2024-11-27 | -25.90 | 121 |
| 2024-11-29 | 2025-04-22 | -21.87 | 144 |
| 2024-03-18 | 2024-04-07 | -10.38 | 20 |
| 2025-06-16 | 2025-07-10 | -7.67 | 23 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-05-27 | 2024-07-29 | -6.52 | 62 |
| 2024-03-16 | 2024-03-17 | -4.57 | 1 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2024-04-07 | 2024-04-18 | -2.93 | 11 |
| Metric | 11380938:btcusd:triple_med_gx:lsma30_65 | 11380938:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -29.64% | -29.64% |
| Best Month | 25.81% | 43.77% |
| Worst Month | -28.27% | -37.12% |
| Best Year | 51.23% | 155.54% |
| Worst Year | -43.83% | -61.27% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.93% | -0.98% |
| Avg. Up Week | 4.23% | 6.03% |
| Avg. Down Week | -4.06% | -5.53% |
| Avg. Up Month | 7.51% | 16.1% |
| Avg. Down Month | -7.45% | -12.49% |
| Win Days % | 48.71% | 51.26% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 55.47% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |