| Metric | 11381765:btcusd:triple_med_gx:lsma30_70 | 11381765:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 21.83% | 160.91% |
| Max Drawdown | -37.16% | -67.18% |
| Sharpe | 0.18 | 0.4 |
| Sortino | 0.27 | 0.58 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.25 | 1.05 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 28.89 | 3.69 |
| Outlier Loss Ratio | 4.3 | 3.61 |
| Volatility (ann.) | 12.87% | 26.54% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.16 | 0.49 |
| Skew | 1.45 | 0.18 |
| Kurtosis | 51.31 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.31% |
| Expected Yearly % | 5.06% | 27.09% |
| Kelly Criterion | -2.77% | 6.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.26% |
| Expected Shortfall (cVaR) | -1.1% | -2.26% |
| Year | 11381765:BTCUSD | 11381765:btcusd:triple_med_gx:lsma30_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -24.80 | 0.41 | + |
| 2023 | 155.54 | 3.69 | 0.02 | - |
| 2024 | 121.00 | 52.81 | 0.44 | - |
| 2025 | 17.02 | 2.24 | 0.13 | - |
| Metric | 11381765:btcusd:triple_med_gx:lsma30_70 | 11381765:BTCUSD |
|---|---|---|
| MTD | -1.33% | 4.4% |
| 3M | 4.37% | 31.76% |
| 6M | 3.14% | 12.25% |
| YTD | 2.24% | 17.02% |
| 1Y | 19.74% | 57.19% |
| 3Y (ann.) | 13.89% | 55.42% |
| 5Y (ann.) | 5.98% | 32.62% |
| Metric | 11381765:btcusd:triple_med_gx:lsma30_70 | 11381765:BTCUSD |
|---|---|---|
| Max Drawdown | -37.16% | -67.18% |
| Longest DD Days | 812.0 | 683.0 |
| Avg. Drawdown | -5.69% | -7.67% |
| Avg. Drawdown Days | 80.0 | 37.0 |
| Recovery Factor | 0.59 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-04-18 | -37.16 | 812 |
| 2025-01-26 | 2025-05-21 | -13.52 | 115 |
| 2024-04-20 | 2024-11-06 | -12.93 | 199 |
| 2024-12-26 | 2025-01-15 | -7.02 | 20 |
| 2025-05-29 | 2025-06-11 | -4.15 | 12 |
| 2024-11-23 | 2024-12-24 | -3.74 | 31 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-01-24 | 2025-01-26 | -0.67 | 1 |
| Metric | 11381765:btcusd:triple_med_gx:lsma30_70 | 11381765: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 | 13.54% | 43.77% |
| Worst Month | -11.08% | -37.12% |
| Best Year | 52.81% | 155.54% |
| Worst Year | -24.8% | -60.52% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 3.64% | 6.86% |
| Avg. Down Week | -3.0% | -5.23% |
| Avg. Up Month | 5.47% | 14.55% |
| Avg. Down Month | -6.18% | -13.56% |
| Win Days % | 45.0% | 51.24% |
| Win Month % | 54.76% | 59.52% |
| Win Week % | 48.41% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |