| Metric | 11391382:btcusd:triple_med_gx:lsma30_105 | 11391382:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 22.03% | 203.48% |
| Max Drawdown | -23.69% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.28 | 0.65 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.56 | 0.62 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 27.71 | 3.72 |
| Outlier Loss Ratio | 4.34 | 3.69 |
| Volatility (ann.) | 12.82% | 26.35% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.26 | 0.58 |
| Skew | 1.93 | 0.2 |
| Kurtosis | 42.69 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.68% |
| Expected Yearly % | 5.1% | 31.99% |
| Kelly Criterion | -1.91% | 7.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.24% |
| Expected Shortfall (cVaR) | -1.1% | -2.24% |
| Year | 11391382:BTCUSD | 11391382:btcusd:triple_med_gx:lsma30_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 4.72 | -0.09 | + |
| 2023 | 155.54 | -8.80 | -0.06 | - |
| 2024 | 121.00 | 12.13 | 0.10 | - |
| 2025 | 17.02 | 13.96 | 0.82 | - |
| Metric | 11391382:btcusd:triple_med_gx:lsma30_105 | 11391382:BTCUSD |
|---|---|---|
| MTD | -3.7% | 4.4% |
| 3M | 0.88% | 31.76% |
| 6M | 11.68% | 12.25% |
| YTD | 13.96% | 17.02% |
| 1Y | 14.56% | 57.19% |
| 3Y (ann.) | 5.78% | 55.42% |
| 5Y (ann.) | 6.08% | 38.98% |
| Metric | 11391382:btcusd:triple_med_gx:lsma30_105 | 11391382:BTCUSD |
|---|---|---|
| Max Drawdown | -23.69% | -67.18% |
| Longest DD Days | 675.0 | 683.0 |
| Avg. Drawdown | -5.8% | -6.06% |
| Avg. Drawdown Days | 78.0 | 30.0 |
| Recovery Factor | 0.93 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-03-02 | -23.69 | 675 |
| 2022-04-05 | 2023-04-26 | -23.10 | 386 |
| 2022-02-16 | 2022-03-09 | -14.90 | 21 |
| 2025-04-02 | 2025-05-18 | -8.06 | 45 |
| 2025-05-27 | 2025-06-11 | -6.47 | 14 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-04-03 | 2022-04-04 | -2.33 | 1 |
| 2025-03-02 | 2025-03-12 | -1.60 | 10 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| 2025-03-13 | 2025-04-01 | -0.98 | 19 |
| Metric | 11391382:btcusd:triple_med_gx:lsma30_105 | 11391382:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.0% | 35.75% |
| Worst Week | -11.1% | -29.64% |
| Best Month | 16.11% | 43.77% |
| Worst Month | -16.46% | -37.12% |
| Best Year | 13.96% | 155.54% |
| Worst Year | -8.8% | -54.08% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.84% | 6.64% |
| Avg. Down Week | -2.73% | -4.28% |
| Avg. Up Month | 5.21% | 14.06% |
| Avg. Down Month | -4.12% | -9.98% |
| Win Days % | 45.08% | 51.28% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 45.76% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |