| Metric | 11392992:btcusd:triple_med_gx:lsma30_110 | 11392992:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 29.78% | 198.98% |
| Max Drawdown | -30.64% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.33 | 0.64 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 26.23 | 3.72 |
| Outlier Loss Ratio | 4.17 | 3.7 |
| Volatility (ann.) | 13.43% | 26.34% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.26 | 0.57 |
| Skew | 2.09 | 0.2 |
| Kurtosis | 45.07 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.64% |
| Expected Yearly % | 6.73% | 31.5% |
| Kelly Criterion | -0.79% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.24% |
| Expected Shortfall (cVaR) | -1.15% | -2.24% |
| Year | 11392992:BTCUSD | 11392992:btcusd:triple_med_gx:lsma30_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -9.82 | 0.18 | + |
| 2023 | 155.54 | 8.57 | 0.06 | - |
| 2024 | 121.00 | 17.53 | 0.14 | - |
| 2025 | 16.76 | 12.77 | 0.76 | - |
| Metric | 11392992:btcusd:triple_med_gx:lsma30_110 | 11392992:BTCUSD |
|---|---|---|
| MTD | 0.36% | 4.16% |
| 3M | 2.38% | 31.46% |
| 6M | 11.81% | 12.77% |
| YTD | 12.77% | 16.76% |
| 1Y | 16.37% | 56.84% |
| 3Y (ann.) | 11.24% | 55.31% |
| 5Y (ann.) | 8.04% | 38.4% |
| Metric | 11392992:btcusd:triple_med_gx:lsma30_110 | 11392992:BTCUSD |
|---|---|---|
| Max Drawdown | -30.64% | -67.18% |
| Longest DD Days | 745.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.29% |
| Avg. Drawdown Days | 58.0 | 31.0 |
| Recovery Factor | 0.97 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-04-19 | -30.64 | 745 |
| 2024-04-30 | 2024-11-21 | -20.00 | 205 |
| 2022-02-16 | 2022-03-09 | -17.01 | 21 |
| 2024-11-30 | 2025-01-14 | -8.56 | 45 |
| 2025-01-30 | 2025-03-02 | -8.49 | 31 |
| 2025-03-13 | 2025-05-08 | -7.09 | 56 |
| 2025-05-21 | 2025-06-11 | -6.63 | 21 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-03-12 | -2.00 | 9 |
| 2022-04-04 | 2022-04-04 | -1.85 | 0 |
| Metric | 11392992:btcusd:triple_med_gx:lsma30_110 | 11392992:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.89% | 35.75% |
| Worst Week | -9.65% | -29.64% |
| Best Month | 14.2% | 43.77% |
| Worst Month | -14.84% | -37.12% |
| Best Year | 17.53% | 155.54% |
| Worst Year | -9.82% | -54.66% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 4.1% | 6.83% |
| Avg. Down Week | -2.92% | -3.97% |
| Avg. Up Month | 5.55% | 15.26% |
| Avg. Down Month | -4.64% | -9.66% |
| Win Days % | 46.26% | 51.26% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 47.06% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |