| Metric | 11393825:btcusd:triple_med_gx:lsma30_110 | 11393825:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 38.95% | 198.98% |
| Max Drawdown | -44.46% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.35 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 20.38 | 4.08 |
| Outlier Loss Ratio | 3.94 | 4.02 |
| Volatility (ann.) | 16.32% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.23 | 0.57 |
| Skew | 1.07 | 0.2 |
| Kurtosis | 30.04 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.64% |
| Expected Yearly % | 8.57% | 31.5% |
| Kelly Criterion | 1.44% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11393825:BTCUSD | 11393825:btcusd:triple_med_gx:lsma30_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -27.62 | 0.51 | + |
| 2023 | 155.54 | 59.23 | 0.38 | - |
| 2024 | 121.00 | 1.55 | 0.01 | - |
| 2025 | 16.76 | 18.73 | 1.12 | + |
| Metric | 11393825:btcusd:triple_med_gx:lsma30_110 | 11393825:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 1.31% | 31.46% |
| 6M | 17.6% | 12.77% |
| YTD | 18.73% | 16.76% |
| 1Y | 15.84% | 56.84% |
| 3Y (ann.) | 24.03% | 55.31% |
| 5Y (ann.) | 10.25% | 38.4% |
| Metric | 11393825:btcusd:triple_med_gx:lsma30_110 | 11393825:BTCUSD |
|---|---|---|
| Max Drawdown | -44.46% | -67.18% |
| Longest DD Days | 635.0 | 683.0 |
| Avg. Drawdown | -7.62% | -6.29% |
| Avg. Drawdown Days | 68.0 | 31.0 |
| Recovery Factor | 0.88 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-18 | 2023-11-15 | -44.46 | 635 |
| 2024-04-04 | 2025-02-03 | -31.71 | 305 |
| 2025-03-03 | 2025-06-11 | -12.94 | 100 |
| 2024-03-18 | 2024-03-25 | -10.54 | 7 |
| 2023-12-28 | 2024-02-28 | -8.61 | 62 |
| 2025-02-04 | 2025-02-28 | -5.26 | 24 |
| 2023-11-16 | 2023-11-22 | -4.55 | 6 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-24 | 2023-11-28 | -1.81 | 3 |
| 2023-12-22 | 2023-12-27 | -1.53 | 5 |
| Metric | 11393825:btcusd:triple_med_gx:lsma30_110 | 11393825:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -17.71% | -29.64% |
| Best Month | 19.71% | 43.77% |
| Worst Month | -16.15% | -37.12% |
| Best Year | 59.23% | 155.54% |
| Worst Year | -27.62% | -54.66% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.16% | 6.39% |
| Avg. Down Week | -3.62% | -5.25% |
| Avg. Up Month | 5.66% | 15.21% |
| Avg. Down Month | -8.32% | -15.82% |
| Win Days % | 48.88% | 51.26% |
| Win Month % | 65.0% | 61.9% |
| Win Week % | 55.24% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |