| Metric | 11393936:btcusd:triple_med_gx:lsma30_110 | 11393936:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 71.42% | 198.98% |
| Max Drawdown | -29.42% | -67.18% |
| Sharpe | 0.33 | 0.44 |
| Sortino | 0.5 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 20.25 | 4.06 |
| Outlier Loss Ratio | 4.06 | 4.0 |
| Volatility (ann.) | 16.0% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.59 | 0.57 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 32.06 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.64% |
| Expected Yearly % | 14.42% | 31.5% |
| Kelly Criterion | 2.9% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11393936:BTCUSD | 11393936:btcusd:triple_med_gx:lsma30_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -14.54 | 0.27 | + |
| 2023 | 155.54 | 36.17 | 0.23 | - |
| 2024 | 121.00 | 17.44 | 0.14 | - |
| 2025 | 16.76 | 25.43 | 1.52 | + |
| Metric | 11393936:btcusd:triple_med_gx:lsma30_110 | 11393936:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 12.93% | 31.46% |
| 6M | 28.31% | 12.77% |
| YTD | 25.43% | 16.76% |
| 1Y | 29.43% | 56.84% |
| 3Y (ann.) | 23.76% | 55.31% |
| 5Y (ann.) | 17.34% | 38.4% |
| Metric | 11393936:btcusd:triple_med_gx:lsma30_110 | 11393936:BTCUSD |
|---|---|---|
| Max Drawdown | -29.42% | -67.18% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -5.3% | -6.29% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 2.43 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-10 | -29.42 | 367 |
| 2024-06-05 | 2024-12-05 | -28.94 | 182 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2024-04-04 | 2024-06-04 | -13.08 | 60 |
| 2025-03-03 | 2025-03-14 | -11.01 | 11 |
| 2023-12-22 | 2024-03-20 | -10.13 | 89 |
| 2025-03-14 | 2025-04-12 | -9.51 | 28 |
| 2023-07-14 | 2023-12-18 | -8.69 | 157 |
| 2023-05-18 | 2023-07-13 | -8.29 | 56 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| Metric | 11393936:btcusd:triple_med_gx:lsma30_110 | 11393936:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 13.38% | 43.77% |
| Worst Month | -13.83% | -37.12% |
| Best Year | 36.17% | 155.54% |
| Worst Year | -14.54% | -54.66% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 3.91% | 6.03% |
| Avg. Down Week | -2.36% | -5.21% |
| Avg. Up Month | 5.14% | 12.37% |
| Avg. Down Month | -4.44% | -13.15% |
| Win Days % | 49.51% | 51.26% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 50.47% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |