| Metric | 11395463:btcusd:triple_med_gx:lsma30_115 | 11395463:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 56.63% | 189.3% |
| Max Drawdown | -40.64% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 21.08 | 4.05 |
| Outlier Loss Ratio | 3.9 | 4.0 |
| Volatility (ann.) | 15.89% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.35 | 0.55 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 32.29 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.56% |
| Expected Yearly % | 11.87% | 30.42% |
| Kelly Criterion | 2.52% | 2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11395463:BTCUSD | 11395463:btcusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -21.71 | 0.39 | + |
| 2023 | 155.54 | 44.20 | 0.28 | - |
| 2024 | 121.00 | 14.30 | 0.12 | - |
| 2025 | 16.76 | 21.38 | 1.28 | + |
| Metric | 11395463:btcusd:triple_med_gx:lsma30_115 | 11395463:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 12.9% | 31.46% |
| 6M | 24.35% | 12.77% |
| YTD | 21.38% | 16.76% |
| 1Y | 15.45% | 56.84% |
| 3Y (ann.) | 26.26% | 55.31% |
| 5Y (ann.) | 14.26% | 37.09% |
| Metric | 11395463:btcusd:triple_med_gx:lsma30_115 | 11395463:BTCUSD |
|---|---|---|
| Max Drawdown | -40.64% | -67.18% |
| Longest DD Days | 430.0 | 683.0 |
| Avg. Drawdown | -5.81% | -6.63% |
| Avg. Drawdown Days | 38.0 | 33.0 |
| Recovery Factor | 1.39 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-04-25 | -40.64 | 430 |
| 2024-06-05 | 2024-12-25 | -29.43 | 203 |
| 2025-03-03 | 2025-05-08 | -11.55 | 66 |
| 2024-04-30 | 2024-05-12 | -9.89 | 12 |
| 2023-07-14 | 2023-11-15 | -7.59 | 124 |
| 2024-01-14 | 2024-03-20 | -7.46 | 66 |
| 2024-04-15 | 2024-04-29 | -7.34 | 14 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-06-09 | 2023-06-17 | -6.18 | 7 |
| Metric | 11395463:btcusd:triple_med_gx:lsma30_115 | 11395463:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.4% | 43.77% |
| Worst Month | -13.79% | -37.12% |
| Best Year | 44.2% | 155.54% |
| Worst Year | -21.71% | -56.13% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 3.76% | 5.83% |
| Avg. Down Week | -3.12% | -4.95% |
| Avg. Up Month | 5.5% | 12.66% |
| Avg. Down Month | -5.85% | -12.94% |
| Win Days % | 50.24% | 51.25% |
| Win Month % | 64.86% | 61.9% |
| Win Week % | 57.84% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |