| Metric | 11395519:btcusd:triple_med_gx:lsma30_115 | 11395519:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 87.02% | 189.3% |
| Max Drawdown | -29.79% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.57 | 0.63 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 20.72 | 4.03 |
| Outlier Loss Ratio | 3.99 | 3.92 |
| Volatility (ann.) | 15.75% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.69 | 0.55 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 33.86 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.56% |
| Expected Yearly % | 16.94% | 30.42% |
| Kelly Criterion | 3.58% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11395519:BTCUSD | 11395519:btcusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -15.58 | 0.28 | + |
| 2023 | 155.54 | 24.45 | 0.16 | - |
| 2024 | 121.00 | 29.37 | 0.24 | - |
| 2025 | 16.76 | 37.60 | 2.24 | + |
| Metric | 11395519:btcusd:triple_med_gx:lsma30_115 | 11395519:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 19.75% | 31.46% |
| 6M | 40.8% | 12.77% |
| YTD | 37.6% | 16.76% |
| 1Y | 41.93% | 56.84% |
| 3Y (ann.) | 24.46% | 55.31% |
| 5Y (ann.) | 20.43% | 37.09% |
| Metric | 11395519:btcusd:triple_med_gx:lsma30_115 | 11395519:BTCUSD |
|---|---|---|
| Max Drawdown | -29.79% | -67.18% |
| Longest DD Days | 382.0 | 683.0 |
| Avg. Drawdown | -5.01% | -6.63% |
| Avg. Drawdown Days | 28.0 | 33.0 |
| Recovery Factor | 2.92 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-12-05 | -29.79 | 188 |
| 2022-04-08 | 2023-04-25 | -25.95 | 382 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2025-03-03 | 2025-03-14 | -11.01 | 11 |
| 2024-04-15 | 2024-05-13 | -10.68 | 27 |
| 2023-07-14 | 2023-12-20 | -10.28 | 159 |
| 2025-03-14 | 2025-04-11 | -8.75 | 27 |
| 2023-05-04 | 2023-07-13 | -8.35 | 70 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| Metric | 11395519:btcusd:triple_med_gx:lsma30_115 | 11395519:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 11.93% | 43.77% |
| Worst Month | -11.4% | -37.12% |
| Best Year | 37.6% | 155.54% |
| Worst Year | -15.58% | -56.13% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 4.06% | 6.13% |
| Avg. Down Week | -2.45% | -4.42% |
| Avg. Up Month | 5.53% | 12.73% |
| Avg. Down Month | -3.76% | -12.49% |
| Win Days % | 50.1% | 51.25% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 52.43% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |