| Metric | 11396253:btcusd:triple_med_gx:lsma30_120 | 11396253:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 40.32% | 187.39% |
| Max Drawdown | -36.65% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 25.84 | 3.72 |
| Outlier Loss Ratio | 4.22 | 3.6 |
| Volatility (ann.) | 13.65% | 26.35% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.29 | 0.55 |
| Skew | 1.77 | 0.2 |
| Kurtosis | 47.88 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.55% |
| Expected Yearly % | 8.84% | 30.2% |
| Kelly Criterion | -0.37% | 8.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.24% |
| Expected Shortfall (cVaR) | -1.17% | -2.24% |
| Year | 11396253:BTCUSD | 11396253:btcusd:triple_med_gx:lsma30_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -8.61 | 0.15 | + |
| 2023 | 155.54 | 16.50 | 0.11 | - |
| 2024 | 121.00 | 40.50 | 0.33 | - |
| 2025 | 16.76 | -6.20 | -0.37 | - |
| Metric | 11396253:btcusd:triple_med_gx:lsma30_120 | 11396253:BTCUSD |
|---|---|---|
| MTD | 1.12% | 4.16% |
| 3M | 6.95% | 31.46% |
| 6M | -5.15% | 12.77% |
| YTD | -6.2% | 16.76% |
| 1Y | 1.12% | 56.84% |
| 3Y (ann.) | 5.96% | 55.31% |
| 5Y (ann.) | 10.6% | 36.89% |
| Metric | 11396253:btcusd:triple_med_gx:lsma30_120 | 11396253:BTCUSD |
|---|---|---|
| Max Drawdown | -36.65% | -67.18% |
| Longest DD Days | 715.0 | 683.0 |
| Avg. Drawdown | -5.31% | -6.61% |
| Avg. Drawdown Days | 55.0 | 33.0 |
| Recovery Factor | 1.1 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-03-20 | -36.65 | 715 |
| 2024-04-29 | 2024-11-06 | -20.18 | 190 |
| 2024-11-07 | 2025-06-11 | -19.79 | 216 |
| 2022-02-18 | 2022-02-25 | -11.06 | 7 |
| 2024-03-21 | 2024-03-24 | -6.31 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-03-26 | 2024-04-06 | -1.70 | 11 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11396253:btcusd:triple_med_gx:lsma30_120 | 11396253:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 12.26% | 35.75% |
| Worst Week | -10.27% | -29.64% |
| Best Month | 12.14% | 43.77% |
| Worst Month | -12.43% | -37.12% |
| Best Year | 40.5% | 155.54% |
| Worst Year | -8.61% | -56.42% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 4.15% | 7.56% |
| Avg. Down Week | -2.96% | -4.48% |
| Avg. Up Month | 5.31% | 13.66% |
| Avg. Down Month | -5.48% | -11.41% |
| Win Days % | 45.2% | 51.28% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 47.46% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |