| Metric | 11397028:btcusd:triple_med_gx:lsma30_120 | 11397028:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 54.17% | 187.39% |
| Max Drawdown | -42.71% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.43 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 21.83 | 4.05 |
| Outlier Loss Ratio | 3.89 | 4.0 |
| Volatility (ann.) | 15.7% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.32 | 0.55 |
| Skew | 1.18 | 0.2 |
| Kurtosis | 33.04 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.04% | 2.55% |
| Expected Yearly % | 11.43% | 30.2% |
| Kelly Criterion | 2.19% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11397028:BTCUSD | 11397028:btcusd:triple_med_gx:lsma30_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -24.37 | 0.43 | + |
| 2023 | 155.54 | 49.17 | 0.32 | - |
| 2024 | 121.00 | 18.91 | 0.16 | - |
| 2025 | 16.76 | 14.92 | 0.89 | - |
| Metric | 11397028:btcusd:triple_med_gx:lsma30_120 | 11397028:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 12.0% | 31.46% |
| 6M | 16.79% | 12.77% |
| YTD | 14.92% | 16.76% |
| 1Y | 12.94% | 56.84% |
| 3Y (ann.) | 27.09% | 55.31% |
| 5Y (ann.) | 13.74% | 36.89% |
| Metric | 11397028:btcusd:triple_med_gx:lsma30_120 | 11397028:BTCUSD |
|---|---|---|
| Max Drawdown | -42.71% | -67.18% |
| Longest DD Days | 430.0 | 683.0 |
| Avg. Drawdown | -5.87% | -6.61% |
| Avg. Drawdown Days | 38.0 | 33.0 |
| Recovery Factor | 1.27 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-04-26 | -42.71 | 430 |
| 2024-06-05 | 2024-12-24 | -30.46 | 201 |
| 2025-03-03 | 2025-05-08 | -13.72 | 66 |
| 2024-04-30 | 2024-05-12 | -9.89 | 12 |
| 2024-01-14 | 2024-03-25 | -9.85 | 70 |
| 2024-12-26 | 2025-03-02 | -8.14 | 66 |
| 2024-04-04 | 2024-04-29 | -7.50 | 25 |
| 2023-05-18 | 2023-07-12 | -6.73 | 55 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2023-07-20 | 2023-11-15 | -6.41 | 117 |
| Metric | 11397028:btcusd:triple_med_gx:lsma30_120 | 11397028:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -14.36% | -29.64% |
| Best Month | 13.51% | 43.77% |
| Worst Month | -12.9% | -37.12% |
| Best Year | 49.17% | 155.54% |
| Worst Year | -24.37% | -56.42% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.94% | -0.98% |
| Avg. Up Week | 4.02% | 5.9% |
| Avg. Down Week | -3.43% | -5.1% |
| Avg. Up Month | 5.89% | 12.57% |
| Avg. Down Month | -6.86% | -15.98% |
| Win Days % | 49.86% | 51.28% |
| Win Month % | 63.16% | 61.9% |
| Win Week % | 56.25% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |