| Metric | 11397192:btcusd:triple_med_gx:lsma30_120 | 11397192:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 97.74% | 187.39% |
| Max Drawdown | -32.21% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.61 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 20.74 | 3.94 |
| Outlier Loss Ratio | 4.04 | 3.92 |
| Volatility (ann.) | 15.49% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.7 | 0.55 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 33.33 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.64% | 2.55% |
| Expected Yearly % | 18.58% | 30.2% |
| Kelly Criterion | 4.39% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11397192:BTCUSD | 11397192:btcusd:triple_med_gx:lsma30_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -14.12 | 0.25 | + |
| 2023 | 155.54 | 30.19 | 0.19 | - |
| 2024 | 121.00 | 31.57 | 0.26 | - |
| 2025 | 16.76 | 34.43 | 2.05 | + |
| Metric | 11397192:btcusd:triple_med_gx:lsma30_120 | 11397192:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 36.81% | 31.46% |
| 6M | 38.28% | 12.77% |
| YTD | 34.43% | 16.76% |
| 1Y | 39.07% | 56.84% |
| 3Y (ann.) | 23.9% | 55.31% |
| 5Y (ann.) | 22.49% | 36.89% |
| Metric | 11397192:btcusd:triple_med_gx:lsma30_120 | 11397192:BTCUSD |
|---|---|---|
| Max Drawdown | -32.21% | -67.18% |
| Longest DD Days | 388.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.61% |
| Avg. Drawdown Days | 22.0 | 33.0 |
| Recovery Factor | 3.03 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-05-04 | -32.21 | 388 |
| 2024-05-05 | 2024-12-05 | -29.27 | 214 |
| 2025-02-06 | 2025-04-11 | -13.75 | 64 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-01-17 | 2024-03-20 | -10.12 | 63 |
| 2024-04-21 | 2024-05-04 | -9.90 | 12 |
| 2023-07-14 | 2023-12-20 | -9.41 | 159 |
| 2023-05-05 | 2023-07-13 | -7.61 | 69 |
| 2024-12-26 | 2025-02-06 | -6.93 | 42 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397192:btcusd:triple_med_gx:lsma30_120 | 11397192:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -15.95% | -29.64% |
| Best Month | 17.78% | 43.77% |
| Worst Month | -15.56% | -37.12% |
| Best Year | 34.43% | 155.54% |
| Worst Year | -14.12% | -56.42% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.97% | 5.94% |
| Avg. Down Week | -2.75% | -4.66% |
| Avg. Up Month | 6.39% | 13.67% |
| Avg. Down Month | -4.99% | -11.28% |
| Win Days % | 49.86% | 51.28% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 53.85% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |