| Metric | 11397795:btcusd:triple_med_gx:lsma30_125 | 11397795:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 45.62% | 183.29% |
| Max Drawdown | -24.77% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 26.33 | 3.72 |
| Outlier Loss Ratio | 4.32 | 3.65 |
| Volatility (ann.) | 13.06% | 26.34% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.48 | 0.54 |
| Skew | 2.42 | 0.2 |
| Kurtosis | 44.66 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.57% |
| Expected Yearly % | 9.85% | 29.73% |
| Kelly Criterion | -0.0% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.24% |
| Expected Shortfall (cVaR) | -1.11% | -2.24% |
| Year | 11397795:BTCUSD | 11397795:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -3.37 | 0.06 | + |
| 2023 | 155.54 | 11.49 | 0.07 | - |
| 2024 | 121.00 | 13.22 | 0.11 | - |
| 2025 | 16.76 | 19.39 | 1.16 | + |
| Metric | 11397795:btcusd:triple_med_gx:lsma30_125 | 11397795:BTCUSD |
|---|---|---|
| MTD | -1.93% | 4.16% |
| 3M | 9.38% | 31.46% |
| 6M | 14.98% | 12.77% |
| YTD | 19.39% | 16.76% |
| 1Y | 20.97% | 56.84% |
| 3Y (ann.) | 13.01% | 55.31% |
| 5Y (ann.) | 11.84% | 36.34% |
| Metric | 11397795:btcusd:triple_med_gx:lsma30_125 | 11397795:BTCUSD |
|---|---|---|
| Max Drawdown | -24.77% | -67.18% |
| Longest DD Days | 470.0 | 683.0 |
| Avg. Drawdown | -4.55% | -6.73% |
| Avg. Drawdown Days | 50.0 | 34.0 |
| Recovery Factor | 1.84 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-04-25 | -24.77 | 385 |
| 2023-04-26 | 2024-08-08 | -17.03 | 470 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-11-30 | 2025-03-02 | -9.54 | 92 |
| 2024-08-09 | 2024-11-05 | -9.00 | 88 |
| 2025-05-21 | 2025-06-11 | -7.55 | 21 |
| 2022-02-27 | 2022-03-09 | -4.53 | 9 |
| 2025-04-09 | 2025-04-11 | -4.21 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-04-01 | -3.26 | 29 |
| Metric | 11397795:btcusd:triple_med_gx:lsma30_125 | 11397795:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 16.86% | 35.75% |
| Worst Week | -11.1% | -29.64% |
| Best Month | 13.07% | 43.77% |
| Worst Month | -15.25% | -37.12% |
| Best Year | 19.39% | 155.54% |
| Worst Year | -3.37% | -57.04% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.13% | 6.62% |
| Avg. Down Week | -2.74% | -4.12% |
| Avg. Up Month | 5.61% | 13.96% |
| Avg. Down Month | -4.79% | -12.99% |
| Win Days % | 45.23% | 51.3% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 48.25% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |