| Metric | 11398679:btcusd:triple_med_gx:lsma30_125 | 11398679:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 98.45% | 183.29% |
| Max Drawdown | -39.09% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.62 | 0.62 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 22.18 | 4.04 |
| Outlier Loss Ratio | 3.87 | 3.92 |
| Volatility (ann.) | 15.46% | 26.34% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.58 | 0.54 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 34.87 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.69% | 2.57% |
| Expected Yearly % | 18.69% | 29.73% |
| Kelly Criterion | 4.41% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11398679:BTCUSD | 11398679:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -18.42 | 0.32 | + |
| 2023 | 155.54 | 50.84 | 0.33 | - |
| 2024 | 121.00 | 25.80 | 0.21 | - |
| 2025 | 16.76 | 28.19 | 1.68 | + |
| Metric | 11398679:btcusd:triple_med_gx:lsma30_125 | 11398679:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 20.13% | 31.46% |
| 6M | 29.29% | 12.77% |
| YTD | 28.19% | 16.76% |
| 1Y | 30.45% | 56.84% |
| 3Y (ann.) | 35.32% | 55.31% |
| 5Y (ann.) | 22.64% | 36.34% |
| Metric | 11398679:btcusd:triple_med_gx:lsma30_125 | 11398679:BTCUSD |
|---|---|---|
| Max Drawdown | -39.09% | -67.18% |
| Longest DD Days | 422.0 | 683.0 |
| Avg. Drawdown | -4.96% | -6.73% |
| Avg. Drawdown Days | 30.0 | 34.0 |
| Recovery Factor | 2.52 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2023-04-26 | -39.09 | 422 |
| 2024-06-05 | 2024-12-11 | -28.17 | 188 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-03-03 | 2025-04-11 | -11.33 | 39 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-01-02 | 2024-03-20 | -7.90 | 78 |
| 2024-04-15 | 2024-04-29 | -7.34 | 14 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2023-07-20 | 2023-11-15 | -6.41 | 118 |
| Metric | 11398679:btcusd:triple_med_gx:lsma30_125 | 11398679:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -12.9% | -29.64% |
| Best Month | 12.45% | 43.77% |
| Worst Month | -13.51% | -37.12% |
| Best Year | 50.84% | 155.54% |
| Worst Year | -18.42% | -57.04% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.92% | -0.98% |
| Avg. Up Week | 3.99% | 5.93% |
| Avg. Down Week | -3.24% | -5.94% |
| Avg. Up Month | 5.57% | 12.6% |
| Avg. Down Month | -6.14% | -15.09% |
| Win Days % | 50.4% | 51.3% |
| Win Month % | 71.05% | 60.98% |
| Win Week % | 58.76% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |