| Metric | 11398789:btcusd:triple_med_gx:lsma30_125 | 11398789:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 77.93% | 183.29% |
| Max Drawdown | -33.88% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.54 | 0.62 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 21.7 | 3.94 |
| Outlier Loss Ratio | 3.98 | 3.92 |
| Volatility (ann.) | 15.43% | 26.34% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.55 | 0.54 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 36.33 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.42% | 2.57% |
| Expected Yearly % | 15.5% | 29.73% |
| Kelly Criterion | 3.53% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11398789:BTCUSD | 11398789:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -19.59 | 0.34 | + |
| 2023 | 155.54 | 26.03 | 0.17 | - |
| 2024 | 121.00 | 22.10 | 0.18 | - |
| 2025 | 16.76 | 43.81 | 2.61 | + |
| Metric | 11398789:btcusd:triple_med_gx:lsma30_125 | 11398789:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 32.16% | 31.46% |
| 6M | 48.34% | 12.77% |
| YTD | 43.81% | 16.76% |
| 1Y | 44.93% | 56.84% |
| 3Y (ann.) | 21.78% | 55.31% |
| 5Y (ann.) | 18.72% | 36.34% |
| Metric | 11398789:btcusd:triple_med_gx:lsma30_125 | 11398789:BTCUSD |
|---|---|---|
| Max Drawdown | -33.88% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -4.56% | -6.73% |
| Avg. Drawdown Days | 32.0 | 34.0 |
| Recovery Factor | 2.3 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-20 | -33.88 | 710 |
| 2024-05-05 | 2024-12-24 | -29.11 | 233 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-03-03 | 2025-03-14 | -11.01 | 11 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2024-04-15 | 2024-04-19 | -4.64 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11398789:btcusd:triple_med_gx:lsma30_125 | 11398789:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -14.66% | -29.64% |
| Best Month | 12.81% | 43.77% |
| Worst Month | -16.8% | -37.12% |
| Best Year | 43.81% | 155.54% |
| Worst Year | -19.59% | -57.04% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 3.76% | 5.97% |
| Avg. Down Week | -2.87% | -4.61% |
| Avg. Up Month | 5.26% | 12.63% |
| Avg. Down Month | -4.25% | -12.99% |
| Win Days % | 49.75% | 51.3% |
| Win Month % | 58.97% | 60.98% |
| Win Week % | 54.55% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |