| Metric | 11399479:btcusd:triple_med_gx:lsma30_130 | 11399479:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 73.1% | 182.99% |
| Max Drawdown | -26.26% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.61 | 0.62 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 26.16 | 3.72 |
| Outlier Loss Ratio | 4.3 | 3.65 |
| Volatility (ann.) | 13.02% | 26.35% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.68 | 0.54 |
| Skew | 2.51 | 0.2 |
| Kurtosis | 44.72 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.35% | 2.57% |
| Expected Yearly % | 14.7% | 29.7% |
| Kelly Criterion | 1.64% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.24% |
| Expected Shortfall (cVaR) | -1.11% | -2.24% |
| Year | 11399479:BTCUSD | 11399479:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 7.10 | -0.12 | + |
| 2023 | 155.54 | 14.16 | 0.09 | - |
| 2024 | 121.00 | 16.31 | 0.13 | - |
| 2025 | 16.76 | 21.72 | 1.30 | + |
| Metric | 11399479:btcusd:triple_med_gx:lsma30_130 | 11399479:BTCUSD |
|---|---|---|
| MTD | -1.32% | 4.16% |
| 3M | 13.18% | 31.46% |
| 6M | 17.82% | 12.77% |
| YTD | 21.72% | 16.76% |
| 1Y | 24.23% | 56.84% |
| 3Y (ann.) | 21.01% | 55.31% |
| 5Y (ann.) | 17.76% | 36.34% |
| Metric | 11399479:btcusd:triple_med_gx:lsma30_130 | 11399479:BTCUSD |
|---|---|---|
| Max Drawdown | -26.26% | -67.18% |
| Longest DD Days | 342.0 | 683.0 |
| Avg. Drawdown | -4.27% | -6.9% |
| Avg. Drawdown Days | 34.0 | 35.0 |
| Recovery Factor | 2.78 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-03-13 | -26.26 | 342 |
| 2023-05-23 | 2024-02-27 | -16.23 | 280 |
| 2024-03-19 | 2024-06-04 | -11.57 | 77 |
| 2024-11-30 | 2025-04-01 | -11.33 | 122 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-06-05 | 2024-08-08 | -10.20 | 64 |
| 2024-08-09 | 2024-10-28 | -8.48 | 80 |
| 2023-04-26 | 2023-05-23 | -7.17 | 26 |
| 2025-05-27 | 2025-06-11 | -6.52 | 14 |
| 2022-02-27 | 2022-03-09 | -4.53 | 9 |
| Metric | 11399479:btcusd:triple_med_gx:lsma30_130 | 11399479: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 | 13.04% | 43.77% |
| Worst Month | -16.3% | -37.12% |
| Best Year | 21.72% | 155.54% |
| Worst Year | 7.1% | -57.08% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.61% | 6.68% |
| Avg. Down Week | -3.0% | -4.19% |
| Avg. Up Month | 5.98% | 14.11% |
| Avg. Down Month | -5.47% | -13.98% |
| Win Days % | 46.02% | 51.31% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 50.91% | 50.84% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 75.0% |