| Metric | 11399536:btcusd:triple_med_gx:lsma30_130 | 11399536:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 62.5% | 182.99% |
| Max Drawdown | -29.54% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 25.75 | 3.72 |
| Outlier Loss Ratio | 4.14 | 3.65 |
| Volatility (ann.) | 13.37% | 26.35% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.53 | 0.54 |
| Skew | 2.27 | 0.2 |
| Kurtosis | 46.26 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.19% | 2.57% |
| Expected Yearly % | 12.9% | 29.7% |
| Kelly Criterion | 1.3% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.24% |
| Expected Shortfall (cVaR) | -1.14% | -2.24% |
| Year | 11399536:BTCUSD | 11399536:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 1.87 | -0.03 | + |
| 2023 | 155.54 | 10.83 | 0.07 | - |
| 2024 | 121.00 | 19.68 | 0.16 | - |
| 2025 | 16.76 | 20.25 | 1.21 | + |
| Metric | 11399536:btcusd:triple_med_gx:lsma30_130 | 11399536:BTCUSD |
|---|---|---|
| MTD | 2.12% | 4.16% |
| 3M | 14.94% | 31.46% |
| 6M | 19.17% | 12.77% |
| YTD | 20.25% | 16.76% |
| 1Y | 24.49% | 56.84% |
| 3Y (ann.) | 16.05% | 55.31% |
| 5Y (ann.) | 15.56% | 36.34% |
| Metric | 11399536:btcusd:triple_med_gx:lsma30_130 | 11399536:BTCUSD |
|---|---|---|
| Max Drawdown | -29.54% | -67.18% |
| Longest DD Days | 720.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.9% |
| Avg. Drawdown Days | 38.0 | 35.0 |
| Recovery Factor | 2.12 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-03-25 | -29.54 | 720 |
| 2024-04-30 | 2024-11-06 | -17.31 | 190 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-11-30 | 2025-03-02 | -10.35 | 92 |
| 2025-05-28 | 2025-06-11 | -5.53 | 14 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-03-13 | 2025-04-01 | -4.38 | 19 |
| 2024-03-26 | 2024-04-19 | -3.94 | 23 |
| 2025-04-10 | 2025-04-11 | -3.31 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11399536:btcusd:triple_med_gx:lsma30_130 | 11399536:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.36% | 35.75% |
| Worst Week | -9.65% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -15.13% | -37.12% |
| Best Year | 20.25% | 155.54% |
| Worst Year | 1.87% | -57.08% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.8% | 6.73% |
| Avg. Down Week | -3.07% | -3.83% |
| Avg. Up Month | 5.61% | 13.04% |
| Avg. Down Month | -4.54% | -12.4% |
| Win Days % | 47.15% | 51.31% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 52.63% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |