| Metric | 11399589:btcusd:triple_med_gx:lsma30_130 | 11399589:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 66.38% | 208.04% |
| Max Drawdown | -32.35% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.53 | 0.64 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 25.62 | 3.75 |
| Outlier Loss Ratio | 4.22 | 3.62 |
| Volatility (ann.) | 13.51% | 26.12% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.49 | 0.57 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 48.28 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.71% |
| Expected Yearly % | 13.57% | 32.48% |
| Kelly Criterion | 0.71% | 9.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.22% |
| Expected Shortfall (cVaR) | -1.15% | -2.22% |
| Year | 11399589:BTCUSD | 11399589:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -5.77 | 0.10 | + |
| 2023 | 155.54 | 18.65 | 0.12 | - |
| 2024 | 121.00 | 39.26 | 0.32 | - |
| 2025 | 27.10 | 6.86 | 0.25 | - |
| Metric | 11399589:btcusd:triple_med_gx:lsma30_130 | 11399589:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.74% | 41.88% |
| 6M | 1.55% | 22.91% |
| YTD | 6.86% | 27.1% |
| 1Y | 19.41% | 82.29% |
| 3Y (ann.) | 14.33% | 77.48% |
| 5Y (ann.) | 15.89% | 38.53% |
| Metric | 11399589:btcusd:triple_med_gx:lsma30_130 | 11399589:BTCUSD |
|---|---|---|
| Max Drawdown | -32.35% | -67.18% |
| Longest DD Days | 692.0 | 683.0 |
| Avg. Drawdown | -5.06% | -6.7% |
| Avg. Drawdown Days | 49.0 | 34.0 |
| Recovery Factor | 2.05 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-02-27 | -32.35 | 692 |
| 2024-04-22 | 2024-11-06 | -19.24 | 197 |
| 2025-01-30 | 2025-05-29 | -13.62 | 118 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-05-29 | 2025-06-24 | -7.00 | 26 |
| 2024-11-07 | 2025-01-03 | -6.35 | 57 |
| 2024-03-21 | 2024-03-24 | -6.31 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2024-03-26 | 2024-04-06 | -3.43 | 11 |
| Metric | 11399589:btcusd:triple_med_gx:lsma30_130 | 11399589:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 12.26% | 35.75% |
| Worst Week | -10.27% | -29.64% |
| Best Month | 12.35% | 43.77% |
| Worst Month | -14.44% | -37.12% |
| Best Year | 39.26% | 155.54% |
| Worst Year | -5.77% | -57.08% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.27% | 7.05% |
| Avg. Down Week | -3.0% | -4.46% |
| Avg. Up Month | 5.4% | 13.44% |
| Avg. Down Month | -5.26% | -8.36% |
| Win Days % | 45.72% | 51.33% |
| Win Month % | 63.41% | 61.9% |
| Win Week % | 48.74% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |