| Metric | 11400532:btcusd:triple_med_gx:lsma30_130 | 11400532:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 105.42% | 182.99% |
| Max Drawdown | -39.99% | -67.18% |
| Sharpe | 0.43 | 0.43 |
| Sortino | 0.64 | 0.62 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 21.51 | 3.88 |
| Outlier Loss Ratio | 4.0 | 3.89 |
| Volatility (ann.) | 15.35% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.6 | 0.54 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 36.12 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.77% | 2.57% |
| Expected Yearly % | 19.72% | 29.7% |
| Kelly Criterion | 4.83% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11400532:BTCUSD | 11400532:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -16.43 | 0.29 | + |
| 2023 | 155.54 | 34.44 | 0.22 | - |
| 2024 | 121.00 | 37.91 | 0.31 | - |
| 2025 | 16.76 | 32.57 | 1.94 | + |
| Metric | 11400532:btcusd:triple_med_gx:lsma30_130 | 11400532:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 24.81% | 31.46% |
| 6M | 30.67% | 12.77% |
| YTD | 32.57% | 16.76% |
| 1Y | 41.35% | 56.84% |
| 3Y (ann.) | 19.77% | 55.31% |
| 5Y (ann.) | 23.92% | 36.34% |
| Metric | 11400532:btcusd:triple_med_gx:lsma30_130 | 11400532:BTCUSD |
|---|---|---|
| Max Drawdown | -39.99% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -3.54% | -6.9% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 2.64 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-25 | -39.99 | 714 |
| 2024-06-02 | 2024-11-06 | -22.06 | 156 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-13 | 2025-03-10 | -7.29 | 86 |
| 2024-04-21 | 2024-05-03 | -6.75 | 12 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-03-14 | 2025-04-09 | -5.87 | 25 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11400532:btcusd:triple_med_gx:lsma30_130 | 11400532:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 16.24% | 43.77% |
| Worst Month | -25.06% | -37.12% |
| Best Year | 37.91% | 155.54% |
| Worst Year | -16.43% | -57.08% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.1% | 6.05% |
| Avg. Down Week | -3.25% | -4.8% |
| Avg. Up Month | 5.94% | 12.57% |
| Avg. Down Month | -4.9% | -12.85% |
| Win Days % | 49.82% | 51.31% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 57.14% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |