| Metric | 11400642:btcusd:triple_med_gx:lsma30_130 | 11400642:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 100.06% | 182.99% |
| Max Drawdown | -49.28% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.62 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 21.4 | 3.83 |
| Outlier Loss Ratio | 3.89 | 3.8 |
| Volatility (ann.) | 15.1% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.47 | 0.54 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 36.0 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.71% | 2.57% |
| Expected Yearly % | 18.93% | 29.7% |
| Kelly Criterion | 4.63% | 4.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.24% |
| Expected Shortfall (cVaR) | -1.28% | -2.24% |
| Year | 11400642:BTCUSD | 11400642:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -30.92 | 0.54 | + |
| 2023 | 155.54 | 44.21 | 0.28 | - |
| 2024 | 121.00 | 70.87 | 0.59 | - |
| 2025 | 16.76 | 17.54 | 1.05 | + |
| Metric | 11400642:btcusd:triple_med_gx:lsma30_130 | 11400642:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 21.12% | 31.46% |
| 6M | 26.21% | 12.77% |
| YTD | 17.54% | 16.76% |
| 1Y | 42.96% | 56.84% |
| 3Y (ann.) | 20.49% | 55.31% |
| 5Y (ann.) | 22.95% | 36.34% |
| Metric | 11400642:btcusd:triple_med_gx:lsma30_130 | 11400642:BTCUSD |
|---|---|---|
| Max Drawdown | -49.28% | -67.18% |
| Longest DD Days | 774.0 | 683.0 |
| Avg. Drawdown | -4.0% | -6.9% |
| Avg. Drawdown Days | 31.0 | 35.0 |
| Recovery Factor | 2.03 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-04-22 | -49.28 | 774 |
| 2024-06-10 | 2024-10-14 | -17.71 | 125 |
| 2025-01-30 | 2025-05-08 | -15.07 | 98 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-12-21 | 2025-01-14 | -5.19 | 24 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-03-01 | 2022-03-08 | -1.84 | 7 |
| Metric | 11400642:btcusd:triple_med_gx:lsma30_130 | 11400642:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -23.29% | -37.12% |
| Best Year | 70.87% | 155.54% |
| Worst Year | -30.92% | -57.08% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 4.07% | 5.8% |
| Avg. Down Week | -3.59% | -5.65% |
| Avg. Up Month | 5.79% | 12.44% |
| Avg. Down Month | -7.31% | -13.55% |
| Win Days % | 50.65% | 51.31% |
| Win Month % | 69.23% | 60.98% |
| Win Week % | 57.43% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |