| Metric | 11400700:btcusd:triple_med_gx:lsma30_130 | 11400700:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 319.58% | 170.96% |
| Max Drawdown | -37.53% | -67.18% |
| Sharpe | 0.81 | 0.41 |
| Sortino | 1.29 | 0.6 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 1.74 | 1.06 |
| CPC Index | 0.77 | 0.58 |
| Tail Ratio | 1.34 | 0.99 |
| Outlier Win Ratio | 21.07 | 3.9 |
| Outlier Loss Ratio | 4.06 | 3.65 |
| Volatility (ann.) | 14.44% | 26.31% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.41 | 0.51 |
| Skew | 1.7 | 0.2 |
| Kurtosis | 36.26 | 6.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.56% | 2.46% |
| Expected Yearly % | 43.12% | 28.3% |
| Kelly Criterion | 10.27% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.24% |
| Expected Shortfall (cVaR) | -1.21% | -2.24% |
| Year | 11400700:BTCUSD | 11400700:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -11.55 | 0.20 | + |
| 2023 | 155.54 | 60.77 | 0.39 | - |
| 2024 | 121.00 | 109.63 | 0.91 | - |
| 2025 | 11.80 | 40.75 | 3.45 | + |
| Metric | 11400700:btcusd:triple_med_gx:lsma30_130 | 11400700:BTCUSD |
|---|---|---|
| MTD | 3.15% | -0.27% |
| 3M | 19.51% | 26.2% |
| 6M | 40.42% | -1.67% |
| YTD | 40.75% | 11.8% |
| 1Y | 96.19% | 56.98% |
| 3Y (ann.) | 64.31% | 72.09% |
| 5Y (ann.) | 52.94% | 34.35% |
| Metric | 11400700:btcusd:triple_med_gx:lsma30_130 | 11400700:BTCUSD |
|---|---|---|
| Max Drawdown | -37.53% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -3.04% | -6.9% |
| Avg. Drawdown Days | 13.0 | 35.0 |
| Recovery Factor | 8.51 | 2.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -37.53 | 345 |
| 2024-06-10 | 2024-08-06 | -14.12 | 56 |
| 2022-03-09 | 2022-05-13 | -13.66 | 64 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-31 | 2025-03-02 | -10.02 | 30 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2023-07-14 | 2023-10-16 | -7.92 | 94 |
| 2024-01-17 | 2024-01-28 | -7.88 | 11 |
| 2024-08-09 | 2024-09-10 | -6.47 | 32 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| Metric | 11400700:btcusd:triple_med_gx:lsma30_130 | 11400700:BTCUSD |
|---|---|---|
| Best Day | 9.17% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.78% | 35.75% |
| Worst Week | -24.52% | -29.64% |
| Best Month | 21.41% | 43.77% |
| Worst Month | -23.01% | -37.12% |
| Best Year | 109.63% | 155.54% |
| Worst Year | -11.55% | -57.08% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.83% | -0.92% |
| Avg. Up Week | 4.51% | 5.75% |
| Avg. Down Week | -3.13% | -4.61% |
| Avg. Up Month | 6.63% | 14.01% |
| Avg. Down Month | -5.91% | -14.28% |
| Win Days % | 52.09% | 51.28% |
| Win Month % | 75.0% | 58.54% |
| Win Week % | 61.9% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |