| Metric | 11401196:btcusd:triple_med_gx:lsma30_135 | 11401196:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 57.02% | 195.83% |
| Max Drawdown | -25.42% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.52 | 0.64 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 26.43 | 3.72 |
| Outlier Loss Ratio | 4.23 | 3.66 |
| Volatility (ann.) | 13.01% | 26.35% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.57 | 0.57 |
| Skew | 2.48 | 0.2 |
| Kurtosis | 44.97 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.68% |
| Expected Yearly % | 11.94% | 31.15% |
| Kelly Criterion | 0.99% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.24% |
| Expected Shortfall (cVaR) | -1.11% | -2.24% |
| Year | 11401196:BTCUSD | 11401196:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 0.51 | -0.01 | + |
| 2023 | 155.54 | 11.22 | 0.07 | - |
| 2024 | 121.00 | 14.42 | 0.12 | - |
| 2025 | 16.76 | 22.76 | 1.36 | + |
| Metric | 11401196:btcusd:triple_med_gx:lsma30_135 | 11401196:BTCUSD |
|---|---|---|
| MTD | 0.41% | 4.16% |
| 3M | 13.72% | 31.46% |
| 6M | 20.03% | 12.77% |
| YTD | 22.76% | 16.76% |
| 1Y | 23.45% | 56.84% |
| 3Y (ann.) | 16.7% | 55.31% |
| 5Y (ann.) | 14.4% | 38.19% |
| Metric | 11401196:btcusd:triple_med_gx:lsma30_135 | 11401196:BTCUSD |
|---|---|---|
| Max Drawdown | -25.42% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.97% |
| Avg. Drawdown Days | 40.0 | 36.0 |
| Recovery Factor | 2.24 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-04-10 | -25.42 | 370 |
| 2023-04-26 | 2024-02-27 | -16.82 | 306 |
| 2024-08-09 | 2024-11-06 | -12.07 | 89 |
| 2024-03-19 | 2024-06-04 | -11.57 | 77 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-11-30 | 2025-03-12 | -10.56 | 102 |
| 2024-06-05 | 2024-08-08 | -10.20 | 64 |
| 2025-05-27 | 2025-06-11 | -6.52 | 14 |
| 2022-02-27 | 2022-03-09 | -4.53 | 9 |
| 2025-04-09 | 2025-04-11 | -4.21 | 1 |
| Metric | 11401196:btcusd:triple_med_gx:lsma30_135 | 11401196:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 16.86% | 35.75% |
| Worst Week | -11.1% | -29.64% |
| Best Month | 13.04% | 43.77% |
| Worst Month | -17.1% | -37.12% |
| Best Year | 22.76% | 155.54% |
| Worst Year | 0.51% | -55.14% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.7% | 6.77% |
| Avg. Down Week | -2.81% | -3.96% |
| Avg. Up Month | 5.25% | 13.69% |
| Avg. Down Month | -5.03% | -14.09% |
| Win Days % | 46.16% | 51.32% |
| Win Month % | 60.98% | 60.98% |
| Win Week % | 46.36% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |