| Metric | 11401312:btcusd:triple_med_gx:lsma30_135 | 11401312:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 71.74% | 222.02% |
| Max Drawdown | -31.18% | -67.18% |
| Sharpe | 0.36 | 0.46 |
| Sortino | 0.56 | 0.66 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 25.69 | 3.74 |
| Outlier Loss Ratio | 4.2 | 3.63 |
| Volatility (ann.) | 13.49% | 26.12% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.54 | 0.6 |
| Skew | 1.83 | 0.2 |
| Kurtosis | 48.76 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.82% |
| Expected Yearly % | 14.48% | 33.96% |
| Kelly Criterion | 1.06% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.22% |
| Expected Shortfall (cVaR) | -1.15% | -2.22% |
| Year | 11401312:BTCUSD | 11401312:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -3.73 | 0.07 | + |
| 2023 | 155.54 | 19.29 | 0.12 | - |
| 2024 | 121.00 | 37.58 | 0.31 | - |
| 2025 | 27.10 | 8.70 | 0.32 | - |
| Metric | 11401312:btcusd:triple_med_gx:lsma30_135 | 11401312:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 12.15% | 41.88% |
| 6M | 3.12% | 22.91% |
| YTD | 8.7% | 27.1% |
| 1Y | 21.83% | 82.29% |
| 3Y (ann.) | 13.74% | 77.48% |
| 5Y (ann.) | 16.97% | 40.36% |
| Metric | 11401312:btcusd:triple_med_gx:lsma30_135 | 11401312:BTCUSD |
|---|---|---|
| Max Drawdown | -31.18% | -67.18% |
| Longest DD Days | 692.0 | 683.0 |
| Avg. Drawdown | -4.64% | -6.76% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 2.3 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-02-27 | -31.18 | 692 |
| 2024-04-29 | 2024-11-06 | -20.22 | 191 |
| 2025-01-30 | 2025-05-22 | -13.62 | 111 |
| 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 |
| 2025-01-03 | 2025-01-13 | -3.74 | 10 |
| 2024-03-26 | 2024-04-06 | -3.43 | 11 |
| Metric | 11401312:btcusd:triple_med_gx:lsma30_135 | 11401312:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -10.27% | -29.64% |
| Best Month | 12.69% | 43.77% |
| Worst Month | -14.35% | -37.12% |
| Best Year | 37.58% | 155.54% |
| Worst Year | -3.73% | -55.14% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.38% | 6.98% |
| Avg. Down Week | -2.85% | -4.3% |
| Avg. Up Month | 5.47% | 13.7% |
| Avg. Down Month | -4.54% | -10.97% |
| Win Days % | 46.1% | 51.34% |
| Win Month % | 60.98% | 61.9% |
| Win Week % | 47.41% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |