| Metric | 11402146:btcusd:triple_med_gx:lsma30_135 | 11402146:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 72.26% | 195.83% |
| Max Drawdown | -36.29% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.52 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 22.73 | 3.94 |
| Outlier Loss Ratio | 3.84 | 3.84 |
| Volatility (ann.) | 15.22% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.49 | 0.57 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 38.12 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.34% | 2.68% |
| Expected Yearly % | 14.56% | 31.15% |
| Kelly Criterion | 3.52% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11402146:BTCUSD | 11402146:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -18.85 | 0.34 | + |
| 2023 | 155.54 | 29.38 | 0.19 | - |
| 2024 | 121.00 | 29.80 | 0.25 | - |
| 2025 | 16.76 | 26.40 | 1.58 | + |
| Metric | 11402146:btcusd:triple_med_gx:lsma30_135 | 11402146:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 18.38% | 31.46% |
| 6M | 29.15% | 12.77% |
| YTD | 26.4% | 16.76% |
| 1Y | 26.22% | 56.84% |
| 3Y (ann.) | 19.7% | 55.31% |
| 5Y (ann.) | 17.61% | 38.19% |
| Metric | 11402146:btcusd:triple_med_gx:lsma30_135 | 11402146:BTCUSD |
|---|---|---|
| Max Drawdown | -36.29% | -67.18% |
| Longest DD Days | 645.0 | 683.0 |
| Avg. Drawdown | -4.75% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 1.99 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-16 | -36.29 | 645 |
| 2024-06-10 | 2024-12-05 | -24.99 | 177 |
| 2025-03-03 | 2025-04-11 | -11.01 | 39 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-20 | -10.02 | 63 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.41 | 6 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-03-09 | -5.39 | 9 |
| Metric | 11402146:btcusd:triple_med_gx:lsma30_135 | 11402146:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 14.5% | 43.77% |
| Worst Month | -19.01% | -37.12% |
| Best Year | 29.8% | 155.54% |
| Worst Year | -18.85% | -55.14% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 4.22% | 6.37% |
| Avg. Down Week | -2.88% | -5.16% |
| Avg. Up Month | 4.77% | 13.06% |
| Avg. Down Month | -5.16% | -12.06% |
| Win Days % | 49.81% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |