| Metric | 11402257:btcusd:triple_med_gx:lsma30_135 | 11402257:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 131.77% | 195.83% |
| Max Drawdown | -34.68% | -67.18% |
| Sharpe | 0.5 | 0.44 |
| Sortino | 0.77 | 0.64 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 22.12 | 3.83 |
| Outlier Loss Ratio | 4.01 | 3.8 |
| Volatility (ann.) | 14.84% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.82 | 0.57 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 39.0 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.07% | 2.68% |
| Expected Yearly % | 23.39% | 31.15% |
| Kelly Criterion | 6.18% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.24% |
| Expected Shortfall (cVaR) | -1.26% | -2.24% |
| Year | 11402257:BTCUSD | 11402257:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -10.48 | 0.19 | + |
| 2023 | 155.54 | 35.24 | 0.23 | - |
| 2024 | 121.00 | 44.30 | 0.37 | - |
| 2025 | 16.76 | 32.67 | 1.95 | + |
| Metric | 11402257:btcusd:triple_med_gx:lsma30_135 | 11402257:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 23.1% | 31.46% |
| 6M | 39.41% | 12.77% |
| YTD | 32.67% | 16.76% |
| 1Y | 59.88% | 56.84% |
| 3Y (ann.) | 29.31% | 55.31% |
| 5Y (ann.) | 28.49% | 38.19% |
| Metric | 11402257:btcusd:triple_med_gx:lsma30_135 | 11402257:BTCUSD |
|---|---|---|
| Max Drawdown | -34.68% | -67.18% |
| Longest DD Days | 491.0 | 683.0 |
| Avg. Drawdown | -3.52% | -6.97% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 3.8 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-07-13 | -34.68 | 491 |
| 2024-05-05 | 2024-10-14 | -20.57 | 162 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2023-07-14 | 2023-12-22 | -9.26 | 161 |
| 2024-12-26 | 2025-03-04 | -6.93 | 68 |
| 2024-04-21 | 2024-05-03 | -6.75 | 12 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2023-12-22 | 2024-01-01 | -5.33 | 10 |
| Metric | 11402257:btcusd:triple_med_gx:lsma30_135 | 11402257:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.71% | 43.77% |
| Worst Month | -13.24% | -37.12% |
| Best Year | 44.3% | 155.54% |
| Worst Year | -10.48% | -55.14% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.25% | 6.03% |
| Avg. Down Week | -3.15% | -5.23% |
| Avg. Up Month | 5.31% | 12.84% |
| Avg. Down Month | -4.98% | -13.02% |
| Win Days % | 49.92% | 51.32% |
| Win Month % | 73.68% | 60.98% |
| Win Week % | 56.38% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |