| Metric | 11402369:btcusd:triple_med_gx:lsma30_135 | 11402369:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 251.71% | 183.25% |
| Max Drawdown | -32.85% | -67.18% |
| Sharpe | 0.73 | 0.43 |
| Sortino | 1.16 | 0.62 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.75 | 0.59 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 21.71 | 3.83 |
| Outlier Loss Ratio | 4.16 | 3.76 |
| Volatility (ann.) | 14.17% | 26.31% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.38 | 0.54 |
| Skew | 1.7 | 0.2 |
| Kurtosis | 35.75 | 6.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.11% | 2.57% |
| Expected Yearly % | 36.94% | 29.73% |
| Kelly Criterion | 9.53% | 5.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.23% |
| Expected Shortfall (cVaR) | -1.19% | -2.23% |
| Year | 11402369:BTCUSD | 11402369:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -3.25 | 0.06 | + |
| 2023 | 155.54 | 55.52 | 0.36 | - |
| 2024 | 121.00 | 78.83 | 0.65 | - |
| 2025 | 11.80 | 30.70 | 2.60 | + |
| Metric | 11402369:btcusd:triple_med_gx:lsma30_135 | 11402369:BTCUSD |
|---|---|---|
| MTD | 3.15% | -0.27% |
| 3M | 18.77% | 26.2% |
| 6M | 28.48% | -1.67% |
| YTD | 30.7% | 11.8% |
| 1Y | 74.18% | 56.98% |
| 3Y (ann.) | 45.36% | 72.09% |
| 5Y (ann.) | 45.19% | 36.17% |
| Metric | 11402369:btcusd:triple_med_gx:lsma30_135 | 11402369:BTCUSD |
|---|---|---|
| Max Drawdown | -32.85% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -3.26% | -6.97% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 7.66 | 2.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-25 | -32.85 | 344 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2022-03-09 | 2022-05-13 | -11.73 | 64 |
| 2024-12-21 | 2025-03-10 | -10.89 | 78 |
| 2024-01-15 | 2024-03-24 | -10.13 | 69 |
| 2022-02-23 | 2022-02-25 | -9.64 | 1 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2023-07-14 | 2023-10-16 | -7.76 | 94 |
| 2023-05-06 | 2023-07-13 | -7.02 | 68 |
| 2024-08-09 | 2024-09-12 | -6.98 | 34 |
| Metric | 11402369:btcusd:triple_med_gx:lsma30_135 | 11402369:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.78% | 35.75% |
| Worst Week | -11.87% | -29.64% |
| Best Month | 16.65% | 43.77% |
| Worst Month | -13.62% | -37.12% |
| Best Year | 78.83% | 155.54% |
| Worst Year | -3.25% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.82% | -0.9% |
| Avg. Up Week | 4.23% | 5.78% |
| Avg. Down Week | -2.71% | -4.86% |
| Avg. Up Month | 5.74% | 12.83% |
| Avg. Down Month | -5.07% | -12.56% |
| Win Days % | 51.49% | 51.29% |
| Win Month % | 76.92% | 58.54% |
| Win Week % | 57.43% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |