| Metric | 11403013:btcusd:triple_med_gx:lsma30_140 | 11403013:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 94.41% | 185.19% |
| Max Drawdown | -22.86% | -67.18% |
| Sharpe | 0.43 | 0.42 |
| Sortino | 0.71 | 0.61 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 25.85 | 3.74 |
| Outlier Loss Ratio | 4.25 | 3.67 |
| Volatility (ann.) | 13.05% | 26.05% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.93 | 0.53 |
| Skew | 2.68 | 0.18 |
| Kurtosis | 47.66 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.6% | 2.53% |
| Expected Yearly % | 18.08% | 29.95% |
| Kelly Criterion | 2.62% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.21% |
| Expected Shortfall (cVaR) | -1.11% | -2.21% |
| Year | 11403013:BTCUSD | 11403013:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 17.32 | -0.29 | + |
| 2023 | 155.54 | 18.04 | 0.12 | - |
| 2024 | 121.00 | 18.17 | 0.15 | - |
| 2025 | 27.10 | 18.78 | 0.69 | - |
| Metric | 11403013:btcusd:triple_med_gx:lsma30_140 | 11403013:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.51% | 41.88% |
| 6M | 10.79% | 22.91% |
| YTD | 18.78% | 27.1% |
| 1Y | 31.69% | 82.29% |
| 3Y (ann.) | 20.66% | 77.48% |
| 5Y (ann.) | 21.27% | 35.54% |
| Metric | 11403013:btcusd:triple_med_gx:lsma30_140 | 11403013:BTCUSD |
|---|---|---|
| Max Drawdown | -22.86% | -67.18% |
| Longest DD Days | 213.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.76% |
| Avg. Drawdown Days | 24.0 | 35.0 |
| Recovery Factor | 4.13 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2022-10-13 | -22.86 | 191 |
| 2024-04-30 | 2024-11-29 | -17.16 | 213 |
| 2022-10-24 | 2023-04-26 | -16.27 | 184 |
| 2023-11-20 | 2024-03-20 | -12.86 | 121 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-30 | 2025-03-02 | -9.30 | 31 |
| 2023-07-14 | 2023-11-07 | -8.59 | 116 |
| 2024-11-30 | 2025-01-13 | -8.56 | 44 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-05-28 | 2025-07-17 | -5.61 | 50 |
| Metric | 11403013:btcusd:triple_med_gx:lsma30_140 | 11403013:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 13.84% | 35.75% |
| Worst Week | -9.65% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -10.3% | -37.12% |
| Best Year | 18.78% | 155.54% |
| Worst Year | 17.32% | -60.27% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.08% | 6.52% |
| Avg. Down Week | -2.75% | -3.77% |
| Avg. Up Month | 6.52% | 14.24% |
| Avg. Down Month | -4.13% | -10.69% |
| Win Days % | 47.07% | 51.29% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 51.75% | 51.37% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |