| Metric | 11403845:btcusd:triple_med_gx:lsma30_140 | 11403845:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 61.89% | 161.99% |
| Max Drawdown | -43.16% | -67.18% |
| Sharpe | 0.31 | 0.41 |
| Sortino | 0.47 | 0.59 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 22.86 | 3.94 |
| Outlier Loss Ratio | 3.86 | 3.87 |
| Volatility (ann.) | 15.22% | 26.28% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.36 | 0.5 |
| Skew | 1.3 | 0.18 |
| Kurtosis | 38.28 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.38% |
| Expected Yearly % | 12.8% | 27.22% |
| Kelly Criterion | 2.77% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.23% |
| Expected Shortfall (cVaR) | -1.3% | -2.23% |
| Year | 11403845:BTCUSD | 11403845:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -25.23 | 0.42 | + |
| 2023 | 155.54 | 37.92 | 0.24 | - |
| 2024 | 121.00 | 31.35 | 0.26 | - |
| 2025 | 16.76 | 19.53 | 1.17 | + |
| Metric | 11403845:btcusd:triple_med_gx:lsma30_140 | 11403845:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 14.79% | 31.46% |
| 6M | 17.58% | 12.77% |
| YTD | 19.53% | 16.76% |
| 1Y | 21.68% | 56.84% |
| 3Y (ann.) | 21.83% | 55.31% |
| 5Y (ann.) | 15.48% | 33.33% |
| Metric | 11403845:btcusd:triple_med_gx:lsma30_140 | 11403845:BTCUSD |
|---|---|---|
| Max Drawdown | -43.16% | -67.18% |
| Longest DD Days | 742.0 | 683.0 |
| Avg. Drawdown | -4.91% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 1.43 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-03-20 | -43.16 | 742 |
| 2024-06-05 | 2024-12-05 | -23.75 | 182 |
| 2025-03-03 | 2025-04-11 | -11.33 | 39 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-12 | 2025-03-02 | -8.56 | 79 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2025-05-22 | 2025-06-09 | -4.67 | 18 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11403845:btcusd:triple_med_gx:lsma30_140 | 11403845:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.93% | -29.64% |
| Best Month | 12.36% | 43.77% |
| Worst Month | -15.21% | -37.12% |
| Best Year | 37.92% | 155.54% |
| Worst Year | -25.23% | -60.27% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.92% | -0.94% |
| Avg. Up Week | 4.51% | 6.27% |
| Avg. Down Week | -3.54% | -5.75% |
| Avg. Up Month | 4.68% | 12.42% |
| Avg. Down Month | -6.58% | -13.95% |
| Win Days % | 49.58% | 51.27% |
| Win Month % | 71.05% | 60.98% |
| Win Week % | 54.26% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |