| Metric | 11404801:btcusd:triple_med_gx:lsma30_145 | 11404801:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 107.59% | 185.15% |
| Max Drawdown | -27.4% | -67.18% |
| Sharpe | 0.47 | 0.42 |
| Sortino | 0.77 | 0.61 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 25.24 | 3.74 |
| Outlier Loss Ratio | 4.25 | 3.67 |
| Volatility (ann.) | 13.12% | 26.06% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.86 | 0.53 |
| Skew | 2.64 | 0.18 |
| Kurtosis | 46.69 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.75% | 2.53% |
| Expected Yearly % | 20.03% | 29.95% |
| Kelly Criterion | 2.98% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.21% |
| Expected Shortfall (cVaR) | -1.11% | -2.21% |
| Year | 11404801:BTCUSD | 11404801:btcusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.22 | -0.19 | + |
| 2023 | 155.54 | 18.94 | 0.12 | - |
| 2024 | 121.00 | 24.83 | 0.21 | - |
| 2025 | 27.10 | 25.71 | 0.95 | - |
| Metric | 11404801:btcusd:triple_med_gx:lsma30_145 | 11404801:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.02% | 41.88% |
| 6M | 13.8% | 22.91% |
| YTD | 25.71% | 27.1% |
| 1Y | 45.1% | 82.29% |
| 3Y (ann.) | 25.37% | 77.48% |
| 5Y (ann.) | 23.63% | 35.56% |
| Metric | 11404801:btcusd:triple_med_gx:lsma30_145 | 11404801:BTCUSD |
|---|---|---|
| Max Drawdown | -27.4% | -67.18% |
| Longest DD Days | 421.0 | 683.0 |
| Avg. Drawdown | -3.31% | -6.94% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 3.93 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-05-05 | -27.40 | 421 |
| 2024-04-30 | 2024-11-06 | -16.67 | 190 |
| 2023-11-20 | 2024-03-20 | -13.17 | 121 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-11-07 | -8.59 | 116 |
| 2024-11-30 | 2024-12-24 | -8.56 | 24 |
| 2025-01-30 | 2025-03-02 | -8.53 | 31 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-26 | 2025-01-13 | -5.57 | 18 |
| 2025-05-28 | 2025-07-17 | -5.53 | 50 |
| Metric | 11404801:btcusd:triple_med_gx:lsma30_145 | 11404801: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 | -11.27% | -37.12% |
| Best Year | 25.71% | 155.54% |
| Worst Year | 11.22% | -60.27% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.15% | 6.43% |
| Avg. Down Week | -2.94% | -3.8% |
| Avg. Up Month | 6.62% | 13.69% |
| Avg. Down Month | -4.45% | -10.69% |
| Win Days % | 47.11% | 51.3% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 52.68% | 51.37% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |