| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 246.85% | 128.45% |
| Max Drawdown | -25.26% | -67.18% |
| Sharpe | 0.69 | 0.34 |
| Sortino | 1.11 | 0.49 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.69 | 1.04 |
| CPC Index | 0.75 | 0.61 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 22.82 | 3.79 |
| Outlier Loss Ratio | 4.2 | 3.69 |
| Volatility (ann.) | 13.07% | 25.43% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.54 | 0.36 |
| Skew | 1.94 | 0.17 |
| Kurtosis | 38.51 | 6.65 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.74% | 1.81% |
| Expected Yearly % | 36.47% | 22.94% |
| Kelly Criterion | 8.58% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.17% |
| Expected Shortfall (cVaR) | -1.1% | -2.17% |
| Year | 11405909:BTCUSD | 11405909:btcusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 5.04 | -0.08 | + |
| 2023 | 155.54 | 41.74 | 0.27 | - |
| 2024 | 121.00 | 67.79 | 0.56 | - |
| 2025 | 1.83 | 38.84 | 21.28 | + |
| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| MTD | -1.7% | -13.23% |
| 3M | 4.94% | -19.07% |
| 6M | 17.31% | -7.85% |
| YTD | 38.84% | 1.83% |
| 1Y | 50.97% | 4.88% |
| 3Y (ann.) | 48.19% | 78.71% |
| 5Y (ann.) | 38.95% | 24.42% |
| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| Max Drawdown | -25.26% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -3.04% | -7.54% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 9.77 | 1.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-03-13 | -25.26 | 368 |
| 2024-06-05 | 2024-08-08 | -14.35 | 63 |
| 2023-04-11 | 2023-12-01 | -10.79 | 233 |
| 2024-01-17 | 2024-03-23 | -10.02 | 66 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-06-16 | 2025-07-27 | -6.85 | 41 |
| 2025-01-14 | 2025-02-03 | -6.61 | 20 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-04-28 | 2024-05-03 | -5.93 | 5 |
| 2025-07-28 | 2025-09-03 | -5.85 | 37 |
| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -10.88% | -29.64% |
| Best Month | 25.4% | 43.77% |
| Worst Month | -9.1% | -37.12% |
| Best Year | 67.79% | 155.54% |
| Worst Year | 5.04% | -60.27% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.74% | 5.51% |
| Avg. Down Week | -2.65% | -4.7% |
| Avg. Up Month | 6.55% | 10.85% |
| Avg. Down Month | -3.23% | -12.2% |
| Win Days % | 50.58% | 51.44% |
| Win Month % | 66.67% | 58.7% |
| Win Week % | 61.32% | 50.25% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 100.0% | 75.0% |