| Metric | 11405967:btcusd:triple_med_gx:lsma30_145 | 11405967:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 264.68% | 150.82% |
| Max Drawdown | -24.36% | -67.18% |
| Sharpe | 0.77 | 0.39 |
| Sortino | 1.26 | 0.57 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 1.71 | 1.06 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.33 | 0.99 |
| Outlier Win Ratio | 22.04 | 3.74 |
| Outlier Loss Ratio | 4.21 | 3.65 |
| Volatility (ann.) | 13.76% | 26.25% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.92 | 0.47 |
| Skew | 2.45 | 0.18 |
| Kurtosis | 43.8 | 6.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.21% | 2.27% |
| Expected Yearly % | 38.19% | 25.85% |
| Kelly Criterion | 10.25% | 7.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.23% |
| Expected Shortfall (cVaR) | -1.16% | -2.23% |
| Year | 11405967:BTCUSD | 11405967:btcusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.05 | 0.07 | + |
| 2023 | 155.54 | 57.77 | 0.37 | - |
| 2024 | 121.00 | 76.06 | 0.63 | - |
| 2025 | 11.80 | 36.83 | 3.12 | + |
| Metric | 11405967:btcusd:triple_med_gx:lsma30_145 | 11405967:BTCUSD |
|---|---|---|
| MTD | 3.15% | -0.27% |
| 3M | 8.62% | 26.2% |
| 6M | 40.26% | -1.67% |
| YTD | 36.83% | 11.8% |
| 1Y | 82.36% | 56.98% |
| 3Y (ann.) | 50.89% | 72.09% |
| 5Y (ann.) | 46.9% | 31.43% |
| Metric | 11405967:btcusd:triple_med_gx:lsma30_145 | 11405967:BTCUSD |
|---|---|---|
| Max Drawdown | -24.36% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -2.7% | -7.17% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 10.86 | 2.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-03-12 | -24.36 | 368 |
| 2024-06-12 | 2024-08-08 | -13.73 | 56 |
| 2023-04-11 | 2023-12-01 | -12.41 | 233 |
| 2024-01-02 | 2024-03-23 | -10.05 | 81 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-02-02 | 2025-02-03 | -5.94 | 1 |
| 2025-04-02 | 2025-05-21 | -5.83 | 49 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| Metric | 11405967:btcusd:triple_med_gx:lsma30_145 | 11405967:BTCUSD |
|---|---|---|
| Best Day | 9.52% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 22.78% | 35.75% |
| Worst Week | -10.82% | -29.64% |
| Best Month | 25.33% | 43.77% |
| Worst Month | -10.86% | -37.12% |
| Best Year | 76.06% | 155.54% |
| Worst Year | -4.05% | -60.27% |
| Avg. Up Day | 0.96% | 0.95% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 4.3% | 5.7% |
| Avg. Down Week | -1.88% | -4.95% |
| Avg. Up Month | 6.86% | 11.3% |
| Avg. Down Month | -3.88% | -12.46% |
| Win Days % | 50.9% | 51.25% |
| Win Month % | 72.97% | 58.54% |
| Win Week % | 54.08% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |