| Metric | 11438733:btcusd:triple_med_gx:lsma30_135 | 11438733:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 239.59% | 191.37% |
| Max Drawdown | -41.36% | -67.18% |
| Sharpe | 0.68 | 0.43 |
| Sortino | 1.06 | 0.63 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 21.71 | 3.96 |
| Outlier Loss Ratio | 4.03 | 3.81 |
| Volatility (ann.) | 14.86% | 26.25% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.05 | 0.55 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 36.71 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 3.03% | 2.64% |
| Expected Yearly % | 35.75% | 30.65% |
| Kelly Criterion | 8.47% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.23% |
| Expected Shortfall (cVaR) | -1.25% | -2.23% |
| Year | 11438733:BTCUSD | 11438733:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -20.96 | 0.38 | + |
| 2023 | 155.54 | 55.64 | 0.36 | - |
| 2024 | 121.00 | 91.77 | 0.76 | - |
| 2025 | 15.00 | 43.94 | 2.93 | + |
| Metric | 11438733:btcusd:triple_med_gx:lsma30_135 | 11438733:BTCUSD |
|---|---|---|
| MTD | 3.12% | 2.59% |
| 3M | 19.55% | 27.24% |
| 6M | 42.69% | 14.0% |
| YTD | 43.94% | 15.0% |
| 1Y | 112.59% | 78.0% |
| 3Y (ann.) | 54.72% | 74.28% |
| 5Y (ann.) | 43.27% | 36.96% |
| Metric | 11438733:btcusd:triple_med_gx:lsma30_135 | 11438733:BTCUSD |
|---|---|---|
| Max Drawdown | -41.36% | -67.18% |
| Longest DD Days | 595.0 | 683.0 |
| Avg. Drawdown | -3.11% | -7.03% |
| Avg. Drawdown Days | 16.0 | 37.0 |
| Recovery Factor | 5.79 | 2.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-01 | -41.36 | 595 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2022-03-09 | 2022-05-15 | -13.10 | 67 |
| 2024-01-02 | 2024-02-26 | -11.39 | 55 |
| 2025-01-14 | 2025-03-01 | -10.19 | 45 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-12-21 | 2025-01-10 | -5.98 | 20 |
| 2024-08-09 | 2024-09-10 | -5.97 | 32 |
| Metric | 11438733:btcusd:triple_med_gx:lsma30_135 | 11438733:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 19.32% | 43.77% |
| Worst Month | -25.14% | -37.12% |
| Best Year | 91.77% | 155.54% |
| Worst Year | -20.96% | -55.14% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.86% | -0.93% |
| Avg. Up Week | 4.62% | 6.0% |
| Avg. Down Week | -3.12% | -5.48% |
| Avg. Up Month | 6.45% | 14.18% |
| Avg. Down Month | -7.88% | -12.74% |
| Win Days % | 51.19% | 51.36% |
| Win Month % | 79.49% | 60.98% |
| Win Week % | 60.19% | 51.1% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |