| Metric | 11393877:btcusd:triple_med_gx:lsma20_110 | 11393877:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 30.02% | 198.98% |
| Max Drawdown | -42.47% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 21.43 | 4.06 |
| Outlier Loss Ratio | 3.95 | 4.01 |
| Volatility (ann.) | 15.86% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.19 | 0.57 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 30.72 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.64% |
| Expected Yearly % | 6.78% | 31.5% |
| Kelly Criterion | 1.23% | 4.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11393877:BTCUSD | 11393877:btcusd:triple_med_gx:lsma20_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -15.84 | 0.29 | + |
| 2023 | 155.54 | 35.02 | 0.23 | - |
| 2024 | 121.00 | 0.34 | 0.00 | - |
| 2025 | 16.76 | 14.02 | 0.84 | - |
| Metric | 11393877:btcusd:triple_med_gx:lsma20_110 | 11393877:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | -2.08% | 31.46% |
| 6M | 14.67% | 12.77% |
| YTD | 14.02% | 16.76% |
| 1Y | 5.5% | 56.84% |
| 3Y (ann.) | 17.44% | 55.31% |
| 5Y (ann.) | 8.1% | 38.4% |
| Metric | 11393877:btcusd:triple_med_gx:lsma20_110 | 11393877:BTCUSD |
|---|---|---|
| Max Drawdown | -42.47% | -67.18% |
| Longest DD Days | 438.0 | 683.0 |
| Avg. Drawdown | -7.48% | -6.29% |
| Avg. Drawdown Days | 56.0 | 31.0 |
| Recovery Factor | 0.71 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-18 | 2023-05-02 | -42.47 | 438 |
| 2024-06-10 | 2025-03-02 | -30.38 | 264 |
| 2023-12-22 | 2024-04-04 | -14.14 | 104 |
| 2025-03-13 | 2025-06-11 | -13.22 | 90 |
| 2024-04-15 | 2024-05-13 | -8.34 | 27 |
| 2023-05-18 | 2023-07-13 | -8.16 | 56 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2023-07-14 | 2023-11-09 | -5.72 | 118 |
| 2023-11-11 | 2023-11-15 | -5.19 | 4 |
| 2023-11-16 | 2023-11-24 | -4.55 | 8 |
| Metric | 11393877:btcusd:triple_med_gx:lsma20_110 | 11393877:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.28% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 14.47% | 43.77% |
| Worst Month | -18.17% | -37.12% |
| Best Year | 35.02% | 155.54% |
| Worst Year | -15.84% | -54.66% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.92% | -0.96% |
| Avg. Up Week | 3.97% | 5.63% |
| Avg. Down Week | -3.17% | -4.85% |
| Avg. Up Month | 5.45% | 13.84% |
| Avg. Down Month | -7.77% | -13.38% |
| Win Days % | 48.9% | 51.26% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 51.55% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |