| Metric | 11393933:btcusd:triple_med_gx:lsma20_110 | 11393933:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 48.95% | 198.98% |
| Max Drawdown | -36.91% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.4 | 0.64 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 21.35 | 4.05 |
| Outlier Loss Ratio | 4.1 | 4.0 |
| Volatility (ann.) | 15.66% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.34 | 0.57 |
| Skew | 1.21 | 0.2 |
| Kurtosis | 32.81 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.64% |
| Expected Yearly % | 10.47% | 31.5% |
| Kelly Criterion | 1.72% | 5.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11393933:BTCUSD | 11393933:btcusd:triple_med_gx:lsma20_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -22.69 | 0.42 | + |
| 2023 | 155.54 | 38.33 | 0.25 | - |
| 2024 | 121.00 | 22.44 | 0.19 | - |
| 2025 | 16.76 | 13.76 | 0.82 | - |
| Metric | 11393933:btcusd:triple_med_gx:lsma20_110 | 11393933:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 2.81% | 31.46% |
| 6M | 16.6% | 12.77% |
| YTD | 13.76% | 16.76% |
| 1Y | 15.22% | 56.84% |
| 3Y (ann.) | 23.82% | 55.31% |
| 5Y (ann.) | 12.55% | 38.4% |
| Metric | 11393933:btcusd:triple_med_gx:lsma20_110 | 11393933:BTCUSD |
|---|---|---|
| Max Drawdown | -36.91% | -67.18% |
| Longest DD Days | 432.0 | 683.0 |
| Avg. Drawdown | -5.46% | -6.29% |
| Avg. Drawdown Days | 38.0 | 31.0 |
| Recovery Factor | 1.33 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-18 | 2023-04-26 | -36.91 | 432 |
| 2024-06-05 | 2024-12-05 | -28.29 | 182 |
| 2025-03-13 | 2025-05-08 | -13.05 | 56 |
| 2023-12-22 | 2024-03-25 | -11.18 | 94 |
| 2024-04-04 | 2024-05-04 | -9.06 | 29 |
| 2023-07-14 | 2023-11-28 | -8.28 | 137 |
| 2023-05-04 | 2023-07-13 | -8.17 | 70 |
| 2024-12-26 | 2025-03-02 | -7.65 | 66 |
| 2024-12-05 | 2024-12-11 | -6.54 | 6 |
| 2025-05-19 | 2025-06-11 | -6.29 | 23 |
| Metric | 11393933:btcusd:triple_med_gx:lsma20_110 | 11393933:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 13.09% | 43.77% |
| Worst Month | -13.01% | -37.12% |
| Best Year | 38.33% | 155.54% |
| Worst Year | -22.69% | -54.66% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 4.48% | 5.98% |
| Avg. Down Week | -2.5% | -5.01% |
| Avg. Up Month | 5.1% | 13.02% |
| Avg. Down Month | -5.45% | -14.15% |
| Win Days % | 48.82% | 51.26% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 45.28% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |