| Metric | 11395460:btcusd:triple_med_gx:lsma20_115 | 11395460:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 53.54% | 189.3% |
| Max Drawdown | -39.41% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.43 | 0.63 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 22.26 | 4.03 |
| Outlier Loss Ratio | 3.96 | 3.99 |
| Volatility (ann.) | 15.42% | 26.34% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.34 | 0.55 |
| Skew | 1.0 | 0.2 |
| Kurtosis | 33.02 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.56% |
| Expected Yearly % | 11.31% | 30.42% |
| Kelly Criterion | 2.41% | 3.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11395460:BTCUSD | 11395460:btcusd:triple_med_gx:lsma20_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -12.36 | 0.22 | + |
| 2023 | 155.54 | 29.73 | 0.19 | - |
| 2024 | 121.00 | 11.55 | 0.10 | - |
| 2025 | 16.76 | 21.06 | 1.26 | + |
| Metric | 11395460:btcusd:triple_med_gx:lsma20_115 | 11395460:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | 3.67% | 31.46% |
| 6M | 22.42% | 12.77% |
| YTD | 21.06% | 16.76% |
| 1Y | 10.79% | 56.84% |
| 3Y (ann.) | 24.57% | 55.31% |
| 5Y (ann.) | 13.58% | 37.09% |
| Metric | 11395460:btcusd:triple_med_gx:lsma20_115 | 11395460:BTCUSD |
|---|---|---|
| Max Drawdown | -39.41% | -67.18% |
| Longest DD Days | 431.0 | 683.0 |
| Avg. Drawdown | -5.34% | -6.63% |
| Avg. Drawdown Days | 38.0 | 33.0 |
| Recovery Factor | 1.36 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-04-26 | -39.41 | 431 |
| 2024-06-10 | 2025-03-02 | -30.50 | 264 |
| 2025-03-13 | 2025-05-08 | -12.36 | 56 |
| 2024-04-15 | 2024-05-03 | -8.42 | 18 |
| 2023-12-22 | 2024-03-20 | -8.06 | 89 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-05-18 | 2023-06-17 | -6.27 | 30 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-19 | 2025-06-11 | -5.95 | 23 |
| 2023-07-14 | 2023-11-15 | -5.35 | 124 |
| Metric | 11395460:btcusd:triple_med_gx:lsma20_115 | 11395460:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.28% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.69% | 43.77% |
| Worst Month | -12.9% | -37.12% |
| Best Year | 29.73% | 155.54% |
| Worst Year | -12.36% | -56.13% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.92% | -0.96% |
| Avg. Up Week | 3.56% | 5.59% |
| Avg. Down Week | -3.15% | -4.91% |
| Avg. Up Month | 4.39% | 12.04% |
| Avg. Down Month | -6.31% | -13.92% |
| Win Days % | 49.86% | 51.25% |
| Win Month % | 64.1% | 61.9% |
| Win Week % | 59.18% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |