| Metric | 11395515:btcusd:triple_med_gx:lsma20_115 | 11395515:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 63.65% | 189.3% |
| Max Drawdown | -33.14% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.48 | 0.63 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 21.78 | 3.99 |
| Outlier Loss Ratio | 4.01 | 3.92 |
| Volatility (ann.) | 15.38% | 26.34% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.48 | 0.55 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 34.85 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.56% |
| Expected Yearly % | 13.1% | 30.42% |
| Kelly Criterion | 2.65% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11395515:BTCUSD | 11395515:btcusd:triple_med_gx:lsma20_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -24.28 | 0.43 | + |
| 2023 | 155.54 | 24.74 | 0.16 | - |
| 2024 | 121.00 | 31.73 | 0.26 | - |
| 2025 | 16.76 | 31.52 | 1.88 | + |
| Metric | 11395515:btcusd:triple_med_gx:lsma20_115 | 11395515:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 9.01% | 31.46% |
| 6M | 34.86% | 12.77% |
| YTD | 31.52% | 16.76% |
| 1Y | 30.3% | 56.84% |
| 3Y (ann.) | 25.04% | 55.31% |
| 5Y (ann.) | 15.75% | 37.09% |
| Metric | 11395515:btcusd:triple_med_gx:lsma20_115 | 11395515:BTCUSD |
|---|---|---|
| Max Drawdown | -33.14% | -67.18% |
| Longest DD Days | 681.0 | 683.0 |
| Avg. Drawdown | -4.76% | -6.63% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 1.92 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2024-01-02 | -33.14 | 681 |
| 2024-05-30 | 2024-12-05 | -30.67 | 188 |
| 2025-03-13 | 2025-05-08 | -12.32 | 56 |
| 2024-04-04 | 2024-05-03 | -7.86 | 29 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2024-12-05 | 2024-12-11 | -6.54 | 6 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-03-19 | 2024-03-20 | -5.23 | 1 |
| Metric | 11395515:btcusd:triple_med_gx:lsma20_115 | 11395515:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 11.74% | 43.77% |
| Worst Month | -11.82% | -37.12% |
| Best Year | 31.73% | 155.54% |
| Worst Year | -24.28% | -56.13% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.46% | 6.0% |
| Avg. Down Week | -2.56% | -4.22% |
| Avg. Up Month | 5.45% | 12.14% |
| Avg. Down Month | -4.85% | -13.29% |
| Win Days % | 49.37% | 51.25% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 48.54% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |