| Metric | 11397244:btcusd:triple_med_gx:lsma20_120 | 11397244:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 17.34% | 187.39% |
| Max Drawdown | -45.05% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.23 | 0.62 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 21.74 | 3.83 |
| Outlier Loss Ratio | 4.02 | 3.94 |
| Volatility (ann.) | 15.26% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.11 | 0.55 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 34.3 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.55% |
| Expected Yearly % | 4.08% | 30.2% |
| Kelly Criterion | 0.47% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11397244:BTCUSD | 11397244:btcusd:triple_med_gx:lsma20_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -32.90 | 0.58 | + |
| 2023 | 155.54 | 44.83 | 0.29 | - |
| 2024 | 121.00 | 0.02 | 0.00 | - |
| 2025 | 16.76 | 20.72 | 1.24 | + |
| Metric | 11397244:btcusd:triple_med_gx:lsma20_120 | 11397244:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 15.05% | 31.46% |
| 6M | 18.19% | 12.77% |
| YTD | 20.72% | 16.76% |
| 1Y | -2.77% | 56.84% |
| 3Y (ann.) | 4.61% | 55.31% |
| 5Y (ann.) | 4.87% | 36.89% |
| Metric | 11397244:btcusd:triple_med_gx:lsma20_120 | 11397244:BTCUSD |
|---|---|---|
| Max Drawdown | -45.05% | -67.18% |
| Longest DD Days | 760.0 | 683.0 |
| Avg. Drawdown | -9.54% | -6.61% |
| Avg. Drawdown Days | 109.0 | 33.0 |
| Recovery Factor | 0.38 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-06 | 2024-04-04 | -45.05 | 760 |
| 2024-05-30 | 2025-06-11 | -28.82 | 376 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-04-04 | 2024-04-19 | -5.60 | 14 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-20 | 2024-05-03 | -4.41 | 12 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-05-04 | 2024-05-30 | -1.01 | 26 |
| 2022-03-05 | 2022-03-06 | -0.18 | 0 |
| Metric | 11397244:btcusd:triple_med_gx:lsma20_120 | 11397244:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -28.42% | -29.64% |
| Best Month | 13.95% | 43.77% |
| Worst Month | -31.55% | -37.12% |
| Best Year | 44.83% | 155.54% |
| Worst Year | -32.9% | -56.42% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.97% | 6.43% |
| Avg. Down Week | -3.38% | -4.82% |
| Avg. Up Month | 5.08% | 13.74% |
| Avg. Down Month | -6.22% | -11.97% |
| Win Days % | 48.51% | 51.28% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 48.54% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |