| Metric | 11398840:btcusd:triple_med_gx:lsma20_125 | 11398840:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 62.98% | 183.29% |
| Max Drawdown | -35.37% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 22.3 | 3.87 |
| Outlier Loss Ratio | 4.0 | 3.91 |
| Volatility (ann.) | 15.22% | 26.34% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.44 | 0.54 |
| Skew | 1.07 | 0.2 |
| Kurtosis | 36.41 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.57% |
| Expected Yearly % | 12.99% | 29.73% |
| Kelly Criterion | 3.05% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11398840:BTCUSD | 11398840:btcusd:triple_med_gx:lsma20_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -22.25 | 0.39 | + |
| 2023 | 155.54 | 44.35 | 0.29 | - |
| 2024 | 121.00 | 17.16 | 0.14 | - |
| 2025 | 16.76 | 23.95 | 1.43 | + |
| Metric | 11398840:btcusd:triple_med_gx:lsma20_125 | 11398840:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 17.1% | 31.46% |
| 6M | 28.81% | 12.77% |
| YTD | 23.95% | 16.76% |
| 1Y | 17.75% | 56.84% |
| 3Y (ann.) | 16.86% | 55.31% |
| 5Y (ann.) | 15.65% | 36.34% |
| Metric | 11398840:btcusd:triple_med_gx:lsma20_125 | 11398840:BTCUSD |
|---|---|---|
| Max Drawdown | -35.37% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -4.99% | -6.73% |
| Avg. Drawdown Days | 38.0 | 34.0 |
| Recovery Factor | 1.78 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-11-28 | -35.37 | 596 |
| 2024-05-04 | 2025-04-11 | -28.00 | 342 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2024-01-17 | 2024-03-20 | -10.20 | 63 |
| 2024-04-20 | 2024-05-03 | -6.58 | 12 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-12-22 | 2024-01-01 | -4.86 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11398840:btcusd:triple_med_gx:lsma20_125 | 11398840:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 12.36% | 43.77% |
| Worst Month | -20.49% | -37.12% |
| Best Year | 44.35% | 155.54% |
| Worst Year | -22.25% | -57.04% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.83% | 5.83% |
| Avg. Down Week | -3.25% | -4.8% |
| Avg. Up Month | 5.03% | 13.31% |
| Avg. Down Month | -5.94% | -14.57% |
| Win Days % | 49.07% | 51.3% |
| Win Month % | 72.97% | 60.98% |
| Win Week % | 57.73% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |