| Metric | 11402307:btcusd:triple_med_gx:lsma20_135 | 11402307:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 63.43% | 195.83% |
| Max Drawdown | -46.83% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.5 | 0.64 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 23.14 | 3.8 |
| Outlier Loss Ratio | 4.0 | 3.8 |
| Volatility (ann.) | 14.52% | 26.35% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.34 | 0.57 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 37.6 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 2.68% |
| Expected Yearly % | 13.07% | 31.15% |
| Kelly Criterion | 3.51% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.24% |
| Expected Shortfall (cVaR) | -1.24% | -2.24% |
| Year | 11402307:BTCUSD | 11402307:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -30.66 | 0.56 | + |
| 2023 | 155.54 | 43.35 | 0.28 | - |
| 2024 | 121.00 | 39.14 | 0.32 | - |
| 2025 | 16.76 | 18.16 | 1.08 | + |
| Metric | 11402307:btcusd:triple_med_gx:lsma20_135 | 11402307:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 13.82% | 31.46% |
| 6M | 14.15% | 12.77% |
| YTD | 18.16% | 16.76% |
| 1Y | 18.03% | 56.84% |
| 3Y (ann.) | 12.53% | 55.31% |
| 5Y (ann.) | 15.78% | 38.19% |
| Metric | 11402307:btcusd:triple_med_gx:lsma20_135 | 11402307:BTCUSD |
|---|---|---|
| Max Drawdown | -46.83% | -67.18% |
| Longest DD Days | 704.0 | 683.0 |
| Avg. Drawdown | -5.22% | -6.97% |
| Avg. Drawdown Days | 43.0 | 36.0 |
| Recovery Factor | 1.35 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-04-19 | -46.83 | 704 |
| 2024-06-10 | 2024-11-06 | -17.49 | 148 |
| 2022-04-10 | 2022-05-15 | -14.14 | 35 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-04-09 | -10.70 | 125 |
| 2025-05-21 | 2025-06-09 | -5.38 | 19 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11402307:btcusd:triple_med_gx:lsma20_135 | 11402307:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 17.01% | 43.77% |
| Worst Month | -20.78% | -37.12% |
| Best Year | 43.35% | 155.54% |
| Worst Year | -30.66% | -55.14% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 4.44% | 7.19% |
| Avg. Down Week | -3.53% | -5.46% |
| Avg. Up Month | 5.97% | 13.65% |
| Avg. Down Month | -6.49% | -13.0% |
| Win Days % | 48.61% | 51.32% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 51.58% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |