| Metric | 11402477:btcusd:triple_med_gx:lsma20_135 | 11402477:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 144.6% | 195.83% |
| Max Drawdown | -37.16% | -67.18% |
| Sharpe | 0.54 | 0.44 |
| Sortino | 0.87 | 0.64 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 22.5 | 3.8 |
| Outlier Loss Ratio | 4.18 | 3.77 |
| Volatility (ann.) | 14.19% | 26.35% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.82 | 0.57 |
| Skew | 2.12 | 0.2 |
| Kurtosis | 39.32 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.21% | 2.68% |
| Expected Yearly % | 25.06% | 31.15% |
| Kelly Criterion | 5.76% | 7.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.24% |
| Expected Shortfall (cVaR) | -1.2% | -2.24% |
| Year | 11402477:BTCUSD | 11402477:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -2.04 | 0.04 | + |
| 2023 | 155.54 | 43.36 | 0.28 | - |
| 2024 | 121.00 | 50.45 | 0.42 | - |
| 2025 | 16.76 | 15.77 | 0.94 | - |
| Metric | 11402477:btcusd:triple_med_gx:lsma20_135 | 11402477:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 10.23% | 31.46% |
| 6M | 15.55% | 12.77% |
| YTD | 15.77% | 16.76% |
| 1Y | 45.85% | 56.84% |
| 3Y (ann.) | 20.11% | 55.31% |
| 5Y (ann.) | 30.57% | 38.19% |
| Metric | 11402477:btcusd:triple_med_gx:lsma20_135 | 11402477:BTCUSD |
|---|---|---|
| Max Drawdown | -37.16% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -3.55% | -6.97% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 3.89 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-02 | -37.16 | 596 |
| 2024-06-10 | 2024-08-08 | -11.34 | 59 |
| 2025-01-10 | 2025-04-01 | -10.72 | 80 |
| 2024-01-18 | 2024-03-23 | -9.20 | 65 |
| 2024-03-26 | 2024-04-22 | -9.00 | 26 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2022-05-11 | 2022-05-13 | -7.61 | 1 |
| 2025-04-06 | 2025-05-31 | -7.30 | 55 |
| 2024-12-21 | 2025-01-10 | -6.94 | 20 |
| 2022-04-10 | 2022-04-19 | -6.05 | 9 |
| Metric | 11402477:btcusd:triple_med_gx:lsma20_135 | 11402477:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -14.48% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -19.05% | -37.12% |
| Best Year | 50.45% | 155.54% |
| Worst Year | -2.04% | -55.14% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 4.1% | 6.72% |
| Avg. Down Week | -2.74% | -5.27% |
| Avg. Up Month | 5.9% | 14.3% |
| Avg. Down Month | -5.98% | -13.11% |
| Win Days % | 49.25% | 51.32% |
| Win Month % | 70.0% | 60.98% |
| Win Week % | 55.0% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |