| Metric | 11403842:btcusd:triple_med_gx:lsma20_140 | 11403842:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 51.78% | 161.99% |
| Max Drawdown | -28.74% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.43 | 0.59 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 24.02 | 3.89 |
| Outlier Loss Ratio | 3.85 | 3.83 |
| Volatility (ann.) | 14.69% | 26.28% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.46 | 0.5 |
| Skew | 1.05 | 0.18 |
| Kurtosis | 39.0 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.02% | 2.38% |
| Expected Yearly % | 10.99% | 27.22% |
| Kelly Criterion | 2.87% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.23% |
| Expected Shortfall (cVaR) | -1.25% | -2.23% |
| Year | 11403842:BTCUSD | 11403842:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.51 | 0.09 | + |
| 2023 | 155.54 | 9.07 | 0.06 | - |
| 2024 | 121.00 | 26.31 | 0.22 | - |
| 2025 | 16.76 | 16.60 | 0.99 | - |
| Metric | 11403842:btcusd:triple_med_gx:lsma20_140 | 11403842:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 4.06% | 31.46% |
| 6M | 14.26% | 12.77% |
| YTD | 16.6% | 16.76% |
| 1Y | 8.73% | 56.84% |
| 3Y (ann.) | 12.85% | 55.31% |
| 5Y (ann.) | 13.27% | 33.33% |
| Metric | 11403842:btcusd:triple_med_gx:lsma20_140 | 11403842:BTCUSD |
|---|---|---|
| Max Drawdown | -28.74% | -67.18% |
| Longest DD Days | 644.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 1.8 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-15 | -28.74 | 644 |
| 2024-06-10 | 2025-03-02 | -25.67 | 264 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-20 | -10.02 | 63 |
| 2025-03-13 | 2025-05-18 | -8.26 | 66 |
| 2024-04-28 | 2024-05-03 | -6.46 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-29 | 2025-06-11 | -4.67 | 13 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11403842:btcusd:triple_med_gx:lsma20_140 | 11403842:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.49% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 10.74% | 43.77% |
| Worst Month | -10.59% | -37.12% |
| Best Year | 26.31% | 155.54% |
| Worst Year | -5.51% | -60.27% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 3.59% | 5.76% |
| Avg. Down Week | -3.31% | -5.61% |
| Avg. Up Month | 4.12% | 10.99% |
| Avg. Down Month | -4.59% | -13.15% |
| Win Days % | 49.6% | 51.27% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 56.52% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |