| Metric | 11404009:btcusd:triple_med_gx:lsma20_140 | 11404009:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 76.49% | 161.99% |
| Max Drawdown | -35.1% | -67.18% |
| Sharpe | 0.36 | 0.41 |
| Sortino | 0.57 | 0.59 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 23.54 | 3.87 |
| Outlier Loss Ratio | 3.98 | 3.83 |
| Volatility (ann.) | 14.57% | 26.28% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.53 | 0.5 |
| Skew | 1.81 | 0.18 |
| Kurtosis | 38.45 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.4% | 2.38% |
| Expected Yearly % | 15.26% | 27.22% |
| Kelly Criterion | 4.14% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.23% |
| Expected Shortfall (cVaR) | -1.24% | -2.23% |
| Year | 11404009:BTCUSD | 11404009:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -20.62 | 0.34 | + |
| 2023 | 155.54 | 38.96 | 0.25 | - |
| 2024 | 121.00 | 30.83 | 0.25 | - |
| 2025 | 16.76 | 22.29 | 1.33 | + |
| Metric | 11404009:btcusd:triple_med_gx:lsma20_140 | 11404009:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 5.33% | 31.46% |
| 6M | 26.45% | 12.77% |
| YTD | 22.29% | 16.76% |
| 1Y | 32.23% | 56.84% |
| 3Y (ann.) | 17.58% | 55.31% |
| 5Y (ann.) | 18.49% | 33.33% |
| Metric | 11404009:btcusd:triple_med_gx:lsma20_140 | 11404009:BTCUSD |
|---|---|---|
| Max Drawdown | -35.1% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -4.55% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 2.18 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-12-01 | -35.10 | 599 |
| 2024-06-10 | 2024-08-08 | -16.62 | 59 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2024-08-09 | 2024-11-06 | -8.77 | 89 |
| 2024-04-28 | 2024-05-03 | -7.34 | 5 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2025-03-13 | 2025-05-18 | -6.89 | 66 |
| 2024-12-05 | 2024-12-12 | -6.69 | 7 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| Metric | 11404009:btcusd:triple_med_gx:lsma20_140 | 11404009:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 15.03% | 43.77% |
| Worst Month | -13.19% | -37.12% |
| Best Year | 38.96% | 155.54% |
| Worst Year | -20.62% | -60.27% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.87% | -0.92% |
| Avg. Up Week | 4.55% | 6.35% |
| Avg. Down Week | -3.21% | -5.77% |
| Avg. Up Month | 4.78% | 12.94% |
| Avg. Down Month | -5.47% | -12.52% |
| Win Days % | 48.7% | 51.27% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 53.26% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |