| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 74.99% | 891.89% |
| Max Drawdown | -19.79% | -75.09% |
| Sharpe | 2.64 | -1.84 |
| Sortino | 4.72 | -1.84 |
| Payoff Ratio | 6.04 | 5.92 |
| Profit Factor | 1.69 | 0.11 |
| Common Sense Ratio | 2.13 | 1.67 |
| CPC Index | 2.71 | 10.36 |
| Tail Ratio | 1.26 | 0.82 |
| Outlier Win Ratio | 483.67 | 1.64 |
| Outlier Loss Ratio | 7719.43 | 2.6 |
| Volatility (ann.) | 60.57% | 284.89% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.59 | -0.0 |
| Skew | 0.87 | -11.81 |
| Kurtosis | 8.21 | 140.8 |
| Expected Daily % | 0.39% | 4.16% |
| Expected Monthly % | 1.02% | 11.25% |
| Expected Yearly % | 9.78% | 165.7% |
| Kelly Criterion | 16.45% | 25.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.78% | -33768.6% |
| Expected Shortfall (cVaR) | -4.78% | -3402.59% |
| Year | 12390205:BTCUSD | 12390205:btcusd:triple_med_gx:lsma20_30 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 105.94 | -12.79 | -0.12 | - |
| 2021 | 250.75 | 9.94 | 0.04 | - |
| 2022 | -73.78 | 3.10 | -0.04 | + |
| 2023 | 153.67 | 24.37 | 0.16 | - |
| 2024 | 136.13 | 46.37 | 0.34 | - |
| 2025 | -12.56 | -2.75 | 0.22 | + |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| MTD | 3.08% | -11.17% |
| 3M | 1.24% | -16.83% |
| 6M | 6.4% | 42.03% |
| YTD | -2.75% | -12.56% |
| 1Y | 29.37% | 27.1% |
| 3Y (ann.) | 21.76% | 31.9% |
| 5Y (ann.) | 11.91% | -31.46% |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Max Drawdown | -19.79% | -75.09% |
| Longest DD Days | 640.0 | 789.0 |
| Avg. Drawdown | -3.55% | -18.09% |
| Avg. Drawdown Days | 95.0 | 132.0 |
| Recovery Factor | 3.79 | 0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-09-19 | 2023-06-21 | -19.79 | 640 |
| 2020-03-04 | 2021-08-15 | -14.96 | 529 |
| 2023-07-23 | 2023-12-05 | -6.39 | 135 |
| 2025-01-26 | 2025-03-19 | -5.83 | 52 |
| 2023-12-22 | 2024-02-27 | -4.93 | 67 |
| 2024-09-21 | 2024-11-23 | -2.02 | 63 |
| 2024-03-17 | 2024-03-24 | -1.24 | 7 |
| 2024-12-14 | 2024-12-15 | -0.18 | 1 |
| 2024-12-22 | 2024-12-25 | -0.18 | 3 |
| 2023-06-22 | 2023-06-25 | -0.18 | 3 |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Best Day | 16.6% | 6986.92% |
| Worst Day | -14.0% | -231712.14% |
| Best Week | 16.6% | 6986.92% |
| Worst Week | -14.31% | -58885.31% |
| Best Month | 13.99% | 5900.73% |
| Worst Month | -19.65% | -58885.31% |
| Best Year | 46.37% | 143.97% |
| Worst Year | -12.79% | -60726.52% |
| Avg. Up Day | 3.01% | 266.47% |
| Avg. Down Day | -1.08% | -3638.96% |
| Avg. Up Week | 5.49% | 662.69% |
| Avg. Down Week | -1.52% | -1917.03% |
| Avg. Up Month | 5.03% | 753.77% |
| Avg. Down Month | -3.12% | -3296.08% |
| Win Days % | 29.37% | 21.13% |
| Win Month % | 52.73% | 34.55% |
| Win Week % | 41.57% | 25.0% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 66.67% | 16.67% |