| Metric | 11395406:btcusd:triple_med_gx:lsma20_115 | 11395406:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 18.85% | 189.3% |
| Max Drawdown | -36.69% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.24 | 0.63 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 22.8 | 4.03 |
| Outlier Loss Ratio | 3.9 | 4.02 |
| Volatility (ann.) | 15.55% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.14 | 0.55 |
| Skew | 0.76 | 0.2 |
| Kurtosis | 32.94 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.56% |
| Expected Yearly % | 4.41% | 30.42% |
| Kelly Criterion | 1.06% | 2.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11395406:BTCUSD | 11395406:btcusd:triple_med_gx:lsma20_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -12.02 | 0.21 | + |
| 2023 | 155.54 | 20.62 | 0.13 | - |
| 2024 | 121.00 | 1.25 | 0.01 | - |
| 2025 | 16.76 | 10.62 | 0.63 | - |
| Metric | 11395406:btcusd:triple_med_gx:lsma20_115 | 11395406:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | -2.07% | 31.46% |
| 6M | 9.73% | 12.77% |
| YTD | 10.62% | 16.76% |
| 1Y | 0.8% | 56.84% |
| 3Y (ann.) | 12.73% | 55.31% |
| 5Y (ann.) | 5.26% | 37.09% |
| Metric | 11395406:btcusd:triple_med_gx:lsma20_115 | 11395406:BTCUSD |
|---|---|---|
| Max Drawdown | -36.69% | -67.18% |
| Longest DD Days | 508.0 | 683.0 |
| Avg. Drawdown | -6.54% | -6.63% |
| Avg. Drawdown Days | 57.0 | 33.0 |
| Recovery Factor | 0.51 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-07-12 | -36.69 | 508 |
| 2024-06-10 | 2025-03-02 | -28.62 | 264 |
| 2025-03-13 | 2025-05-18 | -12.98 | 66 |
| 2024-04-04 | 2024-06-04 | -11.44 | 60 |
| 2023-12-26 | 2024-03-25 | -10.72 | 90 |
| 2025-05-19 | 2025-06-11 | -6.81 | 23 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2023-07-16 | 2023-11-10 | -4.81 | 116 |
| 2023-11-16 | 2023-11-28 | -4.55 | 12 |
| 2023-11-11 | 2023-11-15 | -3.93 | 4 |
| Metric | 11395406:btcusd:triple_med_gx:lsma20_115 | 11395406:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.54% | 35.75% |
| Worst Week | -15.27% | -29.64% |
| Best Month | 16.51% | 43.77% |
| Worst Month | -10.69% | -37.12% |
| Best Year | 20.62% | 155.54% |
| Worst Year | -12.02% | -56.13% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 3.28% | 5.55% |
| Avg. Down Week | -3.69% | -5.36% |
| Avg. Up Month | 4.7% | 10.84% |
| Avg. Down Month | -4.55% | -14.15% |
| Win Days % | 49.49% | 51.25% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 59.14% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |