| Metric | 11397024:btcusd:triple_med_gx:lsma20_120 | 11397024:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 24.89% | 187.39% |
| Max Drawdown | -37.57% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.27 | 0.62 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 23.46 | 3.99 |
| Outlier Loss Ratio | 3.9 | 4.0 |
| Volatility (ann.) | 15.17% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.18 | 0.55 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 34.24 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.55% |
| Expected Yearly % | 5.71% | 30.2% |
| Kelly Criterion | 0.92% | 2.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11397024:BTCUSD | 11397024:btcusd:triple_med_gx:lsma20_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -15.85 | 0.28 | + |
| 2023 | 155.54 | 16.03 | 0.10 | - |
| 2024 | 121.00 | 15.19 | 0.13 | - |
| 2025 | 16.76 | 11.04 | 0.66 | - |
| Metric | 11397024:btcusd:triple_med_gx:lsma20_120 | 11397024:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 2.74% | 31.46% |
| 6M | 12.41% | 12.77% |
| YTD | 11.04% | 16.76% |
| 1Y | 3.68% | 56.84% |
| 3Y (ann.) | 15.13% | 55.31% |
| 5Y (ann.) | 6.84% | 36.89% |
| Metric | 11397024:btcusd:triple_med_gx:lsma20_120 | 11397024:BTCUSD |
|---|---|---|
| Max Drawdown | -37.57% | -67.18% |
| Longest DD Days | 670.0 | 683.0 |
| Avg. Drawdown | -5.97% | -6.61% |
| Avg. Drawdown Days | 55.0 | 33.0 |
| Recovery Factor | 0.66 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-12-22 | -37.57 | 670 |
| 2024-06-10 | 2025-03-02 | -29.71 | 264 |
| 2025-03-13 | 2025-05-08 | -12.96 | 56 |
| 2024-01-13 | 2024-03-25 | -9.74 | 72 |
| 2024-04-04 | 2024-05-03 | -7.50 | 28 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2023-12-26 | 2024-01-01 | -4.09 | 6 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-15 | -1.51 | 6 |
| Metric | 11397024:btcusd:triple_med_gx:lsma20_120 | 11397024:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.02% | 35.75% |
| Worst Week | -14.36% | -29.64% |
| Best Month | 11.87% | 43.77% |
| Worst Month | -10.69% | -37.12% |
| Best Year | 16.03% | 155.54% |
| Worst Year | -15.85% | -56.42% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.94% | -0.97% |
| Avg. Up Week | 3.32% | 5.55% |
| Avg. Down Week | -3.35% | -4.83% |
| Avg. Up Month | 5.01% | 10.67% |
| Avg. Down Month | -5.5% | -13.92% |
| Win Days % | 49.66% | 51.28% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 55.43% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |