| Metric | 11397077:btcusd:triple_med_gx:lsma20_120 | 11397077:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 32.18% | 187.39% |
| Max Drawdown | -42.52% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.31 | 0.62 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 22.65 | 4.0 |
| Outlier Loss Ratio | 3.89 | 4.0 |
| Volatility (ann.) | 15.41% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.2 | 0.55 |
| Skew | 0.86 | 0.2 |
| Kurtosis | 33.43 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.55% |
| Expected Yearly % | 7.22% | 30.2% |
| Kelly Criterion | 1.22% | 3.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11397077:BTCUSD | 11397077:btcusd:triple_med_gx:lsma20_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -27.55 | 0.49 | + |
| 2023 | 155.54 | 21.40 | 0.14 | - |
| 2024 | 121.00 | 18.02 | 0.15 | - |
| 2025 | 16.76 | 27.36 | 1.63 | + |
| Metric | 11397077:btcusd:triple_med_gx:lsma20_120 | 11397077:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | 9.29% | 31.46% |
| 6M | 28.83% | 12.77% |
| YTD | 27.36% | 16.76% |
| 1Y | 15.82% | 56.84% |
| 3Y (ann.) | 18.12% | 55.31% |
| 5Y (ann.) | 8.65% | 36.89% |
| Metric | 11397077:btcusd:triple_med_gx:lsma20_120 | 11397077:BTCUSD |
|---|---|---|
| Max Drawdown | -42.52% | -67.18% |
| Longest DD Days | 760.0 | 683.0 |
| Avg. Drawdown | -7.09% | -6.61% |
| Avg. Drawdown Days | 64.0 | 33.0 |
| Recovery Factor | 0.76 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2024-03-20 | -42.52 | 760 |
| 2024-06-10 | 2025-03-02 | -31.35 | 264 |
| 2025-03-13 | 2025-05-08 | -12.32 | 56 |
| 2024-04-15 | 2024-05-03 | -8.42 | 18 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-29 | 2025-06-09 | -4.67 | 10 |
| 2024-04-04 | 2024-04-14 | -3.50 | 10 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -2.47 | 9 |
| Metric | 11397077:btcusd:triple_med_gx:lsma20_120 | 11397077:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.28% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 11.83% | 43.77% |
| Worst Month | -18.17% | -37.12% |
| Best Year | 27.36% | 155.54% |
| Worst Year | -27.55% | -56.42% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.94% | -0.97% |
| Avg. Up Week | 3.65% | 5.57% |
| Avg. Down Week | -3.23% | -4.52% |
| Avg. Up Month | 5.69% | 12.89% |
| Avg. Down Month | -6.92% | -13.92% |
| Win Days % | 49.56% | 51.28% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 56.84% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |