| Metric | 11397135:btcusd:triple_med_gx:lsma20_120 | 11397135:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 62.43% | 187.39% |
| Max Drawdown | -32.83% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 22.19 | 3.99 |
| Outlier Loss Ratio | 4.04 | 3.92 |
| Volatility (ann.) | 15.31% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.47 | 0.55 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 35.54 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.55% |
| Expected Yearly % | 12.89% | 30.2% |
| Kelly Criterion | 2.61% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11397135:BTCUSD | 11397135:btcusd:triple_med_gx:lsma20_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -19.38 | 0.34 | + |
| 2023 | 155.54 | 19.24 | 0.12 | - |
| 2024 | 121.00 | 29.07 | 0.24 | - |
| 2025 | 16.76 | 30.91 | 1.84 | + |
| Metric | 11397135:btcusd:triple_med_gx:lsma20_120 | 11397135:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 15.54% | 31.46% |
| 6M | 33.82% | 12.77% |
| YTD | 30.91% | 16.76% |
| 1Y | 27.7% | 56.84% |
| 3Y (ann.) | 24.13% | 55.31% |
| 5Y (ann.) | 15.52% | 36.89% |
| Metric | 11397135:btcusd:triple_med_gx:lsma20_120 | 11397135:BTCUSD |
|---|---|---|
| Max Drawdown | -32.83% | -67.18% |
| Longest DD Days | 423.0 | 683.0 |
| Avg. Drawdown | -5.96% | -6.61% |
| Avg. Drawdown Days | 45.0 | 33.0 |
| Recovery Factor | 1.9 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2023-04-26 | -32.83 | 423 |
| 2024-05-30 | 2024-12-24 | -29.48 | 207 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2023-05-04 | 2024-03-20 | -11.99 | 321 |
| 2024-04-04 | 2024-05-03 | -8.44 | 28 |
| 2025-03-13 | 2025-04-09 | -7.36 | 27 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-21 | 2025-06-09 | -5.51 | 19 |
| Metric | 11397135:btcusd:triple_med_gx:lsma20_120 | 11397135:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 13.8% | 43.77% |
| Worst Month | -14.17% | -37.12% |
| Best Year | 30.91% | 155.54% |
| Worst Year | -19.38% | -56.42% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 4.52% | 6.51% |
| Avg. Down Week | -2.48% | -4.16% |
| Avg. Up Month | 5.67% | 13.12% |
| Avg. Down Month | -4.77% | -12.97% |
| Win Days % | 48.71% | 51.28% |
| Win Month % | 56.41% | 61.9% |
| Win Week % | 45.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |