| Metric | 11398785:btcusd:triple_med_gx:lsma20_125 | 11398785:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 58.23% | 183.29% |
| Max Drawdown | -35.93% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.46 | 0.62 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 22.58 | 3.87 |
| Outlier Loss Ratio | 3.96 | 3.91 |
| Volatility (ann.) | 15.06% | 26.34% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.41 | 0.54 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 37.42 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.13% | 2.57% |
| Expected Yearly % | 12.16% | 29.73% |
| Kelly Criterion | 3.0% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.24% |
| Expected Shortfall (cVaR) | -1.28% | -2.24% |
| Year | 11398785:BTCUSD | 11398785:btcusd:triple_med_gx:lsma20_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -24.49 | 0.43 | + |
| 2023 | 155.54 | 27.57 | 0.18 | - |
| 2024 | 121.00 | 24.76 | 0.20 | - |
| 2025 | 16.76 | 31.67 | 1.89 | + |
| Metric | 11398785:btcusd:triple_med_gx:lsma20_125 | 11398785:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 16.54% | 31.46% |
| 6M | 36.09% | 12.77% |
| YTD | 31.67% | 16.76% |
| 1Y | 27.89% | 56.84% |
| 3Y (ann.) | 21.99% | 55.31% |
| 5Y (ann.) | 14.64% | 36.34% |
| Metric | 11398785:btcusd:triple_med_gx:lsma20_125 | 11398785:BTCUSD |
|---|---|---|
| Max Drawdown | -35.93% | -67.18% |
| Longest DD Days | 673.0 | 683.0 |
| Avg. Drawdown | -5.6% | -6.73% |
| Avg. Drawdown Days | 41.0 | 34.0 |
| Recovery Factor | 1.62 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2024-01-02 | -35.93 | 673 |
| 2024-05-04 | 2024-12-24 | -28.64 | 234 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-01-17 | 2024-03-20 | -11.21 | 63 |
| 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 |
| 2024-04-30 | 2024-05-03 | -5.72 | 3 |
| 2024-04-04 | 2024-04-19 | -5.60 | 14 |
| 2025-05-21 | 2025-06-09 | -5.51 | 19 |
| Metric | 11398785:btcusd:triple_med_gx:lsma20_125 | 11398785:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -14.66% | -29.64% |
| Best Month | 13.8% | 43.77% |
| Worst Month | -15.2% | -37.12% |
| Best Year | 31.67% | 155.54% |
| Worst Year | -24.49% | -57.04% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 3.92% | 5.68% |
| Avg. Down Week | -2.97% | -4.29% |
| Avg. Up Month | 4.87% | 12.42% |
| Avg. Down Month | -5.14% | -14.15% |
| Win Days % | 49.32% | 51.3% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 52.63% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |