| Metric | 11400527:btcusd:triple_med_gx:lsma20_130 | 11400527:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 48.75% | 182.99% |
| Max Drawdown | -40.59% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.4 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 22.61 | 3.87 |
| Outlier Loss Ratio | 3.93 | 3.92 |
| Volatility (ann.) | 15.27% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.31 | 0.54 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 36.63 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.57% |
| Expected Yearly % | 10.44% | 29.7% |
| Kelly Criterion | 2.53% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11400527:BTCUSD | 11400527:btcusd:triple_med_gx:lsma20_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -22.93 | 0.40 | + |
| 2023 | 155.54 | 38.42 | 0.25 | - |
| 2024 | 121.00 | 12.30 | 0.10 | - |
| 2025 | 16.76 | 24.16 | 1.44 | + |
| Metric | 11400527:btcusd:triple_med_gx:lsma20_130 | 11400527:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 13.85% | 31.46% |
| 6M | 16.83% | 12.77% |
| YTD | 24.16% | 16.76% |
| 1Y | 9.6% | 56.84% |
| 3Y (ann.) | 10.52% | 55.31% |
| 5Y (ann.) | 12.56% | 36.34% |
| Metric | 11400527:btcusd:triple_med_gx:lsma20_130 | 11400527:BTCUSD |
|---|---|---|
| Max Drawdown | -40.59% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -4.94% | -6.9% |
| Avg. Drawdown Days | 46.0 | 35.0 |
| Recovery Factor | 1.2 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-25 | -40.59 | 714 |
| 2024-06-10 | 2025-05-08 | -25.62 | 331 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-20 | 2024-05-03 | -6.58 | 12 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2022-03-06 | 2022-03-09 | -3.98 | 3 |
| 2024-04-04 | 2024-04-16 | -3.50 | 12 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11400527:btcusd:triple_med_gx:lsma20_130 | 11400527:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 13.29% | 43.77% |
| Worst Month | -25.54% | -37.12% |
| Best Year | 38.42% | 155.54% |
| Worst Year | -22.93% | -57.08% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 4.1% | 6.28% |
| Avg. Down Week | -3.42% | -4.8% |
| Avg. Up Month | 5.29% | 12.82% |
| Avg. Down Month | -4.77% | -11.21% |
| Win Days % | 48.98% | 51.31% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 54.64% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |