| Metric | 11400584:btcusd:triple_med_gx:lsma20_130 | 11400584:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 45.54% | 182.99% |
| Max Drawdown | -48.16% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 22.69 | 3.82 |
| Outlier Loss Ratio | 3.92 | 3.84 |
| Volatility (ann.) | 14.92% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.25 | 0.54 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 37.51 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.57% |
| Expected Yearly % | 9.84% | 29.7% |
| Kelly Criterion | 2.54% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.24% |
| Expected Shortfall (cVaR) | -1.27% | -2.24% |
| Year | 11400584:BTCUSD | 11400584:btcusd:triple_med_gx:lsma20_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -30.41 | 0.53 | + |
| 2023 | 155.54 | 44.78 | 0.29 | - |
| 2024 | 121.00 | 23.43 | 0.19 | - |
| 2025 | 16.76 | 17.03 | 1.02 | + |
| Metric | 11400584:btcusd:triple_med_gx:lsma20_130 | 11400584:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 18.25% | 31.46% |
| 6M | 16.61% | 12.77% |
| YTD | 17.03% | 16.76% |
| 1Y | 7.51% | 56.84% |
| 3Y (ann.) | 7.15% | 55.31% |
| 5Y (ann.) | 11.83% | 36.34% |
| Metric | 11400584:btcusd:triple_med_gx:lsma20_130 | 11400584:BTCUSD |
|---|---|---|
| Max Drawdown | -48.16% | -67.18% |
| Longest DD Days | 718.0 | 683.0 |
| Avg. Drawdown | -6.58% | -6.9% |
| Avg. Drawdown Days | 64.0 | 35.0 |
| Recovery Factor | 0.95 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-05-03 | -48.16 | 718 |
| 2024-06-10 | 2025-05-08 | -21.39 | 331 |
| 2022-04-10 | 2022-05-15 | -14.29 | 35 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-05-21 | 2025-06-09 | -5.08 | 19 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2025-05-09 | 2025-05-18 | -1.52 | 9 |
| Metric | 11400584:btcusd:triple_med_gx:lsma20_130 | 11400584:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 17.11% | 43.77% |
| Worst Month | -26.39% | -37.12% |
| Best Year | 44.78% | 155.54% |
| Worst Year | -30.41% | -57.08% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.89% | 6.39% |
| Avg. Down Week | -3.42% | -5.54% |
| Avg. Up Month | 5.56% | 11.19% |
| Avg. Down Month | -6.32% | -12.18% |
| Win Days % | 49.4% | 51.31% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 53.54% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |