| Metric | 11400697:btcusd:triple_med_gx:lsma20_130 | 11400697:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 137.27% | 182.99% |
| Max Drawdown | -46.4% | -67.18% |
| Sharpe | 0.51 | 0.43 |
| Sortino | 0.78 | 0.62 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 21.67 | 3.88 |
| Outlier Loss Ratio | 4.01 | 3.79 |
| Volatility (ann.) | 14.9% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.63 | 0.54 |
| Skew | 1.48 | 0.2 |
| Kurtosis | 36.34 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.13% | 2.57% |
| Expected Yearly % | 24.11% | 29.7% |
| Kelly Criterion | 5.39% | 6.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.24% |
| Expected Shortfall (cVaR) | -1.26% | -2.24% |
| Year | 11400697:BTCUSD | 11400697:btcusd:triple_med_gx:lsma20_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -25.54 | 0.45 | + |
| 2023 | 155.54 | 52.19 | 0.34 | - |
| 2024 | 121.00 | 71.58 | 0.59 | - |
| 2025 | 16.76 | 22.03 | 1.31 | + |
| Metric | 11400697:btcusd:triple_med_gx:lsma20_130 | 11400697:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 13.51% | 31.46% |
| 6M | 20.22% | 12.77% |
| YTD | 22.03% | 16.76% |
| 1Y | 45.39% | 56.84% |
| 3Y (ann.) | 23.82% | 55.31% |
| 5Y (ann.) | 29.36% | 36.34% |
| Metric | 11400697:btcusd:triple_med_gx:lsma20_130 | 11400697:BTCUSD |
|---|---|---|
| Max Drawdown | -46.4% | -67.18% |
| Longest DD Days | 652.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.9% |
| Avg. Drawdown Days | 24.0 | 35.0 |
| Recovery Factor | 2.96 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-02-27 | -46.40 | 652 |
| 2024-12-05 | 2025-03-10 | -15.65 | 94 |
| 2024-06-10 | 2024-08-08 | -14.46 | 58 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-09-11 | 2024-11-05 | -9.30 | 55 |
| 2022-04-08 | 2022-05-13 | -8.05 | 35 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-08-13 | 2024-09-10 | -6.04 | 28 |
| 2025-04-02 | 2025-04-11 | -5.20 | 9 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11400697:btcusd:triple_med_gx:lsma20_130 | 11400697:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 20.52% | 43.77% |
| Worst Month | -27.88% | -37.12% |
| Best Year | 71.58% | 155.54% |
| Worst Year | -25.54% | -57.08% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.87% | -0.92% |
| Avg. Up Week | 4.55% | 6.39% |
| Avg. Down Week | -3.75% | -5.85% |
| Avg. Up Month | 5.52% | 13.86% |
| Avg. Down Month | -6.68% | -12.36% |
| Win Days % | 49.78% | 51.31% |
| Win Month % | 70.0% | 60.98% |
| Win Week % | 60.19% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |