| Metric | 11402085:btcusd:triple_med_gx:lsma20_135 | 11402085:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 56.64% | 195.83% |
| Max Drawdown | -28.75% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.45 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 23.85 | 3.83 |
| Outlier Loss Ratio | 3.9 | 3.84 |
| Volatility (ann.) | 14.65% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.5 | 0.57 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 39.31 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.68% |
| Expected Yearly % | 11.87% | 31.15% |
| Kelly Criterion | 3.22% | 4.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.24% |
| Expected Shortfall (cVaR) | -1.25% | -2.24% |
| Year | 11402085:BTCUSD | 11402085:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -4.76 | 0.09 | + |
| 2023 | 155.54 | 11.58 | 0.07 | - |
| 2024 | 121.00 | 26.57 | 0.22 | - |
| 2025 | 16.76 | 16.46 | 0.98 | - |
| Metric | 11402085:btcusd:triple_med_gx:lsma20_135 | 11402085:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 1.71% | 31.46% |
| 6M | 17.31% | 12.77% |
| YTD | 16.46% | 16.76% |
| 1Y | 15.53% | 56.84% |
| 3Y (ann.) | 14.18% | 55.31% |
| 5Y (ann.) | 14.32% | 38.19% |
| Metric | 11402085:btcusd:triple_med_gx:lsma20_135 | 11402085:BTCUSD |
|---|---|---|
| Max Drawdown | -28.75% | -67.18% |
| Longest DD Days | 633.0 | 683.0 |
| Avg. Drawdown | -5.05% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 1.97 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2024-01-02 | -28.75 | 633 |
| 2024-06-10 | 2024-12-05 | -24.69 | 177 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-14 | 2024-03-20 | -10.51 | 66 |
| 2025-03-13 | 2025-05-18 | -8.26 | 66 |
| 2024-12-05 | 2024-12-24 | -7.49 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-29 | 2025-06-11 | -6.83 | 13 |
| 2024-04-28 | 2024-05-03 | -6.46 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11402085:btcusd:triple_med_gx:lsma20_135 | 11402085:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.49% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 12.45% | 43.77% |
| Worst Month | -10.69% | -37.12% |
| Best Year | 26.57% | 155.54% |
| Worst Year | -4.76% | -55.14% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.38% | 5.67% |
| Avg. Down Week | -3.42% | -5.52% |
| Avg. Up Month | 4.18% | 10.75% |
| Avg. Down Month | -4.1% | -15.31% |
| Win Days % | 49.8% | 51.32% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 61.54% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |