| Metric | 11402142:btcusd:triple_med_gx:lsma20_135 | 11402142:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 64.61% | 195.83% |
| Max Drawdown | -35.62% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.49 | 0.64 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 23.37 | 3.87 |
| Outlier Loss Ratio | 3.88 | 3.83 |
| Volatility (ann.) | 14.82% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.45 | 0.57 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 38.33 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.68% |
| Expected Yearly % | 13.27% | 31.15% |
| Kelly Criterion | 3.32% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.24% |
| Expected Shortfall (cVaR) | -1.26% | -2.24% |
| Year | 11402142:BTCUSD | 11402142:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -8.30 | 0.15 | + |
| 2023 | 155.54 | 17.28 | 0.11 | - |
| 2024 | 121.00 | 23.25 | 0.19 | - |
| 2025 | 16.76 | 24.20 | 1.44 | + |
| Metric | 11402142:btcusd:triple_med_gx:lsma20_135 | 11402142:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | 4.66% | 31.46% |
| 6M | 25.26% | 12.77% |
| YTD | 24.2% | 16.76% |
| 1Y | 18.18% | 56.84% |
| 3Y (ann.) | 16.98% | 55.31% |
| 5Y (ann.) | 16.02% | 38.19% |
| Metric | 11402142:btcusd:triple_med_gx:lsma20_135 | 11402142:BTCUSD |
|---|---|---|
| Max Drawdown | -35.62% | -67.18% |
| Longest DD Days | 631.0 | 683.0 |
| Avg. Drawdown | -6.05% | -6.97% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 1.81 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-02 | -35.62 | 631 |
| 2024-05-04 | 2024-12-25 | -27.03 | 235 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-20 | -10.02 | 63 |
| 2025-03-13 | 2025-05-18 | -9.06 | 66 |
| 2024-04-20 | 2024-05-03 | -7.90 | 13 |
| 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 |
| 2025-05-21 | 2025-06-09 | -5.02 | 19 |
| Metric | 11402142:btcusd:triple_med_gx:lsma20_135 | 11402142:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.28% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 13.9% | 43.77% |
| Worst Month | -18.17% | -37.12% |
| Best Year | 24.2% | 155.54% |
| Worst Year | -8.3% | -55.14% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 3.85% | 6.14% |
| Avg. Down Week | -2.98% | -5.3% |
| Avg. Up Month | 4.29% | 13.12% |
| Avg. Down Month | -4.55% | -13.66% |
| Win Days % | 49.53% | 51.32% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 54.35% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |