| Metric | 11402199:btcusd:triple_med_gx:lsma20_135 | 11402199:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 72.4% | 195.83% |
| Max Drawdown | -33.36% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.53 | 0.64 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 23.05 | 3.83 |
| Outlier Loss Ratio | 3.94 | 3.81 |
| Volatility (ann.) | 14.87% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.53 | 0.57 |
| Skew | 1.46 | 0.2 |
| Kurtosis | 40.04 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.34% | 2.68% |
| Expected Yearly % | 14.59% | 31.15% |
| Kelly Criterion | 3.67% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.24% |
| Expected Shortfall (cVaR) | -1.27% | -2.24% |
| Year | 11402199:BTCUSD | 11402199:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -21.30 | 0.39 | + |
| 2023 | 155.54 | 29.59 | 0.19 | - |
| 2024 | 121.00 | 31.18 | 0.26 | - |
| 2025 | 16.76 | 28.86 | 1.72 | + |
| Metric | 11402199:btcusd:triple_med_gx:lsma20_135 | 11402199:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 11.78% | 31.46% |
| 6M | 33.92% | 12.77% |
| YTD | 28.86% | 16.76% |
| 1Y | 29.74% | 56.84% |
| 3Y (ann.) | 21.14% | 55.31% |
| 5Y (ann.) | 17.64% | 38.19% |
| Metric | 11402199:btcusd:triple_med_gx:lsma20_135 | 11402199:BTCUSD |
|---|---|---|
| Max Drawdown | -33.36% | -67.18% |
| Longest DD Days | 631.0 | 683.0 |
| Avg. Drawdown | -4.85% | -6.97% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 2.17 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-02 | -33.36 | 631 |
| 2024-06-10 | 2024-12-05 | -27.08 | 177 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-20 | -10.02 | 63 |
| 2022-02-27 | 2022-03-09 | -8.49 | 9 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2024-12-05 | 2024-12-11 | -6.54 | 6 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-04-30 | 2024-05-03 | -5.72 | 3 |
| Metric | 11402199:btcusd:triple_med_gx:lsma20_135 | 11402199:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 12.56% | 43.77% |
| Worst Month | -14.33% | -37.12% |
| Best Year | 31.18% | 155.54% |
| Worst Year | -21.3% | -55.14% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.5% | 6.23% |
| Avg. Down Week | -3.0% | -4.8% |
| Avg. Up Month | 4.41% | 13.06% |
| Avg. Down Month | -5.17% | -12.31% |
| Win Days % | 48.8% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 48.35% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |