| Metric | 11402253:btcusd:triple_med_gx:lsma20_135 | 11402253:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 84.1% | 222.02% |
| Max Drawdown | -30.67% | -67.18% |
| Sharpe | 0.38 | 0.46 |
| Sortino | 0.58 | 0.66 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 23.48 | 3.84 |
| Outlier Loss Ratio | 3.98 | 3.85 |
| Volatility (ann.) | 14.51% | 26.12% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.63 | 0.6 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 40.18 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.82% |
| Expected Yearly % | 16.48% | 33.96% |
| Kelly Criterion | 4.41% | 6.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.22% |
| Expected Shortfall (cVaR) | -1.23% | -2.22% |
| Year | 11402253:BTCUSD | 11402253:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -10.88 | 0.20 | + |
| 2023 | 155.54 | 44.55 | 0.29 | - |
| 2024 | 121.00 | 20.81 | 0.17 | - |
| 2025 | 27.10 | 18.30 | 0.68 | - |
| Metric | 11402253:btcusd:triple_med_gx:lsma20_135 | 11402253:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.72% | 41.88% |
| 6M | 12.46% | 22.91% |
| YTD | 18.3% | 27.1% |
| 1Y | 36.5% | 82.29% |
| 3Y (ann.) | 26.04% | 77.48% |
| 5Y (ann.) | 19.35% | 40.36% |
| Metric | 11402253:btcusd:triple_med_gx:lsma20_135 | 11402253:BTCUSD |
|---|---|---|
| Max Drawdown | -30.67% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -4.1% | -6.76% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 2.74 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-26 | -30.67 | 380 |
| 2024-06-10 | 2024-12-04 | -23.11 | 177 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2023-07-14 | 2023-11-22 | -8.94 | 131 |
| 2023-05-04 | 2023-07-13 | -7.97 | 70 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2024-12-05 | 2024-12-12 | -6.69 | 7 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-04-30 | 2024-05-03 | -6.16 | 3 |
| Metric | 11402253:btcusd:triple_med_gx:lsma20_135 | 11402253:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.96% | 43.77% |
| Worst Month | -13.79% | -37.12% |
| Best Year | 44.55% | 155.54% |
| Worst Year | -10.88% | -55.14% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 4.31% | 6.18% |
| Avg. Down Week | -3.14% | -5.15% |
| Avg. Up Month | 5.32% | 13.55% |
| Avg. Down Month | -5.22% | -12.11% |
| Win Days % | 49.16% | 51.34% |
| Win Month % | 68.42% | 61.9% |
| Win Week % | 53.68% | 51.63% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |