| Metric | 11403785:btcusd:triple_med_gx:lsma20_140 | 11403785:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 74.07% | 161.99% |
| Max Drawdown | -30.47% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.54 | 0.59 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 23.93 | 3.89 |
| Outlier Loss Ratio | 3.79 | 3.83 |
| Volatility (ann.) | 14.78% | 26.28% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.59 | 0.5 |
| Skew | 1.15 | 0.18 |
| Kurtosis | 38.62 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.36% | 2.38% |
| Expected Yearly % | 14.86% | 27.22% |
| Kelly Criterion | 4.11% | 3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.23% |
| Expected Shortfall (cVaR) | -1.26% | -2.23% |
| Year | 11403785:BTCUSD | 11403785:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.02 | 0.10 | + |
| 2023 | 155.54 | 23.14 | 0.15 | - |
| 2024 | 121.00 | 22.91 | 0.19 | - |
| 2025 | 16.76 | 22.39 | 1.34 | + |
| Metric | 11403785:btcusd:triple_med_gx:lsma20_140 | 11403785:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.16% |
| 3M | 4.05% | 31.46% |
| 6M | 19.43% | 12.77% |
| YTD | 22.39% | 16.76% |
| 1Y | 23.15% | 56.84% |
| 3Y (ann.) | 16.79% | 55.31% |
| 5Y (ann.) | 18.01% | 33.33% |
| Metric | 11403785:btcusd:triple_med_gx:lsma20_140 | 11403785:BTCUSD |
|---|---|---|
| Max Drawdown | -30.47% | -67.18% |
| Longest DD Days | 621.0 | 683.0 |
| Avg. Drawdown | -5.2% | -6.97% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 2.43 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-12-20 | -30.47 | 621 |
| 2024-06-10 | 2024-12-04 | -25.40 | 177 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-20 | -9.36 | 63 |
| 2024-04-04 | 2024-05-03 | -8.44 | 29 |
| 2025-03-13 | 2025-05-15 | -8.12 | 63 |
| 2024-12-12 | 2025-02-03 | -8.10 | 53 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| Metric | 11403785:btcusd:triple_med_gx:lsma20_140 | 11403785: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 | 11.07% | 43.77% |
| Worst Month | -11.86% | -37.12% |
| Best Year | 23.14% | 155.54% |
| Worst Year | -6.02% | -60.27% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.92% | -0.97% |
| Avg. Up Week | 3.54% | 5.96% |
| Avg. Down Week | -3.37% | -5.71% |
| Avg. Up Month | 4.47% | 10.8% |
| Avg. Down Month | -5.54% | -12.38% |
| Win Days % | 50.24% | 51.27% |
| Win Month % | 71.05% | 60.98% |
| Win Week % | 62.22% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |