| Metric | 11403897:btcusd:triple_med_gx:lsma20_140 | 11403897:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 54.99% | 161.99% |
| Max Drawdown | -33.11% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.44 | 0.59 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 23.52 | 3.89 |
| Outlier Loss Ratio | 3.89 | 3.87 |
| Volatility (ann.) | 14.79% | 26.28% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.42 | 0.5 |
| Skew | 1.09 | 0.18 |
| Kurtosis | 38.06 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.38% |
| Expected Yearly % | 11.58% | 27.22% |
| Kelly Criterion | 2.78% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.23% |
| Expected Shortfall (cVaR) | -1.26% | -2.23% |
| Year | 11403897:BTCUSD | 11403897:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -16.75 | 0.28 | + |
| 2023 | 155.54 | 20.61 | 0.13 | - |
| 2024 | 121.00 | 28.18 | 0.23 | - |
| 2025 | 16.76 | 20.43 | 1.22 | + |
| Metric | 11403897:btcusd:triple_med_gx:lsma20_140 | 11403897:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | 3.81% | 31.46% |
| 6M | 21.11% | 12.77% |
| YTD | 20.43% | 16.76% |
| 1Y | 16.49% | 56.84% |
| 3Y (ann.) | 14.98% | 55.31% |
| 5Y (ann.) | 13.98% | 33.33% |
| Metric | 11403897:btcusd:triple_med_gx:lsma20_140 | 11403897:BTCUSD |
|---|---|---|
| Max Drawdown | -33.11% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -4.96% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 1.66 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-20 | -33.11 | 710 |
| 2024-06-10 | 2024-12-12 | -26.90 | 184 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-03-13 | 2025-05-18 | -9.20 | 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 | -5.51 | 19 |
| 2025-01-10 | 2025-03-02 | -4.64 | 50 |
| Metric | 11403897:btcusd:triple_med_gx:lsma20_140 | 11403897:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.28% | 35.75% |
| Worst Week | -13.5% | -29.64% |
| Best Month | 13.9% | 43.77% |
| Worst Month | -12.29% | -37.12% |
| Best Year | 28.18% | 155.54% |
| Worst Year | -16.75% | -60.27% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.91% | -0.92% |
| Avg. Up Week | 4.04% | 6.03% |
| Avg. Down Week | -3.3% | -5.59% |
| Avg. Up Month | 4.37% | 11.89% |
| Avg. Down Month | -4.54% | -13.89% |
| Win Days % | 49.45% | 51.27% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 53.85% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |