| Metric | 11404065:btcusd:triple_med_gx:lsma20_140 | 11404065:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 102.61% | 161.99% |
| Max Drawdown | -43.78% | -67.18% |
| Sharpe | 0.45 | 0.41 |
| Sortino | 0.71 | 0.59 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 23.74 | 3.78 |
| Outlier Loss Ratio | 4.06 | 3.78 |
| Volatility (ann.) | 13.87% | 26.28% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.54 | 0.5 |
| Skew | 1.87 | 0.18 |
| Kurtosis | 37.67 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.74% | 2.38% |
| Expected Yearly % | 19.31% | 27.22% |
| Kelly Criterion | 5.69% | 6.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.23% |
| Expected Shortfall (cVaR) | -1.18% | -2.23% |
| Year | 11404065:BTCUSD | 11404065:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -17.57 | 0.29 | + |
| 2023 | 155.54 | 52.10 | 0.33 | - |
| 2024 | 121.00 | 40.45 | 0.33 | - |
| 2025 | 16.76 | 15.06 | 0.90 | - |
| Metric | 11404065:btcusd:triple_med_gx:lsma20_140 | 11404065:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 7.35% | 31.46% |
| 6M | 11.7% | 12.77% |
| YTD | 15.06% | 16.76% |
| 1Y | 17.32% | 56.84% |
| 3Y (ann.) | 16.38% | 55.31% |
| 5Y (ann.) | 23.48% | 33.33% |
| Metric | 11404065:btcusd:triple_med_gx:lsma20_140 | 11404065:BTCUSD |
|---|---|---|
| Max Drawdown | -43.78% | -67.18% |
| Longest DD Days | 609.0 | 683.0 |
| Avg. Drawdown | -4.28% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 2.34 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-15 | -43.78 | 609 |
| 2024-06-10 | 2024-11-06 | -16.02 | 148 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2022-04-10 | 2022-05-12 | -9.69 | 31 |
| 2024-12-05 | 2025-05-18 | -9.45 | 164 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| Metric | 11404065:btcusd:triple_med_gx:lsma20_140 | 11404065:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.93% | -29.64% |
| Best Month | 18.49% | 43.77% |
| Worst Month | -19.25% | -37.12% |
| Best Year | 52.1% | 155.54% |
| Worst Year | -17.57% | -60.27% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 4.13% | 6.7% |
| Avg. Down Week | -2.93% | -5.23% |
| Avg. Up Month | 6.21% | 12.92% |
| Avg. Down Month | -6.67% | -13.38% |
| Win Days % | 49.32% | 51.27% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 54.84% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |