| Metric | 11404178:btcusd:triple_med_gx:lsma20_140 | 11404178:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 226.66% | 161.99% |
| Max Drawdown | -34.41% | -67.18% |
| Sharpe | 0.7 | 0.41 |
| Sortino | 1.16 | 0.59 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.57 | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 22.73 | 3.84 |
| Outlier Loss Ratio | 4.18 | 3.73 |
| Volatility (ann.) | 13.96% | 26.28% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.23 | 0.5 |
| Skew | 2.53 | 0.18 |
| Kurtosis | 39.63 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.93% | 2.38% |
| Expected Yearly % | 34.44% | 27.22% |
| Kelly Criterion | 8.48% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.23% |
| Expected Shortfall (cVaR) | -1.18% | -2.23% |
| Year | 11404178:BTCUSD | 11404178:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.22 | -0.05 | + |
| 2023 | 155.54 | 41.54 | 0.27 | - |
| 2024 | 121.00 | 63.69 | 0.53 | - |
| 2025 | 16.76 | 36.60 | 2.18 | + |
| Metric | 11404178:btcusd:triple_med_gx:lsma20_140 | 11404178:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 15.84% | 31.46% |
| 6M | 43.08% | 12.77% |
| YTD | 36.6% | 16.76% |
| 1Y | 59.63% | 56.84% |
| 3Y (ann.) | 31.2% | 55.31% |
| 5Y (ann.) | 42.42% | 33.33% |
| Metric | 11404178:btcusd:triple_med_gx:lsma20_140 | 11404178:BTCUSD |
|---|---|---|
| Max Drawdown | -34.41% | -67.18% |
| Longest DD Days | 548.0 | 683.0 |
| Avg. Drawdown | -2.99% | -6.97% |
| Avg. Drawdown Days | 18.0 | 36.0 |
| Recovery Factor | 6.59 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-11-15 | -34.41 | 548 |
| 2024-06-10 | 2024-09-09 | -14.35 | 91 |
| 2024-01-17 | 2024-02-27 | -10.02 | 41 |
| 2025-01-10 | 2025-02-28 | -8.53 | 49 |
| 2024-12-05 | 2024-12-28 | -7.93 | 23 |
| 2024-09-11 | 2024-10-14 | -7.55 | 33 |
| 2025-03-03 | 2025-04-01 | -6.70 | 29 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2024-04-28 | 2024-05-03 | -5.64 | 5 |
| 2023-11-16 | 2024-01-01 | -5.63 | 46 |
| Metric | 11404178:btcusd:triple_med_gx:lsma20_140 | 11404178:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -12.88% | -29.64% |
| Best Month | 21.36% | 43.77% |
| Worst Month | -16.66% | -37.12% |
| Best Year | 63.69% | 155.54% |
| Worst Year | 3.22% | -60.27% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.42% | 7.05% |
| Avg. Down Week | -3.13% | -4.91% |
| Avg. Up Month | 5.77% | 13.64% |
| Avg. Down Month | -6.06% | -12.19% |
| Win Days % | 49.69% | 51.27% |
| Win Month % | 77.5% | 60.98% |
| Win Week % | 62.63% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |