| Metric | 12344478:btcusd:triple_med_gx:lsma20_30 | 12344478:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 134.13% | 70.47% |
| Max Drawdown | -22.92% | -76.67% |
| Sharpe | 0.89 | 0.55 |
| Sortino | 1.48 | 0.8 |
| Payoff Ratio | 1.36 | 1.11 |
| Profit Factor | 1.26 | 1.09 |
| Common Sense Ratio | 1.46 | 1.12 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | 1.16 | 1.03 |
| Outlier Win Ratio | 15.85 | 3.78 |
| Outlier Loss Ratio | 4.25 | 3.34 |
| Volatility (ann.) | 32.53% | 54.54% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.17 | 0.21 |
| Skew | 1.53 | -0.01 |
| Kurtosis | 15.87 | 3.89 |
| Expected Daily % | 0.07% | 0.04% |
| Expected Monthly % | 1.95% | 1.22% |
| Expected Yearly % | 18.55% | 11.26% |
| Kelly Criterion | 5.61% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.72% | -4.61% |
| Expected Shortfall (cVaR) | -2.72% | -4.61% |
| Year | 12344478:BTCUSD | 12344478:btcusd:triple_med_gx:lsma20_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -25.41 | 5.47 | -0.22 | + |
| 2022 | -64.22 | 12.23 | -0.19 | + |
| 2023 | 155.54 | 36.20 | 0.23 | - |
| 2024 | 121.00 | 32.72 | 0.27 | - |
| 2025 | 13.09 | 9.42 | 0.72 | - |
| Metric | 12344478:btcusd:triple_med_gx:lsma20_30 | 12344478:BTCUSD |
|---|---|---|
| MTD | 4.79% | 12.09% |
| 3M | 4.64% | 19.18% |
| 6M | 11.16% | 14.84% |
| YTD | 9.42% | 13.09% |
| 1Y | 23.9% | 54.52% |
| 3Y (ann.) | 23.49% | 53.76% |
| 5Y (ann.) | 26.82% | 16.06% |
| Metric | 12344478:btcusd:triple_med_gx:lsma20_30 | 12344478:BTCUSD |
|---|---|---|
| Max Drawdown | -22.92% | -76.67% |
| Longest DD Days | 301.0 | 846.0 |
| Avg. Drawdown | -5.62% | -10.93% |
| Avg. Drawdown Days | 43.0 | 75.0 |
| Recovery Factor | 5.85 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-06 | -22.92 | 219 |
| 2022-05-16 | 2023-03-13 | -21.00 | 301 |
| 2025-03-03 | 2025-05-29 | -16.66 | 87 |
| 2023-04-28 | 2023-07-10 | -11.43 | 73 |
| 2021-11-21 | 2022-02-04 | -11.04 | 75 |
| 2023-07-14 | 2023-12-20 | -10.44 | 159 |
| 2023-12-23 | 2024-01-29 | -8.56 | 37 |
| 2022-02-19 | 2022-02-28 | -7.90 | 9 |
| 2022-03-02 | 2022-05-15 | -7.88 | 74 |
| 2024-12-26 | 2025-03-02 | -6.77 | 66 |
| Metric | 12344478:btcusd:triple_med_gx:lsma20_30 | 12344478:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -9.9% | -29.64% |
| Best Month | 20.64% | 43.77% |
| Worst Month | -10.3% | -37.12% |
| Best Year | 36.2% | 155.54% |
| Worst Year | 5.47% | -64.22% |
| Avg. Up Day | 2.18% | 2.2% |
| Avg. Down Day | -1.61% | -1.98% |
| Avg. Up Week | 4.84% | 7.17% |
| Avg. Down Week | -2.4% | -4.47% |
| Avg. Up Month | 6.45% | 12.27% |
| Avg. Down Month | -3.64% | -12.11% |
| Win Days % | 45.65% | 49.38% |
| Win Month % | 60.98% | 54.55% |
| Win Week % | 47.37% | 49.47% |
| Win Quarter % | 73.33% | 46.67% |
| Win Year % | 100.0% | 60.0% |