| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 180.35% | 795.09% |
| Max Drawdown | -29.35% | -66.61% |
| Sharpe | 3.36 | -1.7 |
| Sortino | 8.6 | -1.94 |
| Payoff Ratio | 2.01 | 1.29 |
| Profit Factor | 2.31 | 0.56 |
| Common Sense Ratio | 7.27 | 1.86 |
| CPC Index | 1.78 | 0.35 |
| Tail Ratio | 3.15 | 0.99 |
| Outlier Win Ratio | 205.25 | 2.12 |
| Outlier Loss Ratio | 1512.14 | 4.0 |
| Volatility (ann.) | 144.91% | 395.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.82 | -0.3 |
| Skew | 2.66 | -4.58 |
| Kurtosis | 11.83 | 44.55 |
| Expected Daily % | 1.08% | NaN% |
| Expected Monthly % | 2.48% | NaN% |
| Expected Yearly % | 18.75% | NaN% |
| Kelly Criterion | 1.98% | -47.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.14% | -3336.32% |
| Expected Shortfall (cVaR) | -11.14% | -3092.06% |
| Year | 12388206:BTCUSD | 12388206:btcusd:triple_med_gx:lsma140_20 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 93.71 | 7.80 | 0.08 | - |
| 2021 | 164.22 | -25.39 | -0.15 | - |
| 2022 | -56.83 | 1.32 | -0.02 | + |
| 2023 | 110.70 | 98.55 | 0.89 | - |
| 2024 | 115.99 | 71.81 | 0.62 | - |
| 2025 | -10.99 | 0.85 | -0.08 | + |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| MTD | -4.14% | -4.78% |
| 3M | -1.7% | -13.08% |
| 6M | 37.79% | 30.56% |
| YTD | 0.85% | -10.99% |
| 1Y | 45.19% | 16.97% |
| 3Y (ann.) | 46.89% | 29.64% |
| 5Y (ann.) | 23.97% | 1.44% |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Max Drawdown | -29.35% | -66.61% |
| Longest DD Days | 853.0 | 1021.0 |
| Avg. Drawdown | -3.25% | -19.73% |
| Avg. Drawdown Days | 75.0 | 242.0 |
| Recovery Factor | 6.14 | -1.78 |
| Ulcer Index | 1.08 | 1.24 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-11-24 | 2023-03-27 | -29.35 | 853 |
| 2023-07-13 | 2023-10-24 | -7.23 | 103 |
| 2024-07-28 | 2024-11-23 | -5.84 | 118 |
| 2025-02-25 | 2025-03-15 | -4.32 | 18 |
| 2024-12-05 | 2025-01-21 | -2.88 | 47 |
| 2023-06-06 | 2023-06-24 | -2.02 | 18 |
| 2024-06-27 | 2024-07-24 | -1.76 | 27 |
| 2024-01-03 | 2024-01-04 | -0.18 | 1 |
| 2020-11-08 | 2020-11-15 | -0.18 | 7 |
| 2020-09-02 | 2020-10-12 | -0.18 | 40 |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Best Day | 40.68% | 7853.72% |
| Worst Day | -21.91% | -15389.35% |
| Best Week | 40.68% | 5326.1% |
| Worst Week | -21.91% | -15389.35% |
| Best Month | 40.43% | 3148.97% |
| Worst Month | -21.94% | -15389.35% |
| Best Year | 98.55% | 511.18% |
| Worst Year | -25.39% | -338.52% |
| Avg. Up Day | 11.17% | 291.71% |
| Avg. Down Day | -1.12% | -639.95% |
| Avg. Up Week | 8.56% | 697.72% |
| Avg. Down Week | -1.12% | -888.88% |
| Avg. Up Month | 8.92% | 460.1% |
| Avg. Down Month | -3.4% | -1050.67% |
| Win Days % | 28.42% | 26.6% |
| Win Month % | 46.34% | 27.5% |
| Win Week % | 36.99% | 33.33% |
| Win Quarter % | 65.0% | 15.79% |
| Win Year % | 83.33% | 33.33% |