| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 202.54% | 149.71% |
| Max Drawdown | -24.84% | -66.79% |
| Sharpe | 1.25 | 0.74 |
| Sortino | 2.21 | 1.09 |
| Payoff Ratio | 1.5 | 1.16 |
| Profit Factor | 1.51 | 1.12 |
| Common Sense Ratio | 2.59 | 1.28 |
| CPC Index | 1.06 | 0.64 |
| Tail Ratio | 1.71 | 1.14 |
| Outlier Win Ratio | 22.58 | 3.58 |
| Outlier Loss Ratio | 3.97 | 3.15 |
| Volatility (ann.) | 26.64% | 51.77% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.4 | 0.42 |
| Skew | 2.25 | 0.03 |
| Kurtosis | 26.86 | 4.46 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.44% | 2.01% |
| Expected Yearly % | 31.89% | 25.71% |
| Kelly Criterion | 11.33% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.2% | -4.35% |
| Expected Shortfall (cVaR) | -2.2% | -4.35% |
| Year | 12388206:BTCUSD | 12388206:btcusd:triple_med_gx:lsma140_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.17 | -6.45 | 0.11 | + |
| 2023 | 155.54 | 96.39 | 0.62 | - |
| 2024 | 121.00 | 71.81 | 0.59 | - |
| 2025 | 0.89 | -4.15 | -4.67 | - |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -2.37% | -19.8% |
| 6M | -3.21% | -9.0% |
| YTD | -4.15% | 0.89% |
| 1Y | -0.04% | 3.43% |
| 3Y (ann.) | 47.83% | 77.28% |
| 5Y (ann.) | 34.66% | 27.89% |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Max Drawdown | -24.84% | -66.79% |
| Longest DD Days | 375.0 | 682.0 |
| Avg. Drawdown | -4.46% | -9.65% |
| Avg. Drawdown Days | 42.0 | 52.0 |
| Recovery Factor | 8.15 | 2.24 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-12 | -24.84 | 375 |
| 2024-12-18 | 2025-11-16 | -16.94 | 333 |
| 2024-04-23 | 2024-07-15 | -12.30 | 83 |
| 2023-03-24 | 2023-06-23 | -12.04 | 91 |
| 2024-07-22 | 2024-11-10 | -9.87 | 111 |
| 2023-06-24 | 2023-10-23 | -7.88 | 121 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-03-29 | 2024-04-20 | -4.99 | 22 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -9.87% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -9.63% | -29.64% |
| Best Month | 40.43% | 43.77% |
| Worst Month | -9.63% | -37.12% |
| Best Year | 96.39% | 155.54% |
| Worst Year | -6.45% | -56.17% |
| Avg. Up Day | 2.36% | 2.39% |
| Avg. Down Day | -1.58% | -2.06% |
| Avg. Up Week | 5.91% | 7.31% |
| Avg. Down Week | -2.52% | -4.93% |
| Avg. Up Month | 13.13% | 16.17% |
| Avg. Down Month | -3.22% | -12.3% |
| Win Days % | 46.83% | 49.67% |
| Win Month % | 50.0% | 58.7% |
| Win Week % | 50.62% | 51.01% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 75.0% |