| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 114.28% | 43.85% |
| Max Drawdown | -10.96% | -75.93% |
| Sharpe | 1.2 | 0.44 |
| Sortino | 2.28 | 0.63 |
| Payoff Ratio | 1.92 | 1.64 |
| Profit Factor | 1.64 | 1.07 |
| Common Sense Ratio | 5.24 | 1.15 |
| CPC Index | 1.26 | 0.87 |
| Tail Ratio | 3.2 | 1.08 |
| Outlier Win Ratio | 39.66 | 3.23 |
| Outlier Loss Ratio | 5.3 | 2.72 |
| Volatility (ann.) | 17.14% | 52.67% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.91 | 0.13 |
| Skew | 2.9 | -0.02 |
| Kurtosis | 35.35 | 4.14 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 1.57% | 0.74% |
| Expected Yearly % | 16.46% | 7.54% |
| Kelly Criterion | 8.82% | 18.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.47% |
| Expected Shortfall (cVaR) | -1.42% | -4.47% |
| Year | 12390205:BTCUSD | 12390205:btcusd:triple_med_gx:lsma20_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -29.45 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 3.10 | -0.05 | + |
| 2023 | 155.54 | 25.63 | 0.16 | - |
| 2024 | 121.00 | 46.37 | 0.38 | - |
| 2025 | 0.89 | 13.02 | 14.65 | + |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 10.27% | -19.8% |
| 6M | 4.79% | -9.0% |
| YTD | 13.02% | 0.89% |
| 1Y | 24.69% | 3.43% |
| 3Y (ann.) | 29.62% | 77.28% |
| 5Y (ann.) | 20.94% | 9.5% |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Max Drawdown | -10.96% | -75.93% |
| Longest DD Days | 273.0 | 840.0 |
| Avg. Drawdown | -3.72% | -11.46% |
| Avg. Drawdown Days | 45.0 | 71.0 |
| Recovery Factor | 10.42 | 0.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-02-20 | -10.96 | 273 |
| 2024-03-17 | 2024-03-24 | -9.58 | 7 |
| 2024-04-30 | 2024-05-20 | -8.71 | 20 |
| 2025-01-26 | 2025-04-21 | -7.40 | 85 |
| 2023-02-21 | 2023-04-27 | -7.34 | 65 |
| 2023-06-24 | 2023-12-02 | -7.25 | 161 |
| 2025-05-26 | 2025-10-01 | -6.89 | 128 |
| 2022-01-18 | 2022-03-09 | -5.24 | 50 |
| 2023-12-22 | 2024-02-26 | -4.93 | 66 |
| 2024-10-21 | 2024-11-21 | -2.75 | 31 |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Best Day | 9.42% | 14.52% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 14.22% | 35.75% |
| Worst Week | -4.68% | -29.64% |
| Best Month | 13.17% | 43.77% |
| Worst Month | -4.68% | -37.12% |
| Best Year | 46.37% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.29% | 2.36% |
| Avg. Down Day | -1.19% | -1.44% |
| Avg. Up Week | 3.66% | 6.35% |
| Avg. Down Week | -2.21% | -4.31% |
| Avg. Up Month | 5.24% | 13.0% |
| Avg. Down Month | -2.64% | -13.45% |
| Win Days % | 40.0% | 49.66% |
| Win Month % | 55.81% | 55.1% |
| Win Week % | 54.17% | 49.3% |
| Win Quarter % | 68.75% | 47.06% |
| Win Year % | 100.0% | 60.0% |