| Metric | 11370919:btcusd:triple_med_gx:lsma190_10 | 11370919:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -1.87% | 203.33% |
| Max Drawdown | -30.82% | -67.18% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.06 | 0.64 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 35.4 | 3.56 |
| Outlier Loss Ratio | 3.99 | 3.38 |
| Volatility (ann.) | 10.88% | 26.04% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.02 | 0.57 |
| Skew | -0.87 | 0.18 |
| Kurtosis | 45.6 | 6.57 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.68% |
| Expected Yearly % | -0.47% | 31.97% |
| Kelly Criterion | -2.55% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.21% |
| Expected Shortfall (cVaR) | -0.94% | -2.21% |
| Year | 11370919:BTCUSD | 11370919:btcusd:triple_med_gx:lsma190_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 3.99 | -0.07 | + |
| 2023 | 155.54 | 25.81 | 0.17 | - |
| 2024 | 121.00 | -9.64 | -0.08 | - |
| 2025 | 30.14 | -16.99 | -0.56 | - |
| Metric | 11370919:btcusd:triple_med_gx:lsma190_10 | 11370919:BTCUSD |
|---|---|---|
| MTD | 0.15% | 13.36% |
| 3M | 1.52% | 45.08% |
| 6M | -14.06% | 28.47% |
| YTD | -16.99% | 30.14% |
| 1Y | -15.62% | 105.13% |
| 3Y (ann.) | -1.18% | 81.7% |
| 5Y (ann.) | -0.55% | 38.59% |
| Metric | 11370919:btcusd:triple_med_gx:lsma190_10 | 11370919:BTCUSD |
|---|---|---|
| Max Drawdown | -30.82% | -67.18% |
| Longest DD Days | 322.0 | 683.0 |
| Avg. Drawdown | -6.31% | -6.86% |
| Avg. Drawdown Days | 56.0 | 35.0 |
| Recovery Factor | -0.06 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-14 | -30.82 | 322 |
| 2022-09-13 | 2023-01-12 | -20.97 | 121 |
| 2023-12-09 | 2024-08-23 | -18.83 | 258 |
| 2022-03-25 | 2022-07-07 | -15.23 | 104 |
| 2023-04-02 | 2023-12-08 | -14.62 | 250 |
| 2022-07-09 | 2022-09-11 | -11.73 | 64 |
| 2023-01-16 | 2023-03-17 | -6.65 | 60 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-03-16 | 2022-03-18 | -1.90 | 1 |
| Metric | 11370919:btcusd:triple_med_gx:lsma190_10 | 11370919:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 17.56% | 35.75% |
| Worst Week | -16.34% | -29.64% |
| Best Month | 24.78% | 43.77% |
| Worst Month | -21.03% | -37.12% |
| Best Year | 25.81% | 155.54% |
| Worst Year | -16.99% | -58.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.33% | 7.99% |
| Avg. Down Week | -3.74% | -3.69% |
| Avg. Up Month | 7.68% | 15.87% |
| Avg. Down Month | -5.62% | -12.13% |
| Win Days % | 46.77% | 51.33% |
| Win Month % | 40.62% | 61.9% |
| Win Week % | 47.44% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |