| Metric | 11371640:btcusd:triple_med_gx:lsma190_15 | 11371640:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 28.92% | 203.33% |
| Max Drawdown | -28.71% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.34 | 0.64 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 35.69 | 3.54 |
| Outlier Loss Ratio | 4.15 | 3.34 |
| Volatility (ann.) | 10.32% | 26.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.27 | 0.57 |
| Skew | 0.04 | 0.18 |
| Kurtosis | 43.35 | 6.57 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.68% |
| Expected Yearly % | 6.56% | 31.97% |
| Kelly Criterion | 1.96% | 8.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.21% |
| Expected Shortfall (cVaR) | -0.88% | -2.21% |
| Year | 11371640:BTCUSD | 11371640:btcusd:triple_med_gx:lsma190_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 14.64 | -0.25 | + |
| 2023 | 155.54 | 36.55 | 0.23 | - |
| 2024 | 121.00 | -5.78 | -0.05 | - |
| 2025 | 30.14 | -12.59 | -0.42 | - |
| Metric | 11371640:btcusd:triple_med_gx:lsma190_15 | 11371640:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 1.22% | 45.08% |
| 6M | -8.68% | 28.47% |
| YTD | -12.59% | 30.14% |
| 1Y | -12.59% | 105.13% |
| 3Y (ann.) | 4.25% | 81.7% |
| 5Y (ann.) | 7.76% | 38.59% |
| Metric | 11371640:btcusd:triple_med_gx:lsma190_15 | 11371640:BTCUSD |
|---|---|---|
| Max Drawdown | -28.71% | -67.18% |
| Longest DD Days | 322.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.86% |
| Avg. Drawdown Days | 40.0 | 35.0 |
| Recovery Factor | 1.01 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-14 | -28.71 | 322 |
| 2022-09-13 | 2023-01-12 | -19.09 | 121 |
| 2023-12-09 | 2024-07-19 | -17.19 | 223 |
| 2023-05-29 | 2023-12-05 | -14.36 | 190 |
| 2022-07-09 | 2022-09-12 | -11.73 | 64 |
| 2022-05-31 | 2022-07-07 | -8.19 | 36 |
| 2023-03-14 | 2023-03-17 | -5.30 | 2 |
| 2022-03-25 | 2022-05-30 | -5.17 | 65 |
| 2023-04-02 | 2023-05-28 | -3.63 | 56 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| Metric | 11371640:btcusd:triple_med_gx:lsma190_15 | 11371640:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 17.46% | 35.75% |
| Worst Week | -13.53% | -29.64% |
| Best Month | 24.67% | 43.77% |
| Worst Month | -18.2% | -37.12% |
| Best Year | 36.55% | 155.54% |
| Worst Year | -12.59% | -58.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 4.39% | 8.02% |
| Avg. Down Week | -3.98% | -3.84% |
| Avg. Up Month | 6.95% | 14.38% |
| Avg. Down Month | -5.98% | -12.34% |
| Win Days % | 47.48% | 51.33% |
| Win Month % | 53.12% | 61.9% |
| Win Week % | 52.0% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |