| Metric | 11378131:btcusd:triple_med_gx:lsma190_50 | 11378131:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 35.52% | 203.33% |
| Max Drawdown | -19.45% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.39 | 0.64 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 36.26 | 3.53 |
| Outlier Loss Ratio | 3.98 | 3.35 |
| Volatility (ann.) | 10.56% | 26.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.48 | 0.57 |
| Skew | 0.22 | 0.18 |
| Kurtosis | 50.08 | 6.57 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.68% |
| Expected Yearly % | 7.89% | 31.97% |
| Kelly Criterion | 3.38% | 7.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11378131:BTCUSD | 11378131:btcusd:triple_med_gx:lsma190_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 14.42 | -0.25 | + |
| 2023 | 155.54 | 18.33 | 0.12 | - |
| 2024 | 121.00 | 5.73 | 0.05 | - |
| 2025 | 30.14 | -5.33 | -0.18 | - |
| Metric | 11378131:btcusd:triple_med_gx:lsma190_50 | 11378131:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 3.04% | 45.08% |
| 6M | 2.2% | 28.47% |
| YTD | -5.33% | 30.14% |
| 1Y | -0.32% | 105.13% |
| 3Y (ann.) | 8.3% | 81.7% |
| 5Y (ann.) | 9.35% | 38.59% |
| Metric | 11378131:btcusd:triple_med_gx:lsma190_50 | 11378131:BTCUSD |
|---|---|---|
| Max Drawdown | -19.45% | -67.18% |
| Longest DD Days | 418.0 | 683.0 |
| Avg. Drawdown | -5.03% | -6.86% |
| Avg. Drawdown Days | 62.0 | 35.0 |
| Recovery Factor | 1.83 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-07-20 | -19.45 | 418 |
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2024-07-20 | 2025-07-14 | -15.84 | 358 |
| 2022-05-31 | 2022-09-12 | -14.30 | 103 |
| 2023-01-16 | 2023-03-17 | -6.79 | 60 |
| 2022-03-25 | 2022-05-30 | -5.34 | 65 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-04-02 | 2023-05-05 | -2.97 | 33 |
| 2023-05-06 | 2023-05-28 | -2.44 | 22 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11378131:btcusd:triple_med_gx:lsma190_50 | 11378131:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 16.2% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 23.33% | 43.77% |
| Worst Month | -11.98% | -37.12% |
| Best Year | 18.33% | 155.54% |
| Worst Year | -5.33% | -58.73% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.96% | 7.62% |
| Avg. Down Week | -3.95% | -4.92% |
| Avg. Up Month | 7.59% | 18.13% |
| Avg. Down Month | -6.29% | -11.58% |
| Win Days % | 47.98% | 51.33% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 57.14% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |