| Metric | 11378223:btcusd:triple_med_gx:lsma190_55 | 11378223:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 28.53% | 181.27% |
| Max Drawdown | -24.84% | -67.18% |
| Sharpe | 0.23 | 0.42 |
| Sortino | 0.33 | 0.61 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 31.46 | 3.44 |
| Outlier Loss Ratio | 4.42 | 3.46 |
| Volatility (ann.) | 10.39% | 26.06% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.31 | 0.53 |
| Skew | -0.11 | 0.18 |
| Kurtosis | 37.8 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.49% |
| Expected Yearly % | 6.48% | 29.5% |
| Kelly Criterion | 1.76% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.21% |
| Expected Shortfall (cVaR) | -0.89% | -2.21% |
| Year | 11378223:BTCUSD | 11378223:btcusd:triple_med_gx:lsma190_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -3.84 | 0.06 | + |
| 2023 | 155.54 | -4.75 | -0.03 | - |
| 2024 | 121.00 | 17.04 | 0.14 | - |
| 2025 | 30.14 | 19.90 | 0.66 | - |
| Metric | 11378223:btcusd:triple_med_gx:lsma190_55 | 11378223:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 15.04% | 45.08% |
| 6M | 19.03% | 28.47% |
| YTD | 19.9% | 30.14% |
| 1Y | 9.74% | 105.13% |
| 3Y (ann.) | 14.93% | 81.7% |
| 5Y (ann.) | 7.65% | 35.48% |
| Metric | 11378223:btcusd:triple_med_gx:lsma190_55 | 11378223:BTCUSD |
|---|---|---|
| Max Drawdown | -24.84% | -67.18% |
| Longest DD Days | 403.0 | 683.0 |
| Avg. Drawdown | -4.13% | -7.24% |
| Avg. Drawdown Days | 55.0 | 37.0 |
| Recovery Factor | 1.15 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-21 | -24.84 | 229 |
| 2024-05-27 | 2025-05-01 | -17.97 | 338 |
| 2023-01-30 | 2024-03-08 | -16.28 | 403 |
| 2022-02-17 | 2022-06-04 | -8.08 | 107 |
| 2024-03-11 | 2024-05-15 | -6.64 | 64 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2023-01-21 | 2023-01-29 | -3.24 | 7 |
| 2025-05-13 | 2025-07-02 | -2.02 | 49 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| Metric | 11378223:btcusd:triple_med_gx:lsma190_55 | 11378223:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 8.53% | 35.75% |
| Worst Week | -18.68% | -29.64% |
| Best Month | 20.86% | 43.77% |
| Worst Month | -19.69% | -37.12% |
| Best Year | 19.9% | 155.54% |
| Worst Year | -4.75% | -61.73% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.31% | 5.23% |
| Avg. Down Week | -3.26% | -5.39% |
| Avg. Up Month | 5.49% | 16.25% |
| Avg. Down Month | -5.07% | -13.21% |
| Win Days % | 48.29% | 51.3% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 55.06% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |