| Metric | 11390791:btcusd:triple_med_gx:lsma195_100 | 11390791:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 17.47% | 172.77% |
| Max Drawdown | -36.13% | -67.18% |
| Sharpe | 0.16 | 0.42 |
| Sortino | 0.23 | 0.61 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 31.51 | 3.68 |
| Outlier Loss Ratio | 3.89 | 3.74 |
| Volatility (ann.) | 12.74% | 26.26% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.14 | 0.53 |
| Skew | 0.14 | 0.19 |
| Kurtosis | 47.73 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.48% |
| Expected Yearly % | 4.11% | 28.51% |
| Kelly Criterion | 0.62% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.23% |
| Expected Shortfall (cVaR) | -1.09% | -2.23% |
| Year | 11390791:BTCUSD | 11390791:btcusd:triple_med_gx:lsma195_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -6.22 | 0.11 | + |
| 2023 | 155.54 | 29.54 | 0.19 | - |
| 2024 | 121.00 | -5.33 | -0.04 | - |
| 2025 | 17.02 | 2.15 | 0.13 | - |
| Metric | 11390791:btcusd:triple_med_gx:lsma195_100 | 11390791:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.83% | 31.76% |
| 6M | 2.15% | 12.25% |
| YTD | 2.15% | 17.02% |
| 1Y | -14.8% | 57.19% |
| 3Y (ann.) | 3.45% | 55.42% |
| 5Y (ann.) | 4.99% | 35.42% |
| Metric | 11390791:btcusd:triple_med_gx:lsma195_100 | 11390791:BTCUSD |
|---|---|---|
| Max Drawdown | -36.13% | -67.18% |
| Longest DD Days | 499.0 | 683.0 |
| Avg. Drawdown | -5.52% | -7.19% |
| Avg. Drawdown Days | 65.0 | 37.0 |
| Recovery Factor | 0.48 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -36.13 | 450 |
| 2022-06-08 | 2023-10-20 | -25.59 | 499 |
| 2022-02-19 | 2022-03-22 | -13.75 | 30 |
| 2022-03-25 | 2022-06-07 | -5.92 | 74 |
| 2023-11-11 | 2023-12-20 | -4.90 | 39 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11390791:btcusd:triple_med_gx:lsma195_100 | 11390791:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -22.12% | -29.64% |
| Best Month | 14.96% | 43.77% |
| Worst Month | -18.22% | -37.12% |
| Best Year | 29.54% | 155.54% |
| Worst Year | -6.22% | -58.73% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.36% | 7.03% |
| Avg. Down Week | -4.18% | -5.91% |
| Avg. Up Month | 7.77% | 16.68% |
| Avg. Down Month | -6.86% | -14.41% |
| Win Days % | 48.41% | 51.3% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 52.7% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |