| Metric | 11393856:btcusd:triple_med_gx:lsma190_110 | 11393856:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 42.64% | 152.36% |
| Max Drawdown | -26.33% | -67.18% |
| Sharpe | 0.29 | 0.4 |
| Sortino | 0.43 | 0.58 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 36.58 | 3.6 |
| Outlier Loss Ratio | 3.72 | 3.44 |
| Volatility (ann.) | 11.71% | 26.27% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.43 | 0.48 |
| Skew | 0.99 | 0.18 |
| Kurtosis | 60.82 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.28% |
| Expected Yearly % | 9.28% | 26.04% |
| Kelly Criterion | 3.96% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.23% |
| Expected Shortfall (cVaR) | -1.0% | -2.23% |
| Year | 11393856:BTCUSD | 11393856:btcusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.76 | -0.29 | + |
| 2023 | 155.54 | 27.62 | 0.18 | - |
| 2024 | 121.00 | -2.62 | -0.02 | - |
| 2025 | 16.76 | -2.53 | -0.15 | - |
| Metric | 11393856:btcusd:triple_med_gx:lsma190_110 | 11393856:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.19% | 31.46% |
| 6M | -2.53% | 12.77% |
| YTD | -2.53% | 16.76% |
| 1Y | -16.23% | 56.84% |
| 3Y (ann.) | 11.93% | 55.31% |
| 5Y (ann.) | 11.31% | 32.21% |
| Metric | 11393856:btcusd:triple_med_gx:lsma190_110 | 11393856:BTCUSD |
|---|---|---|
| Max Drawdown | -26.33% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.46% | -7.61% |
| Avg. Drawdown Days | 40.0 | 38.0 |
| Recovery Factor | 1.62 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.33 | 463 |
| 2023-02-02 | 2023-10-21 | -17.72 | 260 |
| 2022-06-08 | 2022-07-27 | -16.31 | 49 |
| 2022-02-18 | 2022-03-24 | -14.88 | 34 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-25 | -7.06 | 28 |
| 2022-08-08 | 2022-09-27 | -6.38 | 49 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2022-04-07 | 2022-06-07 | -3.44 | 61 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393856:btcusd:triple_med_gx:lsma190_110 | 11393856:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -12.57% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -16.18% | -37.12% |
| Best Year | 27.62% | 155.54% |
| Worst Year | -2.62% | -61.73% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.75% | 8.0% |
| Avg. Down Week | -3.45% | -5.44% |
| Avg. Up Month | 8.37% | 18.77% |
| Avg. Down Month | -4.17% | -12.86% |
| Win Days % | 49.1% | 51.26% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 55.22% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |