| Metric | 11393968:btcusd:triple_med_gx:lsma190_110 | 11393968:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 74.17% | 152.36% |
| Max Drawdown | -22.76% | -67.18% |
| Sharpe | 0.42 | 0.4 |
| Sortino | 0.64 | 0.58 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.58 | 1.06 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.33 | 0.99 |
| Outlier Win Ratio | 35.0 | 3.65 |
| Outlier Loss Ratio | 3.78 | 3.44 |
| Volatility (ann.) | 11.6% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.8 | 0.48 |
| Skew | 1.25 | 0.18 |
| Kurtosis | 59.85 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.36% | 2.28% |
| Expected Yearly % | 14.88% | 26.04% |
| Kelly Criterion | 6.1% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11393968:BTCUSD | 11393968:btcusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.71 | -0.04 | + |
| 2023 | 155.54 | 39.76 | 0.26 | - |
| 2024 | 121.00 | 25.67 | 0.21 | - |
| 2025 | 16.76 | -3.45 | -0.21 | - |
| Metric | 11393968:btcusd:triple_med_gx:lsma190_110 | 11393968:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.91% | 31.46% |
| 6M | -3.45% | 12.77% |
| YTD | -3.45% | 16.76% |
| 1Y | -1.3% | 56.84% |
| 3Y (ann.) | 24.2% | 55.31% |
| 5Y (ann.) | 18.22% | 32.21% |
| Metric | 11393968:btcusd:triple_med_gx:lsma190_110 | 11393968:BTCUSD |
|---|---|---|
| Max Drawdown | -22.76% | -67.18% |
| Longest DD Days | 228.0 | 683.0 |
| Avg. Drawdown | -4.1% | -7.61% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 3.26 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-29 | -22.76 | 174 |
| 2022-03-27 | 2022-11-10 | -20.86 | 228 |
| 2024-11-30 | 2025-06-11 | -19.03 | 193 |
| 2022-02-18 | 2022-03-22 | -13.90 | 32 |
| 2023-02-02 | 2023-06-20 | -9.80 | 137 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2023-10-02 | 2023-10-23 | -4.38 | 21 |
| 2022-11-11 | 2023-02-01 | -3.77 | 82 |
| 2023-07-14 | 2023-10-02 | -3.19 | 80 |
| Metric | 11393968:btcusd:triple_med_gx:lsma190_110 | 11393968:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.06% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -15.31% | -37.12% |
| Best Year | 39.76% | 155.54% |
| Worst Year | -3.45% | -61.73% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.89% | 6.75% |
| Avg. Down Week | -2.65% | -4.99% |
| Avg. Up Month | 7.77% | 13.62% |
| Avg. Down Month | -5.82% | -12.84% |
| Win Days % | 50.46% | 51.26% |
| Win Month % | 61.29% | 60.98% |
| Win Week % | 54.69% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |