| Metric | 11395494:btcusd:triple_med_gx:lsma190_115 | 11395494:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 39.54% | 174.71% |
| Max Drawdown | -25.56% | -67.18% |
| Sharpe | 0.28 | 0.41 |
| Sortino | 0.42 | 0.6 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 39.91 | 3.56 |
| Outlier Loss Ratio | 3.65 | 3.39 |
| Volatility (ann.) | 11.11% | 26.04% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.4 | 0.51 |
| Skew | 1.29 | 0.18 |
| Kurtosis | 69.9 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.44% |
| Expected Yearly % | 8.69% | 28.74% |
| Kelly Criterion | 3.3% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.21% |
| Expected Shortfall (cVaR) | -0.95% | -2.21% |
| Year | 11395494:BTCUSD | 11395494:btcusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 15.08 | -0.24 | + |
| 2023 | 155.54 | 22.26 | 0.14 | - |
| 2024 | 121.00 | 0.56 | 0.00 | - |
| 2025 | 27.10 | -1.38 | -0.05 | - |
| Metric | 11395494:btcusd:triple_med_gx:lsma190_115 | 11395494:BTCUSD |
|---|---|---|
| MTD | 1.45% | 10.71% |
| 3M | 7.14% | 41.88% |
| 6M | -1.38% | 22.91% |
| YTD | -1.38% | 27.1% |
| 1Y | -8.12% | 82.29% |
| 3Y (ann.) | 14.54% | 77.48% |
| 5Y (ann.) | 10.26% | 34.48% |
| Metric | 11395494:btcusd:triple_med_gx:lsma190_115 | 11395494:BTCUSD |
|---|---|---|
| Max Drawdown | -25.56% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -4.99% | -7.35% |
| Avg. Drawdown Days | 50.0 | 37.0 |
| Recovery Factor | 1.55 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-07-17 | -25.56 | 426 |
| 2022-03-25 | 2022-09-27 | -18.05 | 185 |
| 2022-02-19 | 2022-03-24 | -14.04 | 33 |
| 2023-02-02 | 2023-06-22 | -9.31 | 139 |
| 2024-03-05 | 2024-05-15 | -8.23 | 71 |
| 2022-09-27 | 2022-10-26 | -7.11 | 28 |
| 2023-11-11 | 2024-03-04 | -6.71 | 114 |
| 2023-10-08 | 2023-10-23 | -3.52 | 15 |
| 2022-10-26 | 2022-11-10 | -3.12 | 14 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| Metric | 11395494:btcusd:triple_med_gx:lsma190_115 | 11395494:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -11.83% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -14.78% | -37.12% |
| Best Year | 22.26% | 155.54% |
| Worst Year | -1.38% | -61.73% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 4.01% | 6.81% |
| Avg. Down Week | -3.32% | -5.34% |
| Avg. Up Month | 5.26% | 12.83% |
| Avg. Down Month | -4.39% | -12.33% |
| Win Days % | 49.75% | 51.29% |
| Win Month % | 55.88% | 61.9% |
| Win Week % | 53.85% | 51.1% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |