| Metric | 11395551:btcusd:triple_med_gx:lsma190_115 | 11395551:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 72.68% | 152.36% |
| Max Drawdown | -24.03% | -67.18% |
| Sharpe | 0.42 | 0.4 |
| Sortino | 0.65 | 0.58 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.72 | 1.06 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.43 | 0.99 |
| Outlier Win Ratio | 37.2 | 3.6 |
| Outlier Loss Ratio | 3.71 | 3.4 |
| Volatility (ann.) | 11.3% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.75 | 0.48 |
| Skew | 1.36 | 0.18 |
| Kurtosis | 65.81 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.34% | 2.28% |
| Expected Yearly % | 14.63% | 26.04% |
| Kelly Criterion | 6.09% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.23% |
| Expected Shortfall (cVaR) | -0.96% | -2.23% |
| Year | 11395551:BTCUSD | 11395551:btcusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -0.76 | 0.01 | + |
| 2023 | 155.54 | 27.82 | 0.18 | - |
| 2024 | 121.00 | 26.35 | 0.22 | - |
| 2025 | 16.76 | 7.75 | 0.46 | - |
| Metric | 11395551:btcusd:triple_med_gx:lsma190_115 | 11395551:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.72% | 31.46% |
| 6M | 7.75% | 12.77% |
| YTD | 7.75% | 16.76% |
| 1Y | 11.92% | 56.84% |
| 3Y (ann.) | 21.18% | 55.31% |
| 5Y (ann.) | 17.91% | 32.21% |
| Metric | 11395551:btcusd:triple_med_gx:lsma190_115 | 11395551:BTCUSD |
|---|---|---|
| Max Drawdown | -24.03% | -67.18% |
| Longest DD Days | 439.0 | 683.0 |
| Avg. Drawdown | -3.91% | -7.61% |
| Avg. Drawdown Days | 38.0 | 38.0 |
| Recovery Factor | 3.02 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-10 | -24.03 | 163 |
| 2022-04-08 | 2023-06-21 | -17.06 | 439 |
| 2022-02-19 | 2022-03-24 | -13.73 | 32 |
| 2025-01-28 | 2025-05-08 | -13.68 | 100 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-09-18 | 2023-10-23 | -6.08 | 35 |
| 2023-11-11 | 2023-12-22 | -4.97 | 41 |
| 2023-07-14 | 2023-09-18 | -3.13 | 66 |
| 2024-11-30 | 2025-01-27 | -2.94 | 58 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| Metric | 11395551:btcusd:triple_med_gx:lsma190_115 | 11395551:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.06% | -29.64% |
| Best Month | 19.59% | 43.77% |
| Worst Month | -13.75% | -37.12% |
| Best Year | 27.82% | 155.54% |
| Worst Year | -0.76% | -61.73% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 5.01% | 7.06% |
| Avg. Down Week | -2.38% | -4.45% |
| Avg. Up Month | 6.73% | 13.36% |
| Avg. Down Month | -5.43% | -13.33% |
| Win Days % | 50.74% | 51.26% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 49.23% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |