| Metric | 11395606:btcusd:triple_med_gx:lsma190_115 | 11395606:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 64.52% | 152.36% |
| Max Drawdown | -30.58% | -67.18% |
| Sharpe | 0.38 | 0.4 |
| Sortino | 0.59 | 0.58 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.47 | 1.06 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 35.28 | 3.61 |
| Outlier Loss Ratio | 3.77 | 3.46 |
| Volatility (ann.) | 11.67% | 26.27% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.53 | 0.48 |
| Skew | 1.39 | 0.18 |
| Kurtosis | 60.03 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.28% |
| Expected Yearly % | 13.25% | 26.04% |
| Kelly Criterion | 4.08% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11395606:BTCUSD | 11395606:btcusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -1.01 | 0.02 | + |
| 2023 | 155.54 | 16.56 | 0.11 | - |
| 2024 | 121.00 | 26.02 | 0.22 | - |
| 2025 | 16.76 | 13.14 | 0.78 | - |
| Metric | 11395606:btcusd:triple_med_gx:lsma190_115 | 11395606:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.73% | 31.46% |
| 6M | 13.14% | 12.77% |
| YTD | 13.14% | 16.76% |
| 1Y | 21.07% | 56.84% |
| 3Y (ann.) | 17.32% | 55.31% |
| 5Y (ann.) | 16.2% | 32.21% |
| Metric | 11395606:btcusd:triple_med_gx:lsma190_115 | 11395606:BTCUSD |
|---|---|---|
| Max Drawdown | -30.58% | -67.18% |
| Longest DD Days | 584.0 | 683.0 |
| Avg. Drawdown | -4.94% | -7.61% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 2.11 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-11-15 | -30.58 | 584 |
| 2024-05-30 | 2024-11-11 | -24.39 | 164 |
| 2022-02-19 | 2022-03-22 | -13.89 | 30 |
| 2025-02-06 | 2025-05-06 | -10.35 | 89 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-05-15 | -4.04 | 55 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2024-11-29 | 2025-01-27 | -3.12 | 59 |
| 2023-12-22 | 2024-03-04 | -2.57 | 73 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11395606:btcusd:triple_med_gx:lsma190_115 | 11395606:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.88% | 35.75% |
| Worst Week | -19.45% | -29.64% |
| Best Month | 21.26% | 43.77% |
| Worst Month | -20.7% | -37.12% |
| Best Year | 26.02% | 155.54% |
| Worst Year | -1.01% | -61.73% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 5.83% | 8.01% |
| Avg. Down Week | -3.07% | -4.41% |
| Avg. Up Month | 7.57% | 13.36% |
| Avg. Down Month | -5.97% | -11.6% |
| Win Days % | 49.28% | 51.26% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 42.03% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |