| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 112.42% | 122.68% |
| Max Drawdown | -23.42% | -64.98% |
| Sharpe | 4.1 | 2.65 |
| Sortino | 7.21 | 4.07 |
| Payoff Ratio | 4.0 | 0.74 |
| Profit Factor | 2.82 | 1.58 |
| Common Sense Ratio | 18.77 | 1.64 |
| CPC Index | 3.59 | 0.69 |
| Tail Ratio | 6.65 | 1.04 |
| Outlier Win Ratio | 5.62 | 3.58 |
| Outlier Loss Ratio | 20.64 | 2.41 |
| Volatility (ann.) | 84.39% | 212.9% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.17 | 0.45 |
| Skew | -0.32 | -0.23 |
| Kurtosis | 12.69 | 3.95 |
| Expected Daily % | 0.85% | 0.9% |
| Expected Monthly % | 2.63% | 2.8% |
| Expected Yearly % | 20.73% | 22.16% |
| Kelly Criterion | 14.76% | 3.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.32% | -16.78% |
| Expected Shortfall (cVaR) | -6.32% | -16.78% |
| Year | 11438822:BTCUSD | 11438822:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.79 | 7.05 | -0.13 | + |
| 2023 | 158.00 | 17.52 | 0.11 | - |
| 2024 | 129.77 | 75.33 | 0.58 | - |
| 2025 | -16.92 | -3.70 | 0.22 | + |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| MTD | -0.18% | -16.36% |
| 3M | -3.7% | -16.92% |
| 6M | 18.55% | 38.42% |
| YTD | -3.7% | -16.92% |
| 1Y | 53.61% | 15.08% |
| 3Y (ann.) | 19.55% | 20.29% |
| 5Y (ann.) | 27.5% | 29.45% |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Max Drawdown | -23.42% | -64.98% |
| Longest DD Days | 373.0 | 695.0 |
| Avg. Drawdown | -2.32% | -22.27% |
| Avg. Drawdown Days | 44.0 | 185.0 |
| Recovery Factor | 4.8 | 1.89 |
| Ulcer Index | 0.98 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-06-22 | -23.42 | 373 |
| 2023-07-13 | 2024-02-28 | -4.90 | 230 |
| 2025-02-01 | 2025-04-01 | -3.70 | 59 |
| 2024-05-19 | 2024-05-22 | -1.78 | 3 |
| 2022-04-01 | 2022-04-14 | -1.03 | 12 |
| 2024-11-07 | 2024-11-13 | -0.56 | 6 |
| 2024-11-04 | 2024-11-06 | -0.18 | 2 |
| 2024-03-10 | 2024-03-11 | -0.18 | 1 |
| 2024-05-17 | 2024-05-17 | -0.18 | 0 |
| 2024-06-02 | 2024-06-06 | -0.18 | 3 |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Best Day | 17.14% | 36.12% |
| Worst Day | -23.14% | -43.1% |
| Best Week | 17.14% | 35.7% |
| Worst Week | -23.14% | -43.1% |
| Best Month | 24.31% | 43.21% |
| Worst Month | -23.28% | -56.19% |
| Best Year | 75.33% | 158.0% |
| Worst Year | -3.7% | -54.79% |
| Avg. Up Day | 4.67% | 4.86% |
| Avg. Down Day | -1.17% | -6.6% |
| Avg. Up Week | 5.38% | 10.85% |
| Avg. Down Week | -2.63% | -10.75% |
| Avg. Up Month | 7.2% | 16.89% |
| Avg. Down Month | -6.15% | -17.45% |
| Win Days % | 31.82% | 59.09% |
| Win Month % | 67.86% | 60.71% |
| Win Week % | 53.06% | 63.27% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |