| Metric | 11372417:btcusd:triple_med_gx:lsma190_20 | 11372417:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 25.37% | 203.33% |
| Max Drawdown | -23.54% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.31 | 0.64 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 36.01 | 3.56 |
| Outlier Loss Ratio | 4.07 | 3.36 |
| Volatility (ann.) | 10.38% | 26.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.29 | 0.57 |
| Skew | -0.01 | 0.18 |
| Kurtosis | 42.34 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.68% |
| Expected Yearly % | 5.81% | 31.97% |
| Kelly Criterion | 1.63% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.21% |
| Expected Shortfall (cVaR) | -0.89% | -2.21% |
| Year | 11372417:BTCUSD | 11372417:btcusd:triple_med_gx:lsma190_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 10.24 | -0.17 | + |
| 2023 | 155.54 | 24.43 | 0.16 | - |
| 2024 | 121.00 | -1.72 | -0.01 | - |
| 2025 | 30.14 | -7.00 | -0.23 | - |
| Metric | 11372417:btcusd:triple_med_gx:lsma190_20 | 11372417:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 1.54% | 45.08% |
| 6M | -3.75% | 28.47% |
| YTD | -7.0% | 30.14% |
| 1Y | -6.81% | 105.13% |
| 3Y (ann.) | 4.49% | 81.7% |
| 5Y (ann.) | 6.88% | 38.59% |
| Metric | 11372417:btcusd:triple_med_gx:lsma190_20 | 11372417:BTCUSD |
|---|---|---|
| Max Drawdown | -23.54% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -4.84% | -6.86% |
| Avg. Drawdown Days | 49.0 | 35.0 |
| Recovery Factor | 1.08 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-14 | -23.54 | 322 |
| 2022-09-13 | 2023-01-12 | -22.00 | 121 |
| 2023-04-02 | 2024-07-20 | -18.87 | 475 |
| 2022-07-09 | 2022-09-12 | -11.73 | 64 |
| 2022-05-31 | 2022-07-07 | -10.80 | 37 |
| 2023-03-14 | 2023-03-17 | -5.30 | 2 |
| 2022-03-25 | 2022-05-30 | -5.17 | 65 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-02-19 | 2023-03-14 | -1.95 | 23 |
| Metric | 11372417:btcusd:triple_med_gx:lsma190_20 | 11372417:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 17.56% | 35.75% |
| Worst Week | -8.92% | -29.64% |
| Best Month | 24.78% | 43.77% |
| Worst Month | -13.0% | -37.12% |
| Best Year | 24.43% | 155.54% |
| Worst Year | -7.0% | -58.73% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.11% | 7.86% |
| Avg. Down Week | -4.01% | -4.12% |
| Avg. Up Month | 7.24% | 15.49% |
| Avg. Down Month | -6.07% | -11.0% |
| Win Days % | 47.11% | 51.33% |
| Win Month % | 48.39% | 61.9% |
| Win Week % | 50.68% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |