| Metric | 11375135:btcusd:triple_med_gx:lsma190_40 | 11375135:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 16.52% | 181.27% |
| Max Drawdown | -30.37% | -67.18% |
| Sharpe | 0.16 | 0.42 |
| Sortino | 0.23 | 0.61 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 30.87 | 3.48 |
| Outlier Loss Ratio | 4.52 | 3.47 |
| Volatility (ann.) | 10.5% | 26.06% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.15 | 0.53 |
| Skew | 0.05 | 0.18 |
| Kurtosis | 34.97 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.49% |
| Expected Yearly % | 3.9% | 29.5% |
| Kelly Criterion | -0.01% | 5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11375135:BTCUSD | 11375135:btcusd:triple_med_gx:lsma190_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -12.09 | 0.20 | + |
| 2023 | 155.54 | 1.45 | 0.01 | - |
| 2024 | 121.00 | 31.87 | 0.26 | - |
| 2025 | 30.14 | -0.92 | -0.03 | - |
| Metric | 11375135:btcusd:triple_med_gx:lsma190_40 | 11375135:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 14.78% | 45.08% |
| 6M | 1.43% | 28.47% |
| YTD | -0.92% | 30.14% |
| 1Y | 0.45% | 105.13% |
| 3Y (ann.) | 12.85% | 81.7% |
| 5Y (ann.) | 4.59% | 35.48% |
| Metric | 11375135:btcusd:triple_med_gx:lsma190_40 | 11375135:BTCUSD |
|---|---|---|
| Max Drawdown | -30.37% | -67.18% |
| Longest DD Days | 361.0 | 683.0 |
| Avg. Drawdown | -7.1% | -7.24% |
| Avg. Drawdown Days | 68.0 | 37.0 |
| Recovery Factor | 0.54 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-06-02 | -30.37 | 361 |
| 2024-11-25 | 2025-07-14 | -19.19 | 230 |
| 2023-06-03 | 2024-03-11 | -18.57 | 282 |
| 2024-07-27 | 2024-11-21 | -12.15 | 116 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-21 | -5.83 | 61 |
| 2022-03-31 | 2022-05-22 | -5.50 | 52 |
| 2022-02-19 | 2022-03-24 | -4.98 | 33 |
| 2024-05-10 | 2024-05-20 | -4.55 | 10 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| Metric | 11375135:btcusd:triple_med_gx:lsma190_40 | 11375135:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 10.06% | 35.75% |
| Worst Week | -18.68% | -29.64% |
| Best Month | 19.23% | 43.77% |
| Worst Month | -22.17% | -37.12% |
| Best Year | 31.87% | 155.54% |
| Worst Year | -12.09% | -61.73% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.01% | 6.04% |
| Avg. Down Week | -2.67% | -5.09% |
| Avg. Up Month | 5.31% | 16.87% |
| Avg. Down Month | -6.41% | -10.94% |
| Win Days % | 46.48% | 51.3% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 50.49% | 51.1% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |