| Metric | 11375136:btcusd:triple_med_gx:lsma195_40 | 11375136:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 19.64% | 203.33% |
| Max Drawdown | -30.51% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.26 | 0.64 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 31.11 | 3.51 |
| Outlier Loss Ratio | 4.55 | 3.47 |
| Volatility (ann.) | 10.51% | 26.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.18 | 0.57 |
| Skew | 0.11 | 0.18 |
| Kurtosis | 34.97 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.68% |
| Expected Yearly % | 4.58% | 31.97% |
| Kelly Criterion | 0.16% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11375136:BTCUSD | 11375136:btcusd:triple_med_gx:lsma195_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -10.80 | 0.18 | + |
| 2023 | 155.54 | 2.01 | 0.01 | - |
| 2024 | 121.00 | 33.06 | 0.27 | - |
| 2025 | 30.14 | -1.20 | -0.04 | - |
| Metric | 11375136:btcusd:triple_med_gx:lsma195_40 | 11375136:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 14.46% | 45.08% |
| 6M | 1.15% | 28.47% |
| YTD | -1.2% | 30.14% |
| 1Y | 4.76% | 105.13% |
| 3Y (ann.) | 13.86% | 81.7% |
| 5Y (ann.) | 5.41% | 38.59% |
| Metric | 11375136:btcusd:triple_med_gx:lsma195_40 | 11375136:BTCUSD |
|---|---|---|
| Max Drawdown | -30.51% | -67.18% |
| Longest DD Days | 340.0 | 683.0 |
| Avg. Drawdown | -6.65% | -6.86% |
| Avg. Drawdown Days | 61.0 | 35.0 |
| Recovery Factor | 0.64 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-04-03 | -30.51 | 300 |
| 2024-11-25 | 2025-07-14 | -18.12 | 230 |
| 2023-04-04 | 2024-03-10 | -17.33 | 340 |
| 2024-07-27 | 2024-09-24 | -9.32 | 59 |
| 2024-09-27 | 2024-11-21 | -7.41 | 54 |
| 2024-05-08 | 2024-05-20 | -6.11 | 12 |
| 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 |
| Metric | 11375136:btcusd:triple_med_gx:lsma195_40 | 11375136: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 | -22.19% | -37.12% |
| Best Year | 33.06% | 155.54% |
| Worst Year | -10.8% | -58.73% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.09% | 5.97% |
| Avg. Down Week | -2.7% | -4.89% |
| Avg. Up Month | 5.27% | 16.65% |
| Avg. Down Month | -5.86% | -10.06% |
| Win Days % | 46.16% | 51.33% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 50.5% | 51.1% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |