| Metric | 11375190:btcusd:triple_med_gx:lsma190_40 | 11375190:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 31.27% | 181.27% |
| Max Drawdown | -27.85% | -67.18% |
| Sharpe | 0.25 | 0.42 |
| Sortino | 0.36 | 0.61 |
| Payoff Ratio | 1.13 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 31.25 | 3.48 |
| Outlier Loss Ratio | 4.53 | 3.45 |
| Volatility (ann.) | 10.27% | 26.06% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.3 | 0.53 |
| Skew | 0.19 | 0.18 |
| Kurtosis | 35.09 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.49% |
| Expected Yearly % | 7.04% | 29.5% |
| Kelly Criterion | 1.13% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.21% |
| Expected Shortfall (cVaR) | -0.88% | -2.21% |
| Year | 11375190:BTCUSD | 11375190:btcusd:triple_med_gx:lsma190_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 7.21 | -0.12 | + |
| 2023 | 155.54 | 0.04 | 0.00 | - |
| 2024 | 121.00 | 12.68 | 0.10 | - |
| 2025 | 30.14 | 8.62 | 0.29 | - |
| Metric | 11375190:btcusd:triple_med_gx:lsma190_40 | 11375190:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 16.79% | 45.08% |
| 6M | 11.38% | 28.47% |
| YTD | 8.62% | 30.14% |
| 1Y | 7.63% | 105.13% |
| 3Y (ann.) | 13.62% | 81.7% |
| 5Y (ann.) | 8.32% | 35.48% |
| Metric | 11375190:btcusd:triple_med_gx:lsma190_40 | 11375190:BTCUSD |
|---|---|---|
| Max Drawdown | -27.85% | -67.18% |
| Longest DD Days | 289.0 | 683.0 |
| Avg. Drawdown | -5.0% | -7.24% |
| Avg. Drawdown Days | 58.0 | 37.0 |
| Recovery Factor | 1.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-21 | -27.85 | 228 |
| 2024-09-27 | 2025-07-14 | -16.26 | 289 |
| 2023-06-03 | 2024-03-10 | -14.04 | 281 |
| 2024-05-10 | 2024-09-26 | -11.44 | 139 |
| 2023-03-22 | 2023-04-04 | -5.98 | 12 |
| 2022-03-31 | 2022-05-29 | -5.36 | 59 |
| 2023-01-30 | 2023-03-22 | -4.79 | 51 |
| 2022-02-19 | 2022-03-22 | -3.11 | 31 |
| 2023-01-21 | 2023-01-29 | -2.41 | 7 |
| 2024-03-11 | 2024-03-15 | -2.39 | 4 |
| Metric | 11375190:btcusd:triple_med_gx:lsma190_40 | 11375190:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 8.95% | 35.75% |
| Worst Week | -19.92% | -29.64% |
| Best Month | 15.18% | 43.77% |
| Worst Month | -19.17% | -37.12% |
| Best Year | 12.68% | 155.54% |
| Worst Year | 0.04% | -61.73% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 3.14% | 5.4% |
| Avg. Down Week | -3.07% | -5.14% |
| Avg. Up Month | 5.21% | 15.66% |
| Avg. Down Month | -4.24% | -10.51% |
| Win Days % | 47.59% | 51.3% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 57.14% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |