| Metric | 11375192:btcusd:triple_med_gx:lsma195_40 | 11375192:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 28.94% | 203.33% |
| Max Drawdown | -27.0% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.34 | 0.64 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 31.3 | 3.49 |
| Outlier Loss Ratio | 4.52 | 3.47 |
| Volatility (ann.) | 10.34% | 26.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.29 | 0.57 |
| Skew | 0.19 | 0.18 |
| Kurtosis | 34.53 | 6.57 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.68% |
| Expected Yearly % | 6.56% | 31.97% |
| Kelly Criterion | 1.0% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.21% |
| Expected Shortfall (cVaR) | -0.88% | -2.21% |
| Year | 11375192:BTCUSD | 11375192:btcusd:triple_med_gx:lsma195_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 4.12 | -0.07 | + |
| 2023 | 155.54 | 1.52 | 0.01 | - |
| 2024 | 121.00 | 12.50 | 0.10 | - |
| 2025 | 30.14 | 8.44 | 0.28 | - |
| Metric | 11375192:btcusd:triple_med_gx:lsma195_40 | 11375192:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 16.75% | 45.08% |
| 6M | 11.19% | 28.47% |
| YTD | 8.44% | 30.14% |
| 1Y | 8.7% | 105.13% |
| 3Y (ann.) | 12.65% | 81.7% |
| 5Y (ann.) | 7.76% | 38.59% |
| Metric | 11375192:btcusd:triple_med_gx:lsma195_40 | 11375192:BTCUSD |
|---|---|---|
| Max Drawdown | -27.0% | -67.18% |
| Longest DD Days | 289.0 | 683.0 |
| Avg. Drawdown | -4.57% | -6.86% |
| Avg. Drawdown Days | 53.0 | 35.0 |
| Recovery Factor | 1.07 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-29 | -27.00 | 237 |
| 2024-09-27 | 2025-07-14 | -16.37 | 289 |
| 2023-06-03 | 2024-03-11 | -15.72 | 282 |
| 2024-05-10 | 2024-09-27 | -12.61 | 139 |
| 2023-03-22 | 2023-04-04 | -5.98 | 12 |
| 2022-03-31 | 2022-05-30 | -5.36 | 60 |
| 2023-01-30 | 2023-03-19 | -3.73 | 48 |
| 2022-02-19 | 2022-03-22 | -3.11 | 31 |
| 2024-03-11 | 2024-03-15 | -2.39 | 4 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11375192:btcusd:triple_med_gx:lsma195_40 | 11375192: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 | -18.97% | -37.12% |
| Best Year | 12.5% | 155.54% |
| Worst Year | 1.52% | -58.73% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.01% | 5.36% |
| Avg. Down Week | -3.17% | -4.81% |
| Avg. Up Month | 5.0% | 14.74% |
| Avg. Down Month | -4.78% | -11.59% |
| Win Days % | 47.45% | 51.33% |
| Win Month % | 57.5% | 61.9% |
| Win Week % | 59.79% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |