| Metric | 11376114:btcusd:triple_med_gx:lsma190_45 | 11376114:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 36.48% | 181.27% |
| Max Drawdown | -24.56% | -67.18% |
| Sharpe | 0.27 | 0.42 |
| Sortino | 0.4 | 0.61 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 31.06 | 3.48 |
| Outlier Loss Ratio | 4.54 | 3.42 |
| Volatility (ann.) | 10.41% | 26.06% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.39 | 0.53 |
| Skew | 0.16 | 0.18 |
| Kurtosis | 36.46 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.74% | 2.49% |
| Expected Yearly % | 8.09% | 29.5% |
| Kelly Criterion | 1.86% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.21% |
| Expected Shortfall (cVaR) | -0.89% | -2.21% |
| Year | 11376114:BTCUSD | 11376114:btcusd:triple_med_gx:lsma190_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 1.22 | -0.02 | + |
| 2023 | 155.54 | -5.67 | -0.04 | - |
| 2024 | 121.00 | 33.39 | 0.28 | - |
| 2025 | 30.14 | 7.16 | 0.24 | - |
| Metric | 11376114:btcusd:triple_med_gx:lsma190_45 | 11376114:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 12.6% | 45.08% |
| 6M | 9.17% | 28.47% |
| YTD | 7.16% | 30.14% |
| 1Y | 8.85% | 105.13% |
| 3Y (ann.) | 13.16% | 81.7% |
| 5Y (ann.) | 9.56% | 35.48% |
| Metric | 11376114:btcusd:triple_med_gx:lsma190_45 | 11376114:BTCUSD |
|---|---|---|
| Max Drawdown | -24.56% | -67.18% |
| Longest DD Days | 644.0 | 683.0 |
| Avg. Drawdown | -3.49% | -7.24% |
| Avg. Drawdown Days | 43.0 | 37.0 |
| Recovery Factor | 1.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-11 | -24.56 | 644 |
| 2024-11-21 | 2025-05-13 | -11.73 | 173 |
| 2024-07-27 | 2024-11-21 | -11.67 | 116 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-20 | -4.94 | 60 |
| 2024-05-10 | 2024-05-20 | -4.55 | 10 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-04-05 | 2022-05-24 | -4.36 | 49 |
| 2025-05-13 | 2025-07-03 | -3.30 | 50 |
| 2025-07-04 | 2025-07-14 | -3.06 | 10 |
| Metric | 11376114:btcusd:triple_med_gx:lsma190_45 | 11376114:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -18.68% | -29.64% |
| Best Month | 20.09% | 43.77% |
| Worst Month | -16.99% | -37.12% |
| Best Year | 33.39% | 155.54% |
| Worst Year | -5.67% | -61.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 3.13% | 6.12% |
| Avg. Down Week | -2.69% | -5.4% |
| Avg. Up Month | 4.97% | 14.76% |
| Avg. Down Month | -4.53% | -10.85% |
| Win Days % | 47.19% | 51.3% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 52.53% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |