| Metric | 11376169:btcusd:triple_med_gx:lsma190_45 | 11376169:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 22.14% | 181.27% |
| Max Drawdown | -27.59% | -67.18% |
| Sharpe | 0.19 | 0.42 |
| Sortino | 0.28 | 0.61 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 32.47 | 3.48 |
| Outlier Loss Ratio | 4.45 | 3.45 |
| Volatility (ann.) | 10.22% | 26.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.22 | 0.53 |
| Skew | 0.08 | 0.18 |
| Kurtosis | 36.93 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.49% |
| Expected Yearly % | 5.13% | 29.5% |
| Kelly Criterion | 0.54% | 4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11376169:BTCUSD | 11376169:btcusd:triple_med_gx:lsma190_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 0.69 | -0.01 | + |
| 2023 | 155.54 | -2.75 | -0.02 | - |
| 2024 | 121.00 | 21.64 | 0.18 | - |
| 2025 | 30.14 | 2.54 | 0.08 | - |
| Metric | 11376169:btcusd:triple_med_gx:lsma190_45 | 11376169:BTCUSD |
|---|---|---|
| MTD | 3.04% | 13.36% |
| 3M | 16.56% | 45.08% |
| 6M | 3.63% | 28.47% |
| YTD | 2.54% | 30.14% |
| 1Y | 11.15% | 105.13% |
| 3Y (ann.) | 13.1% | 81.7% |
| 5Y (ann.) | 6.05% | 35.48% |
| Metric | 11376169:btcusd:triple_med_gx:lsma190_45 | 11376169:BTCUSD |
|---|---|---|
| Max Drawdown | -27.59% | -67.18% |
| Longest DD Days | 289.0 | 683.0 |
| Avg. Drawdown | -5.44% | -7.24% |
| Avg. Drawdown Days | 61.0 | 37.0 |
| Recovery Factor | 0.8 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-21 | -27.59 | 229 |
| 2024-09-28 | 2025-07-14 | -17.05 | 289 |
| 2023-06-03 | 2024-03-11 | -15.10 | 282 |
| 2024-05-10 | 2024-09-18 | -9.97 | 131 |
| 2022-04-05 | 2022-06-06 | -9.10 | 61 |
| 2023-01-30 | 2023-06-02 | -8.66 | 123 |
| 2022-03-25 | 2022-04-01 | -3.45 | 7 |
| 2022-02-19 | 2022-03-22 | -2.75 | 31 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2023-01-21 | 2023-01-29 | -2.49 | 7 |
| Metric | 11376169:btcusd:triple_med_gx:lsma190_45 | 11376169:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 8.61% | 35.75% |
| Worst Week | -18.33% | -29.64% |
| Best Month | 15.95% | 43.77% |
| Worst Month | -20.44% | -37.12% |
| Best Year | 21.64% | 155.54% |
| Worst Year | -2.75% | -61.73% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 3.15% | 5.29% |
| Avg. Down Week | -3.04% | -4.55% |
| Avg. Up Month | 5.64% | 16.27% |
| Avg. Down Month | -5.6% | -12.72% |
| Win Days % | 47.97% | 51.3% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 55.06% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |