| Metric | 11377056:btcusd:triple_med_gx:lsma190_45 | 11377056:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 24.68% | 203.33% |
| Max Drawdown | -23.12% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 36.08 | 3.53 |
| Outlier Loss Ratio | 3.97 | 3.36 |
| Volatility (ann.) | 10.57% | 26.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.29 | 0.57 |
| Skew | 0.25 | 0.18 |
| Kurtosis | 49.5 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.68% |
| Expected Yearly % | 5.67% | 31.97% |
| Kelly Criterion | 1.93% | 8.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11377056:BTCUSD | 11377056:btcusd:triple_med_gx:lsma190_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 15.66 | -0.27 | + |
| 2023 | 155.54 | 18.48 | 0.12 | - |
| 2024 | 121.00 | 3.33 | 0.03 | - |
| 2025 | 30.14 | -11.95 | -0.40 | - |
| Metric | 11377056:btcusd:triple_med_gx:lsma190_45 | 11377056:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 3.34% | 45.08% |
| 6M | -5.29% | 28.47% |
| YTD | -11.95% | 30.14% |
| 1Y | -7.2% | 105.13% |
| 3Y (ann.) | 5.47% | 81.7% |
| 5Y (ann.) | 6.7% | 38.59% |
| Metric | 11377056:btcusd:triple_med_gx:lsma190_45 | 11377056:BTCUSD |
|---|---|---|
| Max Drawdown | -23.12% | -67.18% |
| Longest DD Days | 777.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.86% |
| Avg. Drawdown Days | 62.0 | 35.0 |
| Recovery Factor | 1.07 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2025-07-14 | -23.12 | 777 |
| 2022-09-13 | 2023-01-09 | -18.07 | 118 |
| 2022-05-31 | 2022-09-13 | -14.80 | 104 |
| 2023-02-21 | 2023-03-17 | -6.62 | 24 |
| 2022-03-25 | 2022-05-30 | -5.15 | 65 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-04-02 | 2023-05-28 | -2.97 | 56 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-01-16 | 2023-02-21 | -1.75 | 35 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11377056:btcusd:triple_med_gx:lsma190_45 | 11377056:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 17.56% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 24.78% | 43.77% |
| Worst Month | -13.6% | -37.12% |
| Best Year | 18.48% | 155.54% |
| Worst Year | -11.95% | -58.73% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.15% | 8.09% |
| Avg. Down Week | -4.17% | -4.72% |
| Avg. Up Month | 7.45% | 18.13% |
| Avg. Down Month | -7.11% | -11.58% |
| Win Days % | 47.41% | 51.33% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 53.52% | 51.1% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |