| Metric | 11379259:btcusd:triple_med_gx:lsma190_55 | 11379259:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 38.13% | 203.33% |
| Max Drawdown | -22.48% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.4 | 0.64 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 36.06 | 3.53 |
| Outlier Loss Ratio | 3.91 | 3.37 |
| Volatility (ann.) | 10.73% | 26.04% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.44 | 0.57 |
| Skew | -0.12 | 0.18 |
| Kurtosis | 50.62 | 6.57 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.68% |
| Expected Yearly % | 8.41% | 31.97% |
| Kelly Criterion | 3.54% | 6.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.21% |
| Expected Shortfall (cVaR) | -0.92% | -2.21% |
| Year | 11379259:BTCUSD | 11379259:btcusd:triple_med_gx:lsma190_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 15.05 | -0.26 | + |
| 2023 | 155.54 | 15.23 | 0.10 | - |
| 2024 | 121.00 | 4.27 | 0.04 | - |
| 2025 | 30.14 | -0.08 | -0.00 | - |
| Metric | 11379259:btcusd:triple_med_gx:lsma190_55 | 11379259:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 2.97% | 45.08% |
| 6M | 7.45% | 28.47% |
| YTD | -0.08% | 30.14% |
| 1Y | 2.02% | 105.13% |
| 3Y (ann.) | 7.74% | 81.7% |
| 5Y (ann.) | 9.97% | 38.59% |
| Metric | 11379259:btcusd:triple_med_gx:lsma190_55 | 11379259:BTCUSD |
|---|---|---|
| Max Drawdown | -22.48% | -67.18% |
| Longest DD Days | 777.0 | 683.0 |
| Avg. Drawdown | -4.58% | -6.86% |
| Avg. Drawdown Days | 56.0 | 35.0 |
| Recovery Factor | 1.7 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2025-07-14 | -22.48 | 777 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-05-31 | 2022-07-08 | -12.07 | 37 |
| 2022-07-09 | 2022-09-12 | -11.73 | 64 |
| 2023-02-23 | 2023-03-17 | -5.89 | 22 |
| 2022-03-25 | 2022-05-30 | -5.34 | 65 |
| 2023-05-06 | 2023-05-28 | -4.50 | 22 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-04-02 | 2023-05-05 | -2.97 | 33 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11379259:btcusd:triple_med_gx:lsma190_55 | 11379259:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.43% | 35.75% |
| Worst Week | -10.1% | -29.64% |
| Best Month | 22.52% | 43.77% |
| Worst Month | -11.41% | -37.12% |
| Best Year | 15.23% | 155.54% |
| Worst Year | -0.08% | -58.73% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.16% | 8.0% |
| Avg. Down Week | -3.52% | -4.7% |
| Avg. Up Month | 7.47% | 18.13% |
| Avg. Down Month | -5.91% | -11.01% |
| Win Days % | 48.62% | 51.33% |
| Win Month % | 53.12% | 61.9% |
| Win Week % | 54.17% | 51.1% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |