| Metric | 11380398:btcusd:triple_med_gx:lsma185_60 | 11380398:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 25.24% | 181.27% |
| Max Drawdown | -21.56% | -67.18% |
| Sharpe | 0.22 | 0.42 |
| Sortino | 0.31 | 0.61 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 38.87 | 3.42 |
| Outlier Loss Ratio | 3.89 | 3.26 |
| Volatility (ann.) | 9.82% | 26.06% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.32 | 0.53 |
| Skew | -0.5 | 0.18 |
| Kurtosis | 51.17 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.49% |
| Expected Yearly % | 5.79% | 29.5% |
| Kelly Criterion | 2.16% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.21% |
| Expected Shortfall (cVaR) | -0.84% | -2.21% |
| Year | 11380398:BTCUSD | 11380398:btcusd:triple_med_gx:lsma185_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.66 | -0.17 | + |
| 2023 | 155.54 | 12.70 | 0.08 | - |
| 2024 | 121.00 | 8.26 | 0.07 | - |
| 2025 | 30.14 | -7.25 | -0.24 | - |
| Metric | 11380398:btcusd:triple_med_gx:lsma185_60 | 11380398:BTCUSD |
|---|---|---|
| MTD | 1.6% | 13.36% |
| 3M | -0.26% | 45.08% |
| 6M | -4.5% | 28.47% |
| YTD | -7.25% | 30.14% |
| 1Y | -6.97% | 105.13% |
| 3Y (ann.) | 3.55% | 81.7% |
| 5Y (ann.) | 6.83% | 35.48% |
| Metric | 11380398:btcusd:triple_med_gx:lsma185_60 | 11380398:BTCUSD |
|---|---|---|
| Max Drawdown | -21.56% | -67.18% |
| Longest DD Days | 408.0 | 683.0 |
| Avg. Drawdown | -4.2% | -7.24% |
| Avg. Drawdown Days | 52.0 | 37.0 |
| Recovery Factor | 1.17 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-07 | 2024-07-19 | -21.56 | 408 |
| 2022-07-09 | 2023-01-13 | -18.64 | 187 |
| 2024-08-26 | 2025-07-14 | -18.53 | 322 |
| 2022-05-31 | 2022-07-07 | -8.18 | 36 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2023-01-15 | 2023-03-30 | -4.48 | 74 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2023-04-01 | 2023-05-26 | -1.65 | 55 |
| Metric | 11380398:btcusd:triple_med_gx:lsma185_60 | 11380398:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.43% | 35.75% |
| Worst Week | -11.75% | -29.64% |
| Best Month | 20.69% | 43.77% |
| Worst Month | -14.56% | -37.12% |
| Best Year | 12.7% | 155.54% |
| Worst Year | -7.25% | -61.73% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.8% | 7.24% |
| Avg. Down Week | -3.24% | -4.77% |
| Avg. Up Month | 5.93% | 15.44% |
| Avg. Down Month | -5.45% | -11.43% |
| Win Days % | 49.37% | 51.3% |
| Win Month % | 51.61% | 61.9% |
| Win Week % | 50.77% | 51.1% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |