| Metric | 11392361:btcusd:triple_med_gx:lsma190_105 | 11392361:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 32.82% | 152.36% |
| Max Drawdown | -30.45% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.35 | 0.58 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 33.6 | 3.65 |
| Outlier Loss Ratio | 3.82 | 3.5 |
| Volatility (ann.) | 12.18% | 26.27% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.29 | 0.48 |
| Skew | 0.75 | 0.18 |
| Kurtosis | 55.38 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.28% |
| Expected Yearly % | 7.35% | 26.04% |
| Kelly Criterion | 1.82% | 3.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.23% |
| Expected Shortfall (cVaR) | -1.04% | -2.23% |
| Year | 11392361:BTCUSD | 11392361:btcusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 0.34 | -0.01 | + |
| 2023 | 155.54 | 44.28 | 0.28 | - |
| 2024 | 121.00 | 1.68 | 0.01 | - |
| 2025 | 16.76 | -9.78 | -0.58 | - |
| Metric | 11392361:btcusd:triple_med_gx:lsma190_105 | 11392361:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.16% | 31.46% |
| 6M | -9.78% | 12.77% |
| YTD | -9.78% | 16.76% |
| 1Y | -18.89% | 56.84% |
| 3Y (ann.) | 12.78% | 55.31% |
| 5Y (ann.) | 8.94% | 32.21% |
| Metric | 11392361:btcusd:triple_med_gx:lsma190_105 | 11392361:BTCUSD |
|---|---|---|
| Max Drawdown | -30.45% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.4% | -7.61% |
| Avg. Drawdown Days | 38.0 | 38.0 |
| Recovery Factor | 1.08 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-02-01 | -30.45 | 300 |
| 2024-06-07 | 2025-06-11 | -26.21 | 369 |
| 2022-02-17 | 2022-03-24 | -17.13 | 35 |
| 2024-03-05 | 2024-05-27 | -12.52 | 83 |
| 2023-02-02 | 2023-06-06 | -8.58 | 123 |
| 2023-11-11 | 2023-12-22 | -6.97 | 41 |
| 2023-06-07 | 2023-06-21 | -6.42 | 14 |
| 2024-05-27 | 2024-06-04 | -3.47 | 7 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| Metric | 11392361:btcusd:triple_med_gx:lsma190_105 | 11392361:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -21.39% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -25.76% | -37.12% |
| Best Year | 44.28% | 155.54% |
| Worst Year | -9.78% | -61.73% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 4.33% | 7.1% |
| Avg. Down Week | -3.49% | -4.95% |
| Avg. Up Month | 6.55% | 17.47% |
| Avg. Down Month | -6.78% | -13.4% |
| Win Days % | 48.93% | 51.26% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 49.35% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |