| Metric | 11393801:btcusd:triple_med_gx:lsma190_110 | 11393801:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 28.17% | 152.36% |
| Max Drawdown | -32.11% | -67.18% |
| Sharpe | 0.22 | 0.4 |
| Sortino | 0.33 | 0.58 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 39.39 | 3.57 |
| Outlier Loss Ratio | 3.72 | 3.38 |
| Volatility (ann.) | 11.12% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.24 | 0.48 |
| Skew | 0.19 | 0.18 |
| Kurtosis | 64.88 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.28% |
| Expected Yearly % | 6.4% | 26.04% |
| Kelly Criterion | 2.12% | 4.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11393801:BTCUSD | 11393801:btcusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.76 | -0.08 | + |
| 2023 | 155.54 | 19.78 | 0.13 | - |
| 2024 | 121.00 | 1.04 | 0.01 | - |
| 2025 | 16.76 | 1.09 | 0.07 | - |
| Metric | 11393801:btcusd:triple_med_gx:lsma190_110 | 11393801:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.13% | 31.46% |
| 6M | 1.09% | 12.77% |
| YTD | 1.09% | 16.76% |
| 1Y | -17.7% | 56.84% |
| 3Y (ann.) | 11.83% | 55.31% |
| 5Y (ann.) | 7.77% | 32.21% |
| Metric | 11393801:btcusd:triple_med_gx:lsma190_110 | 11393801:BTCUSD |
|---|---|---|
| Max Drawdown | -32.11% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.65% | -7.61% |
| Avg. Drawdown Days | 49.0 | 38.0 |
| Recovery Factor | 0.88 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -32.11 | 369 |
| 2022-02-18 | 2022-11-10 | -29.83 | 264 |
| 2023-02-02 | 2023-10-01 | -10.86 | 241 |
| 2024-03-18 | 2024-06-04 | -9.38 | 78 |
| 2023-10-02 | 2023-10-23 | -3.29 | 20 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-11 | 2023-12-18 | -2.52 | 37 |
| 2022-12-18 | 2022-12-20 | -2.05 | 2 |
| Metric | 11393801:btcusd:triple_med_gx:lsma190_110 | 11393801:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -21.07% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -21.07% | -37.12% |
| Best Year | 19.78% | 155.54% |
| Worst Year | 1.04% | -61.73% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.7% | 7.16% |
| Avg. Down Week | -4.93% | -5.5% |
| Avg. Up Month | 6.45% | 17.2% |
| Avg. Down Month | -9.06% | -15.54% |
| Win Days % | 49.12% | 51.26% |
| Win Month % | 64.71% | 60.98% |
| Win Week % | 57.81% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |