| Metric | 11393912:btcusd:triple_med_gx:lsma190_110 | 11393912:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 23.12% | 152.36% |
| Max Drawdown | -28.3% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.29 | 0.58 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 36.82 | 3.61 |
| Outlier Loss Ratio | 3.7 | 3.49 |
| Volatility (ann.) | 11.74% | 26.27% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.23 | 0.48 |
| Skew | 0.98 | 0.18 |
| Kurtosis | 60.92 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.28% |
| Expected Yearly % | 5.34% | 26.04% |
| Kelly Criterion | 1.48% | 4.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.23% |
| Expected Shortfall (cVaR) | -1.0% | -2.23% |
| Year | 11393912:BTCUSD | 11393912:btcusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 6.10 | -0.10 | + |
| 2023 | 155.54 | 33.26 | 0.21 | - |
| 2024 | 121.00 | -4.90 | -0.04 | - |
| 2025 | 16.76 | -8.43 | -0.50 | - |
| Metric | 11393912:btcusd:triple_med_gx:lsma190_110 | 11393912:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.68% | 31.46% |
| 6M | -8.43% | 12.77% |
| YTD | -8.43% | 16.76% |
| 1Y | -12.63% | 56.84% |
| 3Y (ann.) | 8.91% | 55.31% |
| 5Y (ann.) | 6.48% | 32.21% |
| Metric | 11393912:btcusd:triple_med_gx:lsma190_110 | 11393912:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.94% | -7.61% |
| Avg. Drawdown Days | 56.0 | 38.0 |
| Recovery Factor | 0.82 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.30 | 463 |
| 2022-03-25 | 2022-11-10 | -25.38 | 230 |
| 2022-02-18 | 2022-03-24 | -13.90 | 34 |
| 2023-02-02 | 2023-09-14 | -11.72 | 223 |
| 2023-11-11 | 2023-12-20 | -4.88 | 39 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| 2022-12-18 | 2022-12-20 | -2.05 | 2 |
| 2022-12-21 | 2023-02-01 | -1.81 | 42 |
| 2023-12-22 | 2024-03-01 | -1.33 | 70 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11393912:btcusd:triple_med_gx:lsma190_110 | 11393912:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -17.16% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -19.6% | -37.12% |
| Best Year | 33.26% | 155.54% |
| Worst Year | -8.43% | -61.73% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 3.84% | 7.4% |
| Avg. Down Week | -3.43% | -5.26% |
| Avg. Up Month | 6.65% | 12.95% |
| Avg. Down Month | -5.93% | -14.46% |
| Win Days % | 49.11% | 51.26% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 52.24% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |