| Metric | 11395274:btcusd:triple_med_gx:lsma190_115 | 11395274:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 34.41% | 152.36% |
| Max Drawdown | -27.24% | -67.18% |
| Sharpe | 0.28 | 0.4 |
| Sortino | 0.42 | 0.58 |
| Payoff Ratio | 1.15 | 1.03 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.02 | 0.99 |
| Outlier Win Ratio | 46.83 | 3.38 |
| Outlier Loss Ratio | 3.69 | 3.18 |
| Volatility (ann.) | 9.52% | 26.27% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.34 | 0.48 |
| Skew | 1.11 | 0.18 |
| Kurtosis | 69.09 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.28% |
| Expected Yearly % | 7.67% | 26.04% |
| Kelly Criterion | 4.72% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11395274:BTCUSD | 11395274:btcusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 7.08 | -0.11 | + |
| 2023 | 155.54 | 10.26 | 0.07 | - |
| 2024 | 121.00 | 15.09 | 0.12 | - |
| 2025 | 16.76 | -1.10 | -0.07 | - |
| Metric | 11395274:btcusd:triple_med_gx:lsma190_115 | 11395274:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.56% | 31.46% |
| 6M | -1.1% | 12.77% |
| YTD | -1.1% | 16.76% |
| 1Y | -12.22% | 56.84% |
| 3Y (ann.) | 11.47% | 55.31% |
| 5Y (ann.) | 9.33% | 32.21% |
| Metric | 11395274:btcusd:triple_med_gx:lsma190_115 | 11395274:BTCUSD |
|---|---|---|
| Max Drawdown | -27.24% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -5.11% | -7.61% |
| Avg. Drawdown Days | 61.0 | 38.0 |
| Recovery Factor | 1.26 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -27.24 | 369 |
| 2022-03-22 | 2022-09-27 | -20.22 | 188 |
| 2023-02-02 | 2023-10-02 | -9.00 | 241 |
| 2022-02-19 | 2022-03-22 | -8.73 | 30 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2022-11-09 | 2023-02-01 | -6.25 | 84 |
| 2023-12-19 | 2024-02-26 | -3.19 | 69 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-05-14 | 2024-06-04 | -3.06 | 21 |
| 2023-10-02 | 2023-11-08 | -2.83 | 37 |
| Metric | 11395274:btcusd:triple_med_gx:lsma190_115 | 11395274:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -13.37% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -13.37% | -37.12% |
| Best Year | 15.09% | 155.54% |
| Worst Year | -1.1% | -61.73% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.77% | -0.87% |
| Avg. Up Week | 3.85% | 6.46% |
| Avg. Down Week | -3.64% | -6.46% |
| Avg. Up Month | 5.92% | 17.25% |
| Avg. Down Month | -5.17% | -16.06% |
| Win Days % | 49.09% | 51.26% |
| Win Month % | 60.61% | 60.98% |
| Win Week % | 61.02% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |