| Metric | 11395385:btcusd:triple_med_gx:lsma190_115 | 11395385:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 45.39% | 152.36% |
| Max Drawdown | -30.29% | -67.18% |
| Sharpe | 0.31 | 0.4 |
| Sortino | 0.47 | 0.58 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 42.15 | 3.56 |
| Outlier Loss Ratio | 3.75 | 3.32 |
| Volatility (ann.) | 10.84% | 26.27% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.39 | 0.48 |
| Skew | 0.81 | 0.18 |
| Kurtosis | 72.97 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.28% |
| Expected Yearly % | 9.81% | 26.04% |
| Kelly Criterion | 4.56% | 5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.23% |
| Expected Shortfall (cVaR) | -0.92% | -2.23% |
| Year | 11395385:BTCUSD | 11395385:btcusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 11.03 | -0.18 | + |
| 2023 | 155.54 | 28.80 | 0.19 | - |
| 2024 | 121.00 | -2.36 | -0.02 | - |
| 2025 | 16.76 | 4.14 | 0.25 | - |
| Metric | 11395385:btcusd:triple_med_gx:lsma190_115 | 11395385:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.69% | 31.46% |
| 6M | 4.14% | 12.77% |
| YTD | 4.14% | 16.76% |
| 1Y | -15.42% | 56.84% |
| 3Y (ann.) | 16.17% | 55.31% |
| 5Y (ann.) | 11.95% | 32.21% |
| Metric | 11395385:btcusd:triple_med_gx:lsma190_115 | 11395385:BTCUSD |
|---|---|---|
| Max Drawdown | -30.29% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -3.98% | -7.61% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 1.5 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -30.29 | 369 |
| 2022-02-19 | 2022-09-27 | -23.48 | 220 |
| 2023-02-02 | 2023-10-02 | -9.61 | 241 |
| 2024-03-05 | 2024-05-15 | -9.57 | 71 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 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 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| Metric | 11395385:btcusd:triple_med_gx:lsma190_115 | 11395385:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -16.83% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -20.73% | -37.12% |
| Best Year | 28.8% | 155.54% |
| Worst Year | -2.36% | -61.73% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 4.52% | 8.06% |
| Avg. Down Week | -4.01% | -5.74% |
| Avg. Up Month | 6.04% | 16.79% |
| Avg. Down Month | -6.77% | -13.57% |
| Win Days % | 49.32% | 51.26% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 54.84% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |