| Metric | 11395440:btcusd:triple_med_gx:lsma190_115 | 11395440:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 26.74% | 152.36% |
| Max Drawdown | -27.63% | -67.18% |
| Sharpe | 0.21 | 0.4 |
| Sortino | 0.32 | 0.58 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 40.0 | 3.57 |
| Outlier Loss Ratio | 3.56 | 3.42 |
| Volatility (ann.) | 11.44% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.27 | 0.48 |
| Skew | 0.92 | 0.18 |
| Kurtosis | 66.3 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.28% |
| Expected Yearly % | 6.1% | 26.04% |
| Kelly Criterion | 2.96% | 3.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.23% |
| Expected Shortfall (cVaR) | -0.98% | -2.23% |
| Year | 11395440:BTCUSD | 11395440:btcusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 18.32 | -0.30 | + |
| 2023 | 155.54 | 21.09 | 0.14 | - |
| 2024 | 121.00 | -8.62 | -0.07 | - |
| 2025 | 16.76 | -3.19 | -0.19 | - |
| Metric | 11395440:btcusd:triple_med_gx:lsma190_115 | 11395440:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.67% | 31.46% |
| 6M | -3.19% | 12.77% |
| YTD | -3.19% | 16.76% |
| 1Y | -13.04% | 56.84% |
| 3Y (ann.) | 7.87% | 55.31% |
| 5Y (ann.) | 7.41% | 32.21% |
| Metric | 11395440:btcusd:triple_med_gx:lsma190_115 | 11395440:BTCUSD |
|---|---|---|
| Max Drawdown | -27.63% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.34% | -7.61% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 0.97 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -27.63 | 463 |
| 2022-03-25 | 2022-07-27 | -17.07 | 124 |
| 2022-02-19 | 2022-03-22 | -14.04 | 31 |
| 2023-02-02 | 2023-10-20 | -13.39 | 259 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2022-07-30 | 2022-09-27 | -5.96 | 58 |
| 2023-11-11 | 2023-12-22 | -4.97 | 41 |
| 2023-12-22 | 2024-03-03 | -3.15 | 72 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11395440:btcusd:triple_med_gx:lsma190_115 | 11395440:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -12.57% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -14.12% | -37.12% |
| Best Year | 21.09% | 155.54% |
| Worst Year | -8.62% | -61.73% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.87% | -0.92% |
| Avg. Up Week | 4.39% | 7.43% |
| Avg. Down Week | -4.42% | -5.69% |
| Avg. Up Month | 8.18% | 13.88% |
| Avg. Down Month | -5.56% | -15.9% |
| Win Days % | 49.67% | 51.26% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 56.9% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |