| Metric | 11397169:btcusd:triple_med_gx:lsma190_120 | 11397169:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 91.56% | 152.36% |
| Max Drawdown | -21.02% | -67.18% |
| Sharpe | 0.49 | 0.4 |
| Sortino | 0.78 | 0.58 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 2.05 | 1.06 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.64 | 0.99 |
| Outlier Win Ratio | 38.7 | 3.59 |
| Outlier Loss Ratio | 3.61 | 3.36 |
| Volatility (ann.) | 11.19% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.03 | 0.48 |
| Skew | 1.6 | 0.18 |
| Kurtosis | 68.62 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.6% | 2.28% |
| Expected Yearly % | 17.65% | 26.04% |
| Kelly Criterion | 7.96% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11397169:BTCUSD | 11397169:btcusd:triple_med_gx:lsma190_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 11.78 | -0.19 | + |
| 2023 | 155.54 | 20.80 | 0.13 | - |
| 2024 | 121.00 | 31.86 | 0.26 | - |
| 2025 | 16.76 | 7.59 | 0.45 | - |
| Metric | 11397169:btcusd:triple_med_gx:lsma190_120 | 11397169:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.41% | 31.46% |
| 6M | 7.59% | 12.77% |
| YTD | 7.59% | 16.76% |
| 1Y | 16.7% | 56.84% |
| 3Y (ann.) | 23.63% | 55.31% |
| 5Y (ann.) | 21.66% | 32.21% |
| Metric | 11397169:btcusd:triple_med_gx:lsma190_120 | 11397169:BTCUSD |
|---|---|---|
| Max Drawdown | -21.02% | -67.18% |
| Longest DD Days | 222.0 | 683.0 |
| Avg. Drawdown | -3.62% | -7.61% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 4.36 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-11 | -21.02 | 164 |
| 2022-04-10 | 2022-11-10 | -18.70 | 213 |
| 2022-02-20 | 2022-03-22 | -12.09 | 30 |
| 2022-11-11 | 2023-06-21 | -11.91 | 222 |
| 2024-11-29 | 2025-05-08 | -11.73 | 159 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-07-14 | 2023-10-23 | -5.48 | 101 |
| 2023-11-11 | 2023-12-20 | -4.68 | 39 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11397169:btcusd:triple_med_gx:lsma190_120 | 11397169:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -10.4% | -29.64% |
| Best Month | 22.99% | 43.77% |
| Worst Month | -13.57% | -37.12% |
| Best Year | 31.86% | 155.54% |
| Worst Year | 7.59% | -61.73% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.86% | -0.93% |
| Avg. Up Week | 5.56% | 7.73% |
| Avg. Down Week | -2.22% | -4.32% |
| Avg. Up Month | 8.81% | 14.53% |
| Avg. Down Month | -4.36% | -12.13% |
| Win Days % | 50.75% | 51.26% |
| Win Month % | 51.61% | 60.98% |
| Win Week % | 45.16% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |