| Metric | 11397170:btcusd:triple_med_gx:lsma195_120 | 11397170:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 97.35% | 172.16% |
| Max Drawdown | -21.15% | -67.18% |
| Sharpe | 0.51 | 0.42 |
| Sortino | 0.8 | 0.61 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 2.02 | 1.07 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.62 | 1.0 |
| Outlier Win Ratio | 37.28 | 3.61 |
| Outlier Loss Ratio | 3.65 | 3.39 |
| Volatility (ann.) | 11.36% | 26.26% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.08 | 0.53 |
| Skew | 1.55 | 0.19 |
| Kurtosis | 65.11 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.67% | 2.47% |
| Expected Yearly % | 18.53% | 28.44% |
| Kelly Criterion | 7.82% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.23% |
| Expected Shortfall (cVaR) | -0.96% | -2.23% |
| Year | 11397170:BTCUSD | 11397170:btcusd:triple_med_gx:lsma195_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 15.19 | -0.26 | + |
| 2023 | 155.54 | 22.89 | 0.15 | - |
| 2024 | 121.00 | 29.10 | 0.24 | - |
| 2025 | 16.76 | 7.99 | 0.48 | - |
| Metric | 11397170:btcusd:triple_med_gx:lsma195_120 | 11397170:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.63% | 31.46% |
| 6M | 7.99% | 12.77% |
| YTD | 7.99% | 16.76% |
| 1Y | 14.87% | 56.84% |
| 3Y (ann.) | 24.86% | 55.31% |
| 5Y (ann.) | 22.78% | 35.29% |
| Metric | 11397170:btcusd:triple_med_gx:lsma195_120 | 11397170:BTCUSD |
|---|---|---|
| Max Drawdown | -21.15% | -67.18% |
| Longest DD Days | 222.0 | 683.0 |
| Avg. Drawdown | -3.37% | -7.19% |
| Avg. Drawdown Days | 29.0 | 37.0 |
| Recovery Factor | 4.6 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-11 | -21.15 | 164 |
| 2022-04-10 | 2022-11-10 | -18.91 | 213 |
| 2022-11-11 | 2023-06-21 | -12.76 | 222 |
| 2022-02-20 | 2022-03-22 | -12.09 | 30 |
| 2024-11-29 | 2025-05-06 | -10.71 | 158 |
| 2023-07-14 | 2023-10-23 | -6.62 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2025-05-19 | 2025-06-11 | -3.47 | 23 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| Metric | 11397170:btcusd:triple_med_gx:lsma195_120 | 11397170:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -10.62% | -29.64% |
| Best Month | 22.99% | 43.77% |
| Worst Month | -13.79% | -37.12% |
| Best Year | 29.1% | 155.54% |
| Worst Year | 7.99% | -58.73% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 5.37% | 7.75% |
| Avg. Down Week | -2.26% | -4.35% |
| Avg. Up Month | 8.33% | 14.1% |
| Avg. Down Month | -4.94% | -11.38% |
| Win Days % | 50.72% | 51.29% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 46.88% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |