| Metric | 11397224:btcusd:triple_med_gx:lsma190_120 | 11397224:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 68.66% | 152.36% |
| Max Drawdown | -28.43% | -67.18% |
| Sharpe | 0.4 | 0.4 |
| Sortino | 0.62 | 0.58 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.86 | 1.06 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.56 | 0.99 |
| Outlier Win Ratio | 38.0 | 3.6 |
| Outlier Loss Ratio | 3.59 | 3.4 |
| Volatility (ann.) | 11.37% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.6 | 0.48 |
| Skew | 1.31 | 0.18 |
| Kurtosis | 63.87 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.28% |
| Expected Yearly % | 13.96% | 26.04% |
| Kelly Criterion | 5.91% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11397224:BTCUSD | 11397224:btcusd:triple_med_gx:lsma190_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 8.27 | -0.13 | + |
| 2023 | 155.54 | 10.79 | 0.07 | - |
| 2024 | 121.00 | 23.21 | 0.19 | - |
| 2025 | 16.76 | 14.11 | 0.84 | - |
| Metric | 11397224:btcusd:triple_med_gx:lsma190_120 | 11397224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.04% | 31.46% |
| 6M | 14.11% | 12.77% |
| YTD | 14.11% | 16.76% |
| 1Y | 25.2% | 56.84% |
| 3Y (ann.) | 16.78% | 55.31% |
| 5Y (ann.) | 17.08% | 32.21% |
| Metric | 11397224:btcusd:triple_med_gx:lsma190_120 | 11397224:BTCUSD |
|---|---|---|
| Max Drawdown | -28.43% | -67.18% |
| Longest DD Days | 438.0 | 683.0 |
| Avg. Drawdown | -3.48% | -7.61% |
| Avg. Drawdown Days | 37.0 | 38.0 |
| Recovery Factor | 2.42 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-23 | -28.43 | 438 |
| 2024-05-30 | 2024-11-11 | -20.35 | 164 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-07-14 | 2024-03-20 | -10.04 | 250 |
| 2025-02-06 | 2025-04-11 | -8.83 | 64 |
| 2024-03-21 | 2024-05-15 | -3.98 | 55 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2024-12-01 | 2025-01-30 | -2.82 | 59 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2023-06-23 | 2023-07-13 | -2.26 | 19 |
| Metric | 11397224:btcusd:triple_med_gx:lsma190_120 | 11397224:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.63% | 35.75% |
| Worst Week | -15.95% | -29.64% |
| Best Month | 27.06% | 43.77% |
| Worst Month | -19.09% | -37.12% |
| Best Year | 23.21% | 155.54% |
| Worst Year | 8.27% | -61.73% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.87% | -0.93% |
| Avg. Up Week | 5.49% | 7.16% |
| Avg. Down Week | -3.06% | -4.55% |
| Avg. Up Month | 7.72% | 11.75% |
| Avg. Down Month | -5.52% | -13.41% |
| Win Days % | 49.87% | 51.26% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 46.03% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |