| Metric | 11398821:btcusd:triple_med_gx:lsma190_125 | 11398821:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 64.62% | 152.36% |
| Max Drawdown | -20.94% | -67.18% |
| Sharpe | 0.4 | 0.4 |
| Sortino | 0.61 | 0.58 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.65 | 1.06 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.36 | 0.99 |
| Outlier Win Ratio | 42.51 | 3.54 |
| Outlier Loss Ratio | 3.39 | 3.3 |
| Volatility (ann.) | 10.94% | 26.27% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.77 | 0.48 |
| Skew | 1.43 | 0.18 |
| Kurtosis | 75.14 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.28% |
| Expected Yearly % | 13.27% | 26.04% |
| Kelly Criterion | 6.49% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.23% |
| Expected Shortfall (cVaR) | -0.93% | -2.23% |
| Year | 11398821:BTCUSD | 11398821:btcusd:triple_med_gx:lsma190_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 19.68 | -0.32 | + |
| 2023 | 155.54 | 7.52 | 0.05 | - |
| 2024 | 121.00 | 15.18 | 0.13 | - |
| 2025 | 16.76 | 11.08 | 0.66 | - |
| Metric | 11398821:btcusd:triple_med_gx:lsma190_125 | 11398821:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 11.94% | 31.46% |
| 6M | 11.08% | 12.77% |
| YTD | 11.08% | 16.76% |
| 1Y | 17.42% | 56.84% |
| 3Y (ann.) | 13.97% | 55.31% |
| 5Y (ann.) | 16.23% | 32.21% |
| Metric | 11398821:btcusd:triple_med_gx:lsma190_125 | 11398821:BTCUSD |
|---|---|---|
| Max Drawdown | -20.94% | -67.18% |
| Longest DD Days | 250.0 | 683.0 |
| Avg. Drawdown | -3.27% | -7.61% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 3.09 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2024-11-11 | -20.94 | 177 |
| 2022-04-10 | 2022-11-10 | -19.14 | 213 |
| 2022-11-11 | 2023-06-21 | -13.18 | 222 |
| 2022-02-21 | 2022-03-22 | -11.66 | 28 |
| 2023-07-14 | 2024-03-20 | -7.79 | 250 |
| 2024-12-01 | 2025-04-11 | -7.79 | 130 |
| 2024-05-13 | 2024-05-15 | -2.82 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| Metric | 11398821:btcusd:triple_med_gx:lsma190_125 | 11398821:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.93% | 35.75% |
| Worst Week | -14.6% | -29.64% |
| Best Month | 22.89% | 43.77% |
| Worst Month | -14.6% | -37.12% |
| Best Year | 19.68% | 155.54% |
| Worst Year | 7.52% | -61.73% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 5.5% | 6.83% |
| Avg. Down Week | -2.78% | -4.25% |
| Avg. Up Month | 8.59% | 12.16% |
| Avg. Down Month | -4.51% | -13.41% |
| Win Days % | 50.84% | 51.26% |
| Win Month % | 53.33% | 60.98% |
| Win Week % | 45.45% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |