| Metric | 11398875:btcusd:triple_med_gx:lsma190_125 | 11398875:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 60.23% | 152.36% |
| Max Drawdown | -29.59% | -67.18% |
| Sharpe | 0.38 | 0.4 |
| Sortino | 0.58 | 0.58 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.69 | 1.06 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.41 | 0.99 |
| Outlier Win Ratio | 40.94 | 3.48 |
| Outlier Loss Ratio | 3.4 | 3.23 |
| Volatility (ann.) | 11.1% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.52 | 0.48 |
| Skew | 1.38 | 0.18 |
| Kurtosis | 73.54 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.28% |
| Expected Yearly % | 12.51% | 26.04% |
| Kelly Criterion | 5.4% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11398875:BTCUSD | 11398875:btcusd:triple_med_gx:lsma190_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 9.28 | -0.15 | + |
| 2023 | 155.54 | 10.19 | 0.07 | - |
| 2024 | 121.00 | 23.63 | 0.20 | - |
| 2025 | 16.76 | 7.64 | 0.46 | - |
| Metric | 11398875:btcusd:triple_med_gx:lsma190_125 | 11398875:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.22% | 31.46% |
| 6M | 7.64% | 12.77% |
| YTD | 7.64% | 16.76% |
| 1Y | 17.18% | 56.84% |
| 3Y (ann.) | 14.49% | 55.31% |
| 5Y (ann.) | 15.28% | 32.21% |
| Metric | 11398875:btcusd:triple_med_gx:lsma190_125 | 11398875:BTCUSD |
|---|---|---|
| Max Drawdown | -29.59% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -4.18% | -7.61% |
| Avg. Drawdown Days | 46.0 | 38.0 |
| Recovery Factor | 2.04 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -29.59 | 436 |
| 2024-05-18 | 2024-11-11 | -20.43 | 177 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2023-07-14 | 2024-03-20 | -11.03 | 250 |
| 2025-01-30 | 2025-05-08 | -10.53 | 97 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2024-12-01 | 2025-01-29 | -2.82 | 59 |
| 2024-03-21 | 2024-05-15 | -2.37 | 55 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11398875:btcusd:triple_med_gx:lsma190_125 | 11398875:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 25.8% | 43.77% |
| Worst Month | -20.87% | -37.12% |
| Best Year | 23.63% | 155.54% |
| Worst Year | 7.64% | -61.73% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.88% | -0.96% |
| Avg. Up Week | 5.54% | 7.27% |
| Avg. Down Week | -4.19% | -4.75% |
| Avg. Up Month | 8.19% | 11.97% |
| Avg. Down Month | -5.62% | -12.17% |
| Win Days % | 49.93% | 51.26% |
| Win Month % | 54.84% | 60.98% |
| Win Week % | 52.63% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |