| Metric | 11402457:btcusd:triple_med_gx:lsma190_135 | 11402457:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 117.14% | 152.36% |
| Max Drawdown | -27.67% | -67.18% |
| Sharpe | 0.64 | 0.4 |
| Sortino | 1.03 | 0.58 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 1.65 | 1.06 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 43.98 | 3.44 |
| Outlier Loss Ratio | 3.5 | 3.12 |
| Volatility (ann.) | 9.94% | 26.27% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.95 | 0.48 |
| Skew | 2.37 | 0.18 |
| Kurtosis | 71.48 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.91% | 2.28% |
| Expected Yearly % | 21.39% | 26.04% |
| Kelly Criterion | 10.59% | 11.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.23% |
| Expected Shortfall (cVaR) | -0.84% | -2.23% |
| Year | 11402457:BTCUSD | 11402457:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 6.51 | -0.11 | + |
| 2023 | 155.54 | 19.57 | 0.13 | - |
| 2024 | 121.00 | 65.34 | 0.54 | - |
| 2025 | 16.76 | 3.13 | 0.19 | - |
| Metric | 11402457:btcusd:triple_med_gx:lsma190_135 | 11402457:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.27% | 31.46% |
| 6M | 3.13% | 12.77% |
| YTD | 3.13% | 16.76% |
| 1Y | 46.07% | 56.84% |
| 3Y (ann.) | 19.66% | 55.31% |
| 5Y (ann.) | 26.35% | 32.21% |
| Metric | 11402457:btcusd:triple_med_gx:lsma190_135 | 11402457:BTCUSD |
|---|---|---|
| Max Drawdown | -27.67% | -67.18% |
| Longest DD Days | 373.0 | 683.0 |
| Avg. Drawdown | -2.92% | -7.61% |
| Avg. Drawdown Days | 26.0 | 38.0 |
| Recovery Factor | 4.23 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-06-21 | -27.67 | 373 |
| 2024-12-05 | 2025-06-11 | -14.31 | 188 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-11-16 | 2024-02-27 | -8.30 | 103 |
| 2023-07-14 | 2023-11-15 | -5.63 | 124 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2024-09-06 | 2024-09-09 | -4.61 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-05-21 | 2024-06-04 | -3.26 | 14 |
| Metric | 11402457:btcusd:triple_med_gx:lsma190_135 | 11402457:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 15.24% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 28.12% | 43.77% |
| Worst Month | -23.81% | -37.12% |
| Best Year | 65.34% | 155.54% |
| Worst Year | 3.13% | -61.73% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.97% | 6.96% |
| Avg. Down Week | -2.53% | -7.17% |
| Avg. Up Month | 7.52% | 14.04% |
| Avg. Down Month | -5.04% | -14.22% |
| Win Days % | 49.92% | 51.26% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 58.49% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |