| Metric | 11404212:btcusd:triple_med_gx:lsma190_140 | 11404212:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 94.35% | 152.36% |
| Max Drawdown | -25.38% | -67.18% |
| Sharpe | 0.58 | 0.4 |
| Sortino | 0.96 | 0.58 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 0.8 | 0.99 |
| Outlier Win Ratio | 48.28 | 3.37 |
| Outlier Loss Ratio | 3.51 | 3.11 |
| Volatility (ann.) | 9.39% | 26.27% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.87 | 0.48 |
| Skew | 3.27 | 0.18 |
| Kurtosis | 78.45 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.63% | 2.28% |
| Expected Yearly % | 18.07% | 26.04% |
| Kelly Criterion | 9.56% | 11.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11404212:BTCUSD | 11404212:btcusd:triple_med_gx:lsma190_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 13.95 | -0.23 | + |
| 2023 | 155.54 | 16.45 | 0.11 | - |
| 2024 | 121.00 | 42.05 | 0.35 | - |
| 2025 | 16.76 | 3.11 | 0.19 | - |
| Metric | 11404212:btcusd:triple_med_gx:lsma190_140 | 11404212:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.42% | 31.46% |
| 6M | 3.11% | 12.77% |
| YTD | 3.11% | 16.76% |
| 1Y | 30.87% | 56.84% |
| 3Y (ann.) | 14.47% | 55.31% |
| 5Y (ann.) | 22.19% | 32.21% |
| Metric | 11404212:btcusd:triple_med_gx:lsma190_140 | 11404212:BTCUSD |
|---|---|---|
| Max Drawdown | -25.38% | -67.18% |
| Longest DD Days | 449.0 | 683.0 |
| Avg. Drawdown | -3.37% | -7.61% |
| Avg. Drawdown Days | 46.0 | 38.0 |
| Recovery Factor | 3.72 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-21 | -25.38 | 449 |
| 2024-12-05 | 2025-06-11 | -12.14 | 188 |
| 2023-07-14 | 2024-05-20 | -9.50 | 311 |
| 2024-06-05 | 2024-09-11 | -6.57 | 97 |
| 2024-10-08 | 2024-10-11 | -5.08 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-05-21 | 2024-06-04 | -2.59 | 14 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11404212:btcusd:triple_med_gx:lsma190_140 | 11404212:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -11.62% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -19.69% | -37.12% |
| Best Year | 42.05% | 155.54% |
| Worst Year | 3.11% | -61.73% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.34% | 7.77% |
| Avg. Down Week | -2.25% | -6.47% |
| Avg. Up Month | 7.13% | 13.59% |
| Avg. Down Month | -5.17% | -13.62% |
| Win Days % | 49.25% | 51.26% |
| Win Month % | 70.0% | 60.98% |
| Win Week % | 61.22% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |