| Metric | 11405942:btcusd:triple_med_gx:lsma190_145 | 11405942:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 86.58% | 174.71% |
| Max Drawdown | -22.24% | -67.18% |
| Sharpe | 0.61 | 0.41 |
| Sortino | 1.03 | 0.6 |
| Payoff Ratio | 1.37 | 1.26 |
| Profit Factor | 1.41 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.95 | 0.69 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 59.27 | 3.25 |
| Outlier Loss Ratio | 3.66 | 2.94 |
| Volatility (ann.) | 8.05% | 26.04% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.9 | 0.51 |
| Skew | 3.93 | 0.18 |
| Kurtosis | 100.67 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.44% |
| Expected Yearly % | 16.87% | 28.74% |
| Kelly Criterion | 12.06% | 12.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.21% |
| Expected Shortfall (cVaR) | -0.68% | -2.21% |
| Year | 11405942:BTCUSD | 11405942:btcusd:triple_med_gx:lsma190_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 21.54 | -0.35 | + |
| 2023 | 155.54 | 12.66 | 0.08 | - |
| 2024 | 121.00 | 21.92 | 0.18 | - |
| 2025 | 27.10 | 11.76 | 0.43 | - |
| Metric | 11405942:btcusd:triple_med_gx:lsma190_145 | 11405942:BTCUSD |
|---|---|---|
| MTD | 2.51% | 10.71% |
| 3M | 12.74% | 41.88% |
| 6M | 11.76% | 22.91% |
| YTD | 11.76% | 27.1% |
| 1Y | 39.96% | 82.29% |
| 3Y (ann.) | 21.94% | 77.48% |
| 5Y (ann.) | 20.06% | 34.48% |
| Metric | 11405942:btcusd:triple_med_gx:lsma190_145 | 11405942:BTCUSD |
|---|---|---|
| Max Drawdown | -22.24% | -67.18% |
| Longest DD Days | 486.0 | 683.0 |
| Avg. Drawdown | -3.03% | -7.35% |
| Avg. Drawdown Days | 52.0 | 37.0 |
| Recovery Factor | 3.89 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-17 | -22.24 | 444 |
| 2023-07-14 | 2024-11-11 | -15.15 | 486 |
| 2024-12-05 | 2025-02-03 | -6.56 | 60 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-02-04 | 2025-04-22 | -4.16 | 77 |
| 2025-05-19 | 2025-07-06 | -3.29 | 48 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2025-05-12 | 2025-05-13 | -1.61 | 1 |
| 2023-06-17 | 2023-06-19 | -1.24 | 2 |
| 2025-07-07 | 2025-07-09 | -1.16 | 2 |
| Metric | 11405942:btcusd:triple_med_gx:lsma190_145 | 11405942:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 21.36% | 43.77% |
| Worst Month | -15.67% | -37.12% |
| Best Year | 21.92% | 155.54% |
| Worst Year | 11.76% | -61.73% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 4.76% | 6.64% |
| Avg. Down Week | -2.94% | -5.94% |
| Avg. Up Month | 7.71% | 10.79% |
| Avg. Down Month | -3.84% | -12.77% |
| Win Days % | 49.13% | 51.29% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 59.52% | 51.1% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |