| Metric | 11430268:btcusd:triple_med_gx:lsma190_110 | 11430268:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 51.86% | 102.71% |
| Max Drawdown | -23.17% | -67.18% |
| Sharpe | 0.34 | 0.35 |
| Sortino | 0.51 | 0.5 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.45 | 1.03 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.26 | 0.97 |
| Outlier Win Ratio | 34.69 | 3.68 |
| Outlier Loss Ratio | 3.83 | 3.48 |
| Volatility (ann.) | 12.17% | 26.6% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.62 | 0.38 |
| Skew | 1.05 | 0.16 |
| Kurtosis | 54.95 | 6.3 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 1.88% |
| Expected Yearly % | 11.01% | 19.32% |
| Kelly Criterion | 3.87% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.27% |
| Expected Shortfall (cVaR) | -1.04% | -2.27% |
| Year | 11430268:BTCUSD | 11430268:btcusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.04 | -0.07 | + |
| 2023 | 155.54 | 38.30 | 0.25 | - |
| 2024 | 121.00 | 17.52 | 0.14 | - |
| 2025 | -6.21 | -10.20 | 1.64 | - |
| Metric | 11430268:btcusd:triple_med_gx:lsma190_110 | 11430268:BTCUSD |
|---|---|---|
| MTD | -0.05% | 3.86% |
| 3M | -10.2% | -7.61% |
| 6M | 0.5% | 38.23% |
| YTD | -10.2% | -6.21% |
| 1Y | -6.24% | 25.27% |
| 3Y (ann.) | 13.85% | 25.44% |
| 5Y (ann.) | 14.42% | 25.59% |
| Metric | 11430268:btcusd:triple_med_gx:lsma190_110 | 11430268:BTCUSD |
|---|---|---|
| Max Drawdown | -23.17% | -67.18% |
| Longest DD Days | 291.0 | 683.0 |
| Avg. Drawdown | -4.29% | -7.49% |
| Avg. Drawdown Days | 34.0 | 37.0 |
| Recovery Factor | 2.24 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-26 | -23.17 | 291 |
| 2022-10-26 | 2023-06-22 | -17.40 | 238 |
| 2022-06-08 | 2022-07-27 | -15.29 | 49 |
| 2022-02-18 | 2022-03-24 | -13.90 | 34 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2022-07-30 | 2022-09-27 | -6.72 | 58 |
| 2023-07-14 | 2023-10-23 | -6.16 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-03-27 | 2022-06-07 | -3.52 | 72 |
| Metric | 11430268:btcusd:triple_med_gx:lsma190_110 | 11430268:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.26% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 17.2% | 43.77% |
| Worst Month | -14.87% | -37.12% |
| Best Year | 38.3% | 155.54% |
| Worst Year | -10.2% | -61.73% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 5.55% | 7.22% |
| Avg. Down Week | -2.39% | -5.25% |
| Avg. Up Month | 8.73% | 13.78% |
| Avg. Down Month | -4.74% | -12.35% |
| Win Days % | 48.54% | 51.08% |
| Win Month % | 46.67% | 60.53% |
| Win Week % | 42.65% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |