| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 78.37% | 121.06% |
| Max Drawdown | -24.09% | -67.18% |
| Sharpe | 0.44 | 0.34 |
| Sortino | 0.7 | 0.48 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.28 | 1.03 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 43.87 | 3.49 |
| Outlier Loss Ratio | 3.64 | 3.22 |
| Volatility (ann.) | 9.8% | 25.41% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.69 | 0.35 |
| Skew | 2.09 | 0.17 |
| Kurtosis | 69.35 | 6.73 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.27% | 1.74% |
| Expected Yearly % | 15.57% | 21.93% |
| Kelly Criterion | 5.89% | 10.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.16% |
| Expected Shortfall (cVaR) | -0.83% | -2.16% |
| Year | 11438822:BTCUSD | 11438822:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 6.86 | -0.11 | + |
| 2023 | 155.54 | 17.52 | 0.11 | - |
| 2024 | 121.00 | 75.33 | 0.62 | - |
| 2025 | 2.28 | -18.99 | -8.34 | - |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| MTD | -7.84% | -12.85% |
| 3M | -10.67% | -18.73% |
| 6M | -11.58% | -7.45% |
| YTD | -18.99% | 2.28% |
| 1Y | -16.48% | 5.34% |
| 3Y (ann.) | 19.42% | 78.97% |
| 5Y (ann.) | 16.68% | 23.55% |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Max Drawdown | -24.09% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.23% | -7.92% |
| Avg. Drawdown Days | 39.0 | 37.0 |
| Recovery Factor | 3.25 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -24.09 | 436 |
| 2024-12-05 | 2025-11-17 | -22.36 | 346 |
| 2023-07-14 | 2024-03-11 | -9.75 | 241 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2024-09-14 | 2024-10-12 | -5.45 | 28 |
| 2024-06-05 | 2024-08-07 | -5.22 | 62 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-11-13 | 2024-12-05 | -3.38 | 21 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2022-03-02 | 2022-03-27 | -2.82 | 25 |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 17.83% | 43.77% |
| Worst Month | -23.28% | -37.12% |
| Best Year | 75.33% | 155.54% |
| Worst Year | -18.99% | -61.73% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.17% | 8.09% |
| Avg. Down Week | -2.81% | -5.63% |
| Avg. Up Month | 6.73% | 14.3% |
| Avg. Down Month | -6.01% | -13.73% |
| Win Days % | 48.04% | 51.44% |
| Win Month % | 62.86% | 58.7% |
| Win Week % | 56.72% | 50.0% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |