| Metric | 11378225:btcusd:triple_med_gx:lsma200_55 | 11378225:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 31.34% | 202.75% |
| Max Drawdown | -24.53% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.35 | 0.64 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 31.68 | 3.45 |
| Outlier Loss Ratio | 4.48 | 3.46 |
| Volatility (ann.) | 10.38% | 26.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.34 | 0.57 |
| Skew | -0.0 | 0.18 |
| Kurtosis | 38.01 | 6.57 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.67% |
| Expected Yearly % | 7.05% | 31.91% |
| Kelly Criterion | 2.01% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.21% |
| Expected Shortfall (cVaR) | -0.89% | -2.21% |
| Year | 11378225:BTCUSD | 11378225:btcusd:triple_med_gx:lsma200_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -5.66 | 0.10 | + |
| 2023 | 155.54 | 3.77 | 0.02 | - |
| 2024 | 121.00 | 15.04 | 0.12 | - |
| 2025 | 30.14 | 16.62 | 0.55 | - |
| Metric | 11378225:btcusd:triple_med_gx:lsma200_55 | 11378225:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 14.19% | 45.08% |
| 6M | 15.78% | 28.47% |
| YTD | 16.62% | 30.14% |
| 1Y | 9.94% | 105.13% |
| 3Y (ann.) | 14.23% | 81.7% |
| 5Y (ann.) | 8.36% | 38.55% |
| Metric | 11378225:btcusd:triple_med_gx:lsma200_55 | 11378225:BTCUSD |
|---|---|---|
| Max Drawdown | -24.53% | -67.18% |
| Longest DD Days | 636.0 | 683.0 |
| Avg. Drawdown | -4.16% | -7.05% |
| Avg. Drawdown Days | 60.0 | 37.0 |
| Recovery Factor | 1.28 | 3.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-04 | -24.53 | 636 |
| 2024-05-27 | 2025-04-28 | -15.26 | 335 |
| 2022-04-05 | 2022-06-06 | -10.78 | 61 |
| 2024-03-11 | 2024-05-27 | -9.00 | 76 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-13 | 2025-07-02 | -2.74 | 49 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2022-03-31 | 2022-04-01 | -2.11 | 0 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11378225:btcusd:triple_med_gx:lsma200_55 | 11378225:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 8.53% | 35.75% |
| Worst Week | -18.68% | -29.64% |
| Best Month | 21.36% | 43.77% |
| Worst Month | -19.69% | -37.12% |
| Best Year | 16.62% | 155.54% |
| Worst Year | -5.66% | -58.81% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 3.34% | 5.17% |
| Avg. Down Week | -3.09% | -5.61% |
| Avg. Up Month | 5.19% | 15.41% |
| Avg. Down Month | -4.84% | -13.71% |
| Win Days % | 47.97% | 51.34% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 53.33% | 51.38% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |