| Metric | 11378392:btcusd:triple_med_gx:lsma200_55 | 11378392:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 32.52% | 202.75% |
| Max Drawdown | -31.56% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.36 | 0.64 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 32.69 | 3.55 |
| Outlier Loss Ratio | 4.19 | 3.47 |
| Volatility (ann.) | 10.57% | 26.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.27 | 0.57 |
| Skew | 0.13 | 0.18 |
| Kurtosis | 36.77 | 6.57 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.67% |
| Expected Yearly % | 7.29% | 31.91% |
| Kelly Criterion | 1.4% | 4.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11378392:BTCUSD | 11378392:btcusd:triple_med_gx:lsma200_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 1.59 | -0.03 | + |
| 2023 | 155.54 | -2.49 | -0.02 | - |
| 2024 | 121.00 | 14.55 | 0.12 | - |
| 2025 | 30.14 | 16.78 | 0.56 | - |
| Metric | 11378392:btcusd:triple_med_gx:lsma200_55 | 11378392:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 19.59% | 45.08% |
| 6M | 17.39% | 28.47% |
| YTD | 16.78% | 30.14% |
| 1Y | 13.45% | 105.13% |
| 3Y (ann.) | 19.56% | 81.7% |
| 5Y (ann.) | 8.64% | 38.55% |
| Metric | 11378392:btcusd:triple_med_gx:lsma200_55 | 11378392:BTCUSD |
|---|---|---|
| Max Drawdown | -31.56% | -67.18% |
| Longest DD Days | 414.0 | 683.0 |
| Avg. Drawdown | -5.75% | -7.05% |
| Avg. Drawdown Days | 68.0 | 37.0 |
| Recovery Factor | 1.03 | 3.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-20 | -31.56 | 228 |
| 2023-02-02 | 2024-03-08 | -18.66 | 399 |
| 2024-03-13 | 2025-05-01 | -17.93 | 414 |
| 2022-04-05 | 2022-05-30 | -9.01 | 55 |
| 2022-02-20 | 2022-04-05 | -7.33 | 44 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2023-01-21 | 2023-01-29 | -2.83 | 7 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11378392:btcusd:triple_med_gx:lsma200_55 | 11378392:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.29% | 35.75% |
| Worst Week | -22.86% | -29.64% |
| Best Month | 18.14% | 43.77% |
| Worst Month | -25.4% | -37.12% |
| Best Year | 16.78% | 155.54% |
| Worst Year | -2.49% | -58.81% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.95% | 5.17% |
| Avg. Down Week | -3.5% | -5.2% |
| Avg. Up Month | 6.88% | 16.99% |
| Avg. Down Month | -5.51% | -13.95% |
| Win Days % | 49.25% | 51.34% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 52.33% | 51.38% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |