| Metric | 11379350:btcusd:triple_med_gx:lsma200_60 | 11379350:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 16.96% | 202.75% |
| Max Drawdown | -23.55% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.24 | 0.64 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 33.51 | 3.41 |
| Outlier Loss Ratio | 4.44 | 3.45 |
| Volatility (ann.) | 10.03% | 26.05% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.2 | 0.57 |
| Skew | 0.18 | 0.18 |
| Kurtosis | 38.32 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.67% |
| Expected Yearly % | 4.0% | 31.91% |
| Kelly Criterion | 0.51% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.21% |
| Expected Shortfall (cVaR) | -0.86% | -2.21% |
| Year | 11379350:BTCUSD | 11379350:btcusd:triple_med_gx:lsma200_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -9.41 | 0.16 | + |
| 2023 | 155.54 | -3.07 | -0.02 | - |
| 2024 | 121.00 | 24.77 | 0.20 | - |
| 2025 | 30.14 | 6.76 | 0.22 | - |
| Metric | 11379350:btcusd:triple_med_gx:lsma200_60 | 11379350:BTCUSD |
|---|---|---|
| MTD | 4.33% | 13.36% |
| 3M | 16.75% | 45.08% |
| 6M | 6.76% | 28.47% |
| YTD | 6.76% | 30.14% |
| 1Y | 3.58% | 105.13% |
| 3Y (ann.) | 9.82% | 81.7% |
| 5Y (ann.) | 4.72% | 38.55% |
| Metric | 11379350:btcusd:triple_med_gx:lsma200_60 | 11379350:BTCUSD |
|---|---|---|
| Max Drawdown | -23.55% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -4.47% | -7.05% |
| Avg. Drawdown Days | 68.0 | 37.0 |
| Recovery Factor | 0.72 | 3.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-08 | 2024-03-11 | -23.55 | 642 |
| 2024-07-31 | 2025-07-14 | -16.33 | 347 |
| 2022-04-05 | 2022-06-06 | -12.05 | 62 |
| 2024-05-27 | 2024-07-29 | -7.73 | 62 |
| 2024-05-10 | 2024-05-15 | -5.32 | 5 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2022-03-05 | 2022-04-01 | -2.11 | 27 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-05-26 | 2024-05-27 | -1.29 | 1 |
| 2024-05-23 | 2024-05-24 | -1.17 | 0 |
| Metric | 11379350:btcusd:triple_med_gx:lsma200_60 | 11379350:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -18.68% | -29.64% |
| Best Month | 17.92% | 43.77% |
| Worst Month | -14.65% | -37.12% |
| Best Year | 24.77% | 155.54% |
| Worst Year | -9.41% | -58.81% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 3.46% | 5.48% |
| Avg. Down Week | -3.08% | -5.13% |
| Avg. Up Month | 4.69% | 14.84% |
| Avg. Down Month | -3.79% | -11.77% |
| Win Days % | 48.03% | 51.34% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 49.41% | 51.38% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |