| Metric | 11392362:btcusd:triple_med_gx:lsma200_105 | 11392362:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 55.33% | 171.63% |
| Max Drawdown | -30.95% | -67.18% |
| Sharpe | 0.33 | 0.42 |
| Sortino | 0.5 | 0.61 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 31.85 | 3.66 |
| Outlier Loss Ratio | 3.88 | 3.51 |
| Volatility (ann.) | 12.3% | 26.27% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.46 | 0.53 |
| Skew | 0.77 | 0.19 |
| Kurtosis | 53.42 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.47% |
| Expected Yearly % | 11.64% | 28.38% |
| Kelly Criterion | 3.61% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.23% |
| Expected Shortfall (cVaR) | -1.05% | -2.23% |
| Year | 11392362:BTCUSD | 11392362:btcusd:triple_med_gx:lsma200_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 5.18 | -0.09 | + |
| 2023 | 155.54 | 50.90 | 0.33 | - |
| 2024 | 121.00 | 3.40 | 0.03 | - |
| 2025 | 16.76 | -5.35 | -0.32 | - |
| Metric | 11392362:btcusd:triple_med_gx:lsma200_105 | 11392362:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.87% | 31.46% |
| 6M | -5.35% | 12.77% |
| YTD | -5.35% | 16.76% |
| 1Y | -14.59% | 56.84% |
| 3Y (ann.) | 16.94% | 55.31% |
| 5Y (ann.) | 14.24% | 35.28% |
| Metric | 11392362:btcusd:triple_med_gx:lsma200_105 | 11392362:BTCUSD |
|---|---|---|
| Max Drawdown | -30.95% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.01% | -7.41% |
| Avg. Drawdown Days | 34.0 | 38.0 |
| Recovery Factor | 1.79 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2022-12-26 | -30.95 | 263 |
| 2024-06-07 | 2025-06-11 | -26.92 | 369 |
| 2022-02-20 | 2022-03-19 | -13.59 | 27 |
| 2024-03-05 | 2024-05-27 | -12.52 | 83 |
| 2023-02-02 | 2023-06-06 | -8.18 | 124 |
| 2023-06-07 | 2023-06-21 | -6.42 | 14 |
| 2023-11-11 | 2023-12-20 | -5.29 | 39 |
| 2024-05-27 | 2024-06-04 | -3.47 | 7 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| Metric | 11392362:btcusd:triple_med_gx:lsma200_105 | 11392362:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -23.28% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -27.54% | -37.12% |
| Best Year | 50.9% | 155.54% |
| Worst Year | -5.35% | -58.81% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.35% | 6.58% |
| Avg. Down Week | -3.23% | -4.74% |
| Avg. Up Month | 6.74% | 17.03% |
| Avg. Down Month | -6.32% | -12.18% |
| Win Days % | 49.43% | 51.31% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 49.35% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |