| Metric | 11393803:btcusd:triple_med_gx:lsma200_110 | 11393803:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 26.61% | 171.63% |
| Max Drawdown | -30.58% | -67.18% |
| Sharpe | 0.21 | 0.42 |
| Sortino | 0.31 | 0.61 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 37.36 | 3.59 |
| Outlier Loss Ratio | 3.73 | 3.47 |
| Volatility (ann.) | 11.53% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.24 | 0.53 |
| Skew | 0.26 | 0.19 |
| Kurtosis | 59.85 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.47% |
| Expected Yearly % | 6.07% | 28.38% |
| Kelly Criterion | 2.01% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11393803:BTCUSD | 11393803:btcusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 4.50 | -0.08 | + |
| 2023 | 155.54 | 19.27 | 0.12 | - |
| 2024 | 121.00 | 3.29 | 0.03 | - |
| 2025 | 16.76 | -1.66 | -0.10 | - |
| Metric | 11393803:btcusd:triple_med_gx:lsma200_110 | 11393803:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.81% | 31.46% |
| 6M | -1.66% | 12.77% |
| YTD | -1.66% | 16.76% |
| 1Y | -15.88% | 56.84% |
| 3Y (ann.) | 11.32% | 55.31% |
| 5Y (ann.) | 7.39% | 35.28% |
| Metric | 11393803:btcusd:triple_med_gx:lsma200_110 | 11393803:BTCUSD |
|---|---|---|
| Max Drawdown | -30.58% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.86% | -7.41% |
| Avg. Drawdown Days | 46.0 | 38.0 |
| Recovery Factor | 0.87 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-20 | 2022-11-10 | -30.58 | 263 |
| 2024-06-07 | 2025-06-11 | -27.77 | 369 |
| 2023-02-02 | 2023-10-01 | -16.92 | 241 |
| 2024-03-18 | 2024-06-05 | -11.03 | 79 |
| 2023-10-02 | 2023-10-23 | -3.33 | 20 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-11 | 2023-12-18 | -2.16 | 37 |
| 2022-12-18 | 2022-12-20 | -2.05 | 2 |
| Metric | 11393803:btcusd:triple_med_gx:lsma200_110 | 11393803:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -22.05% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -22.05% | -37.12% |
| Best Year | 19.27% | 155.54% |
| Worst Year | -1.66% | -58.81% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 5.03% | 6.95% |
| Avg. Down Week | -5.53% | -5.54% |
| Avg. Up Month | 6.77% | 18.04% |
| Avg. Down Month | -7.09% | -15.28% |
| Win Days % | 49.4% | 51.31% |
| Win Month % | 61.76% | 60.98% |
| Win Week % | 58.06% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |