| Metric | 11402236:btcusd:triple_med_gx:lsma200_135 | 11402236:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 67.64% | 171.63% |
| Max Drawdown | -22.58% | -67.18% |
| Sharpe | 0.44 | 0.42 |
| Sortino | 0.68 | 0.61 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 47.15 | 3.36 |
| Outlier Loss Ratio | 3.41 | 3.12 |
| Volatility (ann.) | 10.0% | 26.27% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.75 | 0.53 |
| Skew | 1.44 | 0.19 |
| Kurtosis | 95.81 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.47% |
| Expected Yearly % | 13.79% | 28.38% |
| Kelly Criterion | 8.25% | 6.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11402236:BTCUSD | 11402236:btcusd:triple_med_gx:lsma200_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 8.61 | -0.15 | + |
| 2023 | 155.54 | 11.93 | 0.08 | - |
| 2024 | 121.00 | 23.59 | 0.19 | - |
| 2025 | 16.76 | 11.57 | 0.69 | - |
| Metric | 11402236:btcusd:triple_med_gx:lsma200_135 | 11402236:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.96% | 31.46% |
| 6M | 11.57% | 12.77% |
| YTD | 11.57% | 16.76% |
| 1Y | 27.58% | 56.84% |
| 3Y (ann.) | 14.9% | 55.31% |
| 5Y (ann.) | 16.91% | 35.28% |
| Metric | 11402236:btcusd:triple_med_gx:lsma200_135 | 11402236:BTCUSD |
|---|---|---|
| Max Drawdown | -22.58% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.18% | -7.41% |
| Avg. Drawdown Days | 40.0 | 38.0 |
| Recovery Factor | 3.0 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -22.58 | 436 |
| 2024-06-07 | 2024-11-10 | -18.67 | 156 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-12-22 | -8.57 | 161 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2023-12-22 | 2024-03-20 | -2.92 | 89 |
| 2024-12-01 | 2025-02-06 | -2.82 | 66 |
| 2025-04-13 | 2025-05-18 | -2.81 | 35 |
| 2025-02-06 | 2025-04-09 | -2.63 | 62 |
| Metric | 11402236:btcusd:triple_med_gx:lsma200_135 | 11402236:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 29.78% | 43.77% |
| Worst Month | -14.21% | -37.12% |
| Best Year | 23.59% | 155.54% |
| Worst Year | 8.61% | -58.81% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 5.29% | 6.91% |
| Avg. Down Week | -2.92% | -4.81% |
| Avg. Up Month | 7.91% | 14.2% |
| Avg. Down Month | -4.11% | -11.34% |
| Win Days % | 50.86% | 51.31% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 46.94% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |