| Metric | 11402515:btcusd:triple_med_gx:lsma200_135 | 11402515:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 110.24% | 171.63% |
| Max Drawdown | -21.14% | -67.18% |
| Sharpe | 0.59 | 0.42 |
| Sortino | 1.0 | 0.61 |
| Payoff Ratio | 1.29 | 1.2 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.9 | 1.07 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 40.2 | 3.55 |
| Outlier Loss Ratio | 3.68 | 3.24 |
| Volatility (ann.) | 10.5% | 26.27% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.19 | 0.53 |
| Skew | 3.56 | 0.19 |
| Kurtosis | 67.12 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.83% | 2.47% |
| Expected Yearly % | 20.41% | 28.38% |
| Kelly Criterion | 8.68% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.23% |
| Expected Shortfall (cVaR) | -0.89% | -2.23% |
| Year | 11402515:BTCUSD | 11402515:btcusd:triple_med_gx:lsma200_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 13.89 | -0.24 | + |
| 2023 | 155.54 | 20.02 | 0.13 | - |
| 2024 | 121.00 | 55.78 | 0.46 | - |
| 2025 | 16.76 | -1.26 | -0.07 | - |
| Metric | 11402515:btcusd:triple_med_gx:lsma200_135 | 11402515:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.85% | 31.46% |
| 6M | -1.26% | 12.77% |
| YTD | -1.26% | 16.76% |
| 1Y | 39.06% | 56.84% |
| 3Y (ann.) | 18.78% | 55.31% |
| 5Y (ann.) | 25.2% | 35.28% |
| Metric | 11402515:btcusd:triple_med_gx:lsma200_135 | 11402515:BTCUSD |
|---|---|---|
| Max Drawdown | -21.14% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.26% | -7.41% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 5.22 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -21.14 | 476 |
| 2024-12-05 | 2025-06-11 | -11.78 | 188 |
| 2024-09-14 | 2024-11-06 | -8.21 | 53 |
| 2023-11-16 | 2024-03-11 | -7.72 | 116 |
| 2023-07-14 | 2023-10-16 | -6.24 | 94 |
| 2024-06-05 | 2024-08-08 | -4.93 | 63 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-11 | 2024-05-20 | -3.58 | 70 |
| 2023-10-17 | 2023-11-15 | -3.31 | 29 |
| 2024-08-09 | 2024-09-09 | -2.78 | 31 |
| Metric | 11402515:btcusd:triple_med_gx:lsma200_135 | 11402515:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -10.9% | -37.12% |
| Best Year | 55.78% | 155.54% |
| Worst Year | -1.26% | -58.81% |
| Avg. Up Day | 1.06% | 1.06% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 4.37% | 7.28% |
| Avg. Down Week | -2.23% | -5.84% |
| Avg. Up Month | 6.32% | 14.68% |
| Avg. Down Month | -3.55% | -13.86% |
| Win Days % | 48.6% | 51.31% |
| Win Month % | 63.33% | 60.98% |
| Win Week % | 53.57% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |