| Metric | 11404214:btcusd:triple_med_gx:lsma200_140 | 11404214:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 128.44% | 171.63% |
| Max Drawdown | -23.96% | -67.18% |
| Sharpe | 0.67 | 0.42 |
| Sortino | 1.15 | 0.61 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.89 | 0.69 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 42.77 | 3.51 |
| Outlier Loss Ratio | 3.59 | 3.17 |
| Volatility (ann.) | 10.12% | 26.27% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.18 | 0.53 |
| Skew | 3.73 | 0.19 |
| Kurtosis | 73.87 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.04% | 2.47% |
| Expected Yearly % | 22.94% | 28.38% |
| Kelly Criterion | 11.03% | 12.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11404214:BTCUSD | 11404214:btcusd:triple_med_gx:lsma200_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 10.62 | -0.18 | + |
| 2023 | 155.54 | 22.79 | 0.15 | - |
| 2024 | 121.00 | 54.27 | 0.45 | - |
| 2025 | 16.76 | 9.03 | 0.54 | - |
| Metric | 11404214:btcusd:triple_med_gx:lsma200_140 | 11404214:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.59% | 31.46% |
| 6M | 9.03% | 12.77% |
| YTD | 9.03% | 16.76% |
| 1Y | 50.28% | 56.84% |
| 3Y (ann.) | 23.37% | 55.31% |
| 5Y (ann.) | 28.38% | 35.28% |
| Metric | 11404214:btcusd:triple_med_gx:lsma200_140 | 11404214:BTCUSD |
|---|---|---|
| Max Drawdown | -23.96% | -67.18% |
| Longest DD Days | 448.0 | 683.0 |
| Avg. Drawdown | -3.18% | -7.41% |
| Avg. Drawdown Days | 34.0 | 38.0 |
| Recovery Factor | 5.36 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-21 | -23.96 | 448 |
| 2024-12-05 | 2025-04-22 | -9.41 | 138 |
| 2024-09-14 | 2024-11-06 | -8.16 | 53 |
| 2023-11-16 | 2024-05-20 | -7.56 | 186 |
| 2023-07-14 | 2023-10-16 | -6.24 | 94 |
| 2024-06-05 | 2024-08-08 | -5.22 | 63 |
| 2024-08-09 | 2024-09-09 | -5.21 | 31 |
| 2022-03-02 | 2022-03-27 | -4.79 | 25 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-18 | 2023-11-15 | -4.19 | 28 |
| Metric | 11404214:btcusd:triple_med_gx:lsma200_140 | 11404214:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -13.83% | -37.12% |
| Best Year | 54.27% | 155.54% |
| Worst Year | 9.03% | -58.81% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 5.1% | 7.3% |
| Avg. Down Week | -2.07% | -6.03% |
| Avg. Up Month | 7.42% | 15.63% |
| Avg. Down Month | -3.3% | -13.71% |
| Win Days % | 49.67% | 51.31% |
| Win Month % | 62.07% | 60.98% |
| Win Week % | 53.06% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |