| Metric | 11376116:btcusd:triple_med_gx:lsma200_45 | 11376116:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 21.37% | 202.75% |
| Max Drawdown | -24.61% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.27 | 0.64 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 31.49 | 3.5 |
| Outlier Loss Ratio | 4.55 | 3.46 |
| Volatility (ann.) | 10.49% | 26.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.24 | 0.57 |
| Skew | 0.15 | 0.18 |
| Kurtosis | 35.92 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.67% |
| Expected Yearly % | 4.96% | 31.91% |
| Kelly Criterion | 0.54% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11376116:BTCUSD | 11376116:btcusd:triple_med_gx:lsma200_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -8.94 | 0.15 | + |
| 2023 | 155.54 | -1.53 | -0.01 | - |
| 2024 | 121.00 | 29.87 | 0.25 | - |
| 2025 | 30.14 | 4.23 | 0.14 | - |
| Metric | 11376116:btcusd:triple_med_gx:lsma200_45 | 11376116:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 11.77% | 45.08% |
| 6M | 6.19% | 28.47% |
| YTD | 4.23% | 30.14% |
| 1Y | 8.82% | 105.13% |
| 3Y (ann.) | 10.21% | 81.7% |
| 5Y (ann.) | 5.87% | 38.55% |
| Metric | 11376116:btcusd:triple_med_gx:lsma200_45 | 11376116:BTCUSD |
|---|---|---|
| Max Drawdown | -24.61% | -67.18% |
| Longest DD Days | 689.0 | 683.0 |
| Avg. Drawdown | -5.27% | -7.05% |
| Avg. Drawdown Days | 71.0 | 37.0 |
| Recovery Factor | 0.87 | 3.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-04-25 | -24.61 | 689 |
| 2024-11-21 | 2025-07-14 | -12.36 | 234 |
| 2024-07-27 | 2024-09-26 | -9.75 | 60 |
| 2022-04-05 | 2022-06-05 | -8.03 | 61 |
| 2024-09-28 | 2024-11-21 | -7.52 | 53 |
| 2024-05-09 | 2024-05-20 | -6.35 | 11 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-07-21 | -5.02 | 61 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| Metric | 11376116:btcusd:triple_med_gx:lsma200_45 | 11376116:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -18.68% | -29.64% |
| Best Month | 20.09% | 43.77% |
| Worst Month | -16.99% | -37.12% |
| Best Year | 29.87% | 155.54% |
| Worst Year | -8.94% | -58.81% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.02% | 6.01% |
| Avg. Down Week | -3.1% | -5.4% |
| Avg. Up Month | 4.59% | 13.86% |
| Avg. Down Month | -5.06% | -12.22% |
| Win Days % | 46.81% | 51.34% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 53.54% | 51.38% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |