| Metric | 11390792:btcusd:triple_med_gx:lsma200_100 | 11390792:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 19.55% | 172.24% |
| Max Drawdown | -33.88% | -67.18% |
| Sharpe | 0.17 | 0.42 |
| Sortino | 0.24 | 0.61 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 31.1 | 3.68 |
| Outlier Loss Ratio | 3.89 | 3.74 |
| Volatility (ann.) | 12.75% | 26.27% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.16 | 0.53 |
| Skew | 0.14 | 0.19 |
| Kurtosis | 47.6 | 6.48 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.47% |
| Expected Yearly % | 4.57% | 28.45% |
| Kelly Criterion | 1.17% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.23% |
| Expected Shortfall (cVaR) | -1.09% | -2.23% |
| Year | 11390792:BTCUSD | 11390792:btcusd:triple_med_gx:lsma200_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -5.90 | 0.10 | + |
| 2023 | 155.54 | 25.51 | 0.16 | - |
| 2024 | 121.00 | -1.69 | -0.01 | - |
| 2025 | 17.02 | 2.96 | 0.17 | - |
| Metric | 11390792:btcusd:triple_med_gx:lsma200_100 | 11390792:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.65% | 31.76% |
| 6M | 2.96% | 12.25% |
| YTD | 2.96% | 17.02% |
| 1Y | -12.9% | 57.19% |
| 3Y (ann.) | 4.41% | 55.42% |
| 5Y (ann.) | 5.55% | 35.37% |
| Metric | 11390792:btcusd:triple_med_gx:lsma200_100 | 11390792:BTCUSD |
|---|---|---|
| Max Drawdown | -33.88% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -6.83% | -7.41% |
| Avg. Drawdown Days | 69.0 | 38.0 |
| Recovery Factor | 0.58 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -33.88 | 450 |
| 2022-06-08 | 2022-10-26 | -25.05 | 140 |
| 2022-10-26 | 2023-10-20 | -19.90 | 358 |
| 2022-02-20 | 2022-03-24 | -13.59 | 32 |
| 2023-11-11 | 2023-12-20 | -6.31 | 39 |
| 2022-03-25 | 2022-06-06 | -5.92 | 73 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-12-22 | 2024-02-26 | -1.53 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11390792:btcusd:triple_med_gx:lsma200_100 | 11390792:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -21.46% | -29.64% |
| Best Month | 14.96% | 43.77% |
| Worst Month | -18.22% | -37.12% |
| Best Year | 25.51% | 155.54% |
| Worst Year | -5.9% | -58.81% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.49% | 6.99% |
| Avg. Down Week | -4.31% | -6.15% |
| Avg. Up Month | 7.41% | 16.68% |
| Avg. Down Month | -6.74% | -14.41% |
| Win Days % | 48.78% | 51.32% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 52.0% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |