| Metric | 11393858:btcusd:triple_med_gx:lsma200_110 | 11393858:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 58.1% | 171.63% |
| Max Drawdown | -26.47% | -67.18% |
| Sharpe | 0.35 | 0.42 |
| Sortino | 0.53 | 0.61 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 34.64 | 3.61 |
| Outlier Loss Ratio | 3.76 | 3.44 |
| Volatility (ann.) | 11.87% | 26.27% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.56 | 0.53 |
| Skew | 1.1 | 0.19 |
| Kurtosis | 58.88 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.12% | 2.47% |
| Expected Yearly % | 12.13% | 28.38% |
| Kelly Criterion | 5.15% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.23% |
| Expected Shortfall (cVaR) | -1.01% | -2.23% |
| Year | 11393858:BTCUSD | 11393858:btcusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 19.11 | -0.32 | + |
| 2023 | 155.54 | 30.89 | 0.20 | - |
| 2024 | 121.00 | -0.05 | -0.00 | - |
| 2025 | 16.76 | 1.46 | 0.09 | - |
| Metric | 11393858:btcusd:triple_med_gx:lsma200_110 | 11393858:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.72% | 31.46% |
| 6M | 1.46% | 12.77% |
| YTD | 1.46% | 16.76% |
| 1Y | -10.94% | 56.84% |
| 3Y (ann.) | 15.28% | 55.31% |
| 5Y (ann.) | 14.86% | 35.28% |
| Metric | 11393858:btcusd:triple_med_gx:lsma200_110 | 11393858:BTCUSD |
|---|---|---|
| Max Drawdown | -26.47% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.04% | -7.41% |
| Avg. Drawdown Days | 36.0 | 38.0 |
| Recovery Factor | 2.19 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.47 | 463 |
| 2022-06-08 | 2022-07-27 | -16.31 | 49 |
| 2023-02-02 | 2023-10-04 | -13.73 | 244 |
| 2022-02-20 | 2022-03-24 | -13.59 | 32 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2022-08-08 | 2022-09-27 | -6.83 | 49 |
| 2023-11-11 | 2023-12-20 | -5.03 | 39 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2022-04-07 | 2022-06-07 | -3.44 | 61 |
| Metric | 11393858:btcusd:triple_med_gx:lsma200_110 | 11393858:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -12.19% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -17.28% | -37.12% |
| Best Year | 30.89% | 155.54% |
| Worst Year | -0.05% | -58.81% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.75% | 8.06% |
| Avg. Down Week | -3.21% | -5.35% |
| Avg. Up Month | 7.37% | 18.41% |
| Avg. Down Month | -4.51% | -13.68% |
| Win Days % | 49.71% | 51.31% |
| Win Month % | 55.88% | 60.98% |
| Win Week % | 55.07% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |