| Metric | 11393914:btcusd:triple_med_gx:lsma200_110 | 11393914:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 36.58% | 171.63% |
| Max Drawdown | -27.43% | -67.18% |
| Sharpe | 0.26 | 0.42 |
| Sortino | 0.38 | 0.61 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 34.66 | 3.63 |
| Outlier Loss Ratio | 3.81 | 3.58 |
| Volatility (ann.) | 11.93% | 26.27% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.36 | 0.53 |
| Skew | 0.94 | 0.19 |
| Kurtosis | 57.38 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.47% |
| Expected Yearly % | 8.11% | 28.38% |
| Kelly Criterion | 2.95% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.23% |
| Expected Shortfall (cVaR) | -1.02% | -2.23% |
| Year | 11393914:BTCUSD | 11393914:btcusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 7.05 | -0.12 | + |
| 2023 | 155.54 | 39.87 | 0.26 | - |
| 2024 | 121.00 | -3.30 | -0.03 | - |
| 2025 | 16.76 | -5.67 | -0.34 | - |
| Metric | 11393914:btcusd:triple_med_gx:lsma200_110 | 11393914:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.03% | 31.46% |
| 6M | -5.67% | 12.77% |
| YTD | -5.67% | 16.76% |
| 1Y | -9.66% | 56.84% |
| 3Y (ann.) | 12.37% | 55.31% |
| 5Y (ann.) | 9.89% | 35.28% |
| Metric | 11393914:btcusd:triple_med_gx:lsma200_110 | 11393914:BTCUSD |
|---|---|---|
| Max Drawdown | -27.43% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.12% | -7.41% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 1.33 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -27.43 | 463 |
| 2022-03-25 | 2022-11-10 | -27.18 | 230 |
| 2022-02-20 | 2022-03-22 | -13.59 | 30 |
| 2023-02-02 | 2023-06-22 | -11.96 | 139 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-27 | 2023-02-01 | -2.37 | 36 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-22 | 2023-07-12 | -2.21 | 20 |
| Metric | 11393914:btcusd:triple_med_gx:lsma200_110 | 11393914:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -19.16% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -21.53% | -37.12% |
| Best Year | 39.87% | 155.54% |
| Worst Year | -5.67% | -58.81% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.11% | 7.26% |
| Avg. Down Week | -3.28% | -5.02% |
| Avg. Up Month | 7.12% | 13.9% |
| Avg. Down Month | -5.53% | -13.11% |
| Win Days % | 49.72% | 51.31% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.0% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |