| Metric | 11393970:btcusd:triple_med_gx:lsma200_110 | 11393970:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 83.42% | 171.63% |
| Max Drawdown | -22.83% | -67.18% |
| Sharpe | 0.45 | 0.42 |
| Sortino | 0.68 | 0.61 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 33.1 | 3.68 |
| Outlier Loss Ratio | 3.8 | 3.5 |
| Volatility (ann.) | 11.87% | 26.27% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.88 | 0.53 |
| Skew | 1.21 | 0.19 |
| Kurtosis | 55.38 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.49% | 2.47% |
| Expected Yearly % | 16.37% | 28.38% |
| Kelly Criterion | 6.44% | 6.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.23% |
| Expected Shortfall (cVaR) | -1.01% | -2.23% |
| Year | 11393970:BTCUSD | 11393970:btcusd:triple_med_gx:lsma200_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 9.90 | -0.17 | + |
| 2023 | 155.54 | 38.98 | 0.25 | - |
| 2024 | 121.00 | 23.98 | 0.20 | - |
| 2025 | 16.76 | -3.14 | -0.19 | - |
| Metric | 11393970:btcusd:triple_med_gx:lsma200_110 | 11393970:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.41% | 31.46% |
| 6M | -3.14% | 12.77% |
| YTD | -3.14% | 16.76% |
| 1Y | -1.18% | 56.84% |
| 3Y (ann.) | 26.38% | 55.31% |
| 5Y (ann.) | 20.13% | 35.28% |
| Metric | 11393970:btcusd:triple_med_gx:lsma200_110 | 11393970:BTCUSD |
|---|---|---|
| Max Drawdown | -22.83% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -3.37% | -7.41% |
| Avg. Drawdown Days | 32.0 | 38.0 |
| Recovery Factor | 3.65 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -22.83 | 369 |
| 2022-03-27 | 2022-10-26 | -21.09 | 212 |
| 2022-02-20 | 2022-03-22 | -13.59 | 30 |
| 2023-02-02 | 2023-06-20 | -10.22 | 138 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -5.03 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-12-22 | 2024-03-04 | -3.25 | 73 |
| 2024-03-21 | 2024-05-13 | -2.70 | 53 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| Metric | 11393970:btcusd:triple_med_gx:lsma200_110 | 11393970:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -15.78% | -37.12% |
| Best Year | 38.98% | 155.54% |
| Worst Year | -3.14% | -58.81% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.99% | 6.54% |
| Avg. Down Week | -2.65% | -4.63% |
| Avg. Up Month | 8.09% | 13.62% |
| Avg. Down Month | -5.4% | -11.74% |
| Win Days % | 50.87% | 51.31% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 52.31% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |