| Metric | 11395276:btcusd:triple_med_gx:lsma200_115 | 11395276:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 30.32% | 171.63% |
| Max Drawdown | -33.32% | -67.18% |
| Sharpe | 0.25 | 0.42 |
| Sortino | 0.36 | 0.61 |
| Payoff Ratio | 1.13 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 43.3 | 3.4 |
| Outlier Loss Ratio | 3.73 | 3.32 |
| Volatility (ann.) | 10.36% | 26.27% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.25 | 0.53 |
| Skew | 0.43 | 0.19 |
| Kurtosis | 78.65 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.47% |
| Expected Yearly % | 6.85% | 28.38% |
| Kelly Criterion | 3.72% | 4.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.23% |
| Expected Shortfall (cVaR) | -0.89% | -2.23% |
| Year | 11395276:BTCUSD | 11395276:btcusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 1.80 | -0.03 | + |
| 2023 | 155.54 | 12.06 | 0.08 | - |
| 2024 | 121.00 | 3.62 | 0.03 | - |
| 2025 | 16.76 | 10.25 | 0.61 | - |
| Metric | 11395276:btcusd:triple_med_gx:lsma200_115 | 11395276:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.03% | 31.46% |
| 6M | 10.25% | 12.77% |
| YTD | 10.25% | 16.76% |
| 1Y | -10.47% | 56.84% |
| 3Y (ann.) | 11.05% | 55.31% |
| 5Y (ann.) | 8.34% | 35.28% |
| Metric | 11395276:btcusd:triple_med_gx:lsma200_115 | 11395276:BTCUSD |
|---|---|---|
| Max Drawdown | -33.32% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -5.11% | -7.41% |
| Avg. Drawdown Days | 65.0 | 38.0 |
| Recovery Factor | 0.91 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -33.32 | 369 |
| 2022-02-20 | 2022-10-26 | -21.66 | 248 |
| 2023-02-02 | 2023-10-02 | -9.52 | 241 |
| 2022-11-09 | 2023-02-01 | -6.25 | 84 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-03-18 | 2024-05-13 | -3.07 | 56 |
| 2024-05-14 | 2024-06-04 | -3.06 | 21 |
| 2023-10-02 | 2023-10-21 | -2.83 | 19 |
| 2023-12-19 | 2024-02-26 | -2.62 | 69 |
| 2023-10-21 | 2023-11-07 | -2.12 | 17 |
| Metric | 11395276:btcusd:triple_med_gx:lsma200_115 | 11395276:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -16.91% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -18.9% | -37.12% |
| Best Year | 12.06% | 155.54% |
| Worst Year | 1.8% | -58.81% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 3.93% | 6.06% |
| Avg. Down Week | -3.86% | -6.35% |
| Avg. Up Month | 6.31% | 17.64% |
| Avg. Down Month | -5.45% | -14.46% |
| Win Days % | 48.85% | 51.31% |
| Win Month % | 55.88% | 60.98% |
| Win Week % | 61.02% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |