| Metric | 11395386:btcusd:triple_med_gx:lsma200_115 | 11395386:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 39.27% | 171.63% |
| Max Drawdown | -27.31% | -67.18% |
| Sharpe | 0.28 | 0.42 |
| Sortino | 0.41 | 0.61 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 39.57 | 3.57 |
| Outlier Loss Ratio | 3.7 | 3.39 |
| Volatility (ann.) | 11.33% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.39 | 0.53 |
| Skew | 0.72 | 0.19 |
| Kurtosis | 65.79 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.47% |
| Expected Yearly % | 8.63% | 28.38% |
| Kelly Criterion | 4.07% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11395386:BTCUSD | 11395386:btcusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 10.61 | -0.18 | + |
| 2023 | 155.54 | 28.56 | 0.18 | - |
| 2024 | 121.00 | -3.32 | -0.03 | - |
| 2025 | 16.76 | 1.30 | 0.08 | - |
| Metric | 11395386:btcusd:triple_med_gx:lsma200_115 | 11395386:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.36% | 31.46% |
| 6M | 1.3% | 12.77% |
| YTD | 1.3% | 16.76% |
| 1Y | -13.56% | 56.84% |
| 3Y (ann.) | 14.38% | 55.31% |
| 5Y (ann.) | 10.54% | 35.28% |
| Metric | 11395386:btcusd:triple_med_gx:lsma200_115 | 11395386:BTCUSD |
|---|---|---|
| Max Drawdown | -27.31% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.18% | -7.41% |
| Avg. Drawdown Days | 49.0 | 38.0 |
| Recovery Factor | 1.44 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -27.31 | 463 |
| 2022-02-20 | 2022-10-25 | -24.93 | 247 |
| 2023-02-02 | 2023-10-06 | -15.75 | 245 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| 2023-11-11 | 2023-12-18 | -2.16 | 37 |
| 2023-10-08 | 2023-10-21 | -1.98 | 13 |
| 2022-12-21 | 2022-12-26 | -1.81 | 5 |
| Metric | 11395386:btcusd:triple_med_gx:lsma200_115 | 11395386:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -17.86% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -17.86% | -37.12% |
| Best Year | 28.56% | 155.54% |
| Worst Year | -3.32% | -58.81% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 4.57% | 7.99% |
| Avg. Down Week | -4.4% | -5.88% |
| Avg. Up Month | 6.7% | 17.66% |
| Avg. Down Month | -6.31% | -13.57% |
| Win Days % | 49.74% | 51.31% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 56.67% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |