| Metric | 11395442:btcusd:triple_med_gx:lsma200_115 | 11395442:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 42.15% | 171.63% |
| Max Drawdown | -27.17% | -67.18% |
| Sharpe | 0.29 | 0.42 |
| Sortino | 0.43 | 0.61 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 37.44 | 3.59 |
| Outlier Loss Ratio | 3.64 | 3.43 |
| Volatility (ann.) | 11.62% | 26.27% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.41 | 0.53 |
| Skew | 1.05 | 0.19 |
| Kurtosis | 63.52 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.47% |
| Expected Yearly % | 9.19% | 28.38% |
| Kelly Criterion | 4.34% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11395442:BTCUSD | 11395442:btcusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 17.74 | -0.30 | + |
| 2023 | 155.54 | 24.64 | 0.16 | - |
| 2024 | 121.00 | -6.21 | -0.05 | - |
| 2025 | 16.76 | 3.29 | 0.20 | - |
| Metric | 11395442:btcusd:triple_med_gx:lsma200_115 | 11395442:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.53% | 31.46% |
| 6M | 3.29% | 12.77% |
| YTD | 3.29% | 16.76% |
| 1Y | -5.25% | 56.84% |
| 3Y (ann.) | 12.39% | 55.31% |
| 5Y (ann.) | 11.22% | 35.28% |
| Metric | 11395442:btcusd:triple_med_gx:lsma200_115 | 11395442:BTCUSD |
|---|---|---|
| Max Drawdown | -27.17% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.25% | -7.41% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 1.55 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -27.17 | 463 |
| 2022-03-25 | 2022-07-27 | -16.31 | 124 |
| 2022-02-20 | 2022-03-24 | -13.59 | 32 |
| 2023-02-02 | 2023-06-22 | -9.18 | 139 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2023-11-11 | 2024-03-04 | -6.85 | 114 |
| 2022-07-30 | 2022-09-27 | -5.96 | 58 |
| 2023-07-12 | 2023-09-18 | -2.63 | 67 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| Metric | 11395442:btcusd:triple_med_gx:lsma200_115 | 11395442:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -12.19% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -15.25% | -37.12% |
| Best Year | 24.64% | 155.54% |
| Worst Year | -6.21% | -58.81% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 4.41% | 7.45% |
| Avg. Down Week | -4.27% | -5.92% |
| Avg. Up Month | 7.31% | 12.95% |
| Avg. Down Month | -5.33% | -16.35% |
| Win Days % | 50.19% | 51.31% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 58.33% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |