| Metric | 11395497:btcusd:triple_med_gx:lsma200_115 | 11395497:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 57.07% | 171.63% |
| Max Drawdown | -26.46% | -67.18% |
| Sharpe | 0.35 | 0.42 |
| Sortino | 0.54 | 0.61 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 36.78 | 3.6 |
| Outlier Loss Ratio | 3.66 | 3.41 |
| Volatility (ann.) | 11.48% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.55 | 0.53 |
| Skew | 1.22 | 0.19 |
| Kurtosis | 63.4 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.47% |
| Expected Yearly % | 11.95% | 28.38% |
| Kelly Criterion | 5.15% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.23% |
| Expected Shortfall (cVaR) | -0.98% | -2.23% |
| Year | 11395497:BTCUSD | 11395497:btcusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 15.65 | -0.27 | + |
| 2023 | 155.54 | 28.32 | 0.18 | - |
| 2024 | 121.00 | 2.26 | 0.02 | - |
| 2025 | 16.76 | 3.50 | 0.21 | - |
| Metric | 11395497:btcusd:triple_med_gx:lsma200_115 | 11395497:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.14% | 31.46% |
| 6M | 3.5% | 12.77% |
| YTD | 3.5% | 16.76% |
| 1Y | -3.21% | 56.84% |
| 3Y (ann.) | 16.49% | 55.31% |
| 5Y (ann.) | 14.63% | 35.28% |
| Metric | 11395497:btcusd:triple_med_gx:lsma200_115 | 11395497:BTCUSD |
|---|---|---|
| Max Drawdown | -26.46% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -4.5% | -7.41% |
| Avg. Drawdown Days | 47.0 | 38.0 |
| Recovery Factor | 2.16 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -26.46 | 391 |
| 2022-03-25 | 2022-10-26 | -18.05 | 214 |
| 2022-02-20 | 2022-03-22 | -13.59 | 30 |
| 2023-02-02 | 2023-06-21 | -9.56 | 138 |
| 2024-03-05 | 2024-05-15 | -8.23 | 71 |
| 2023-11-11 | 2023-12-22 | -5.02 | 41 |
| 2023-10-08 | 2023-10-23 | -3.52 | 15 |
| 2022-10-26 | 2022-11-10 | -3.12 | 14 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11395497:btcusd:triple_med_gx:lsma200_115 | 11395497:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -15.91% | -37.12% |
| Best Year | 28.32% | 155.54% |
| Worst Year | 2.26% | -58.81% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 4.17% | 6.67% |
| Avg. Down Week | -3.15% | -5.39% |
| Avg. Up Month | 5.77% | 13.05% |
| Avg. Down Month | -4.73% | -12.33% |
| Win Days % | 50.73% | 51.31% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 55.56% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |