| Metric | 11395553:btcusd:triple_med_gx:lsma200_115 | 11395553:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 77.69% | 195.68% |
| Max Drawdown | -24.1% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.66 | 0.63 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 35.55 | 3.63 |
| Outlier Loss Ratio | 3.73 | 3.45 |
| Volatility (ann.) | 11.42% | 26.04% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.76 | 0.56 |
| Skew | 1.33 | 0.18 |
| Kurtosis | 62.23 | 6.57 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.61% |
| Expected Yearly % | 15.46% | 31.13% |
| Kelly Criterion | 6.05% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11395553:BTCUSD | 11395553:btcusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 5.29 | -0.09 | + |
| 2023 | 155.54 | 26.29 | 0.17 | - |
| 2024 | 121.00 | 24.65 | 0.20 | - |
| 2025 | 27.10 | 7.21 | 0.27 | - |
| Metric | 11395553:btcusd:triple_med_gx:lsma200_115 | 11395553:BTCUSD |
|---|---|---|
| MTD | -1.41% | 10.71% |
| 3M | 8.93% | 41.88% |
| 6M | 7.21% | 22.91% |
| YTD | 7.21% | 27.1% |
| 1Y | 11.15% | 82.29% |
| 3Y (ann.) | 25.9% | 77.48% |
| 5Y (ann.) | 18.39% | 37.49% |
| Metric | 11395553:btcusd:triple_med_gx:lsma200_115 | 11395553:BTCUSD |
|---|---|---|
| Max Drawdown | -24.1% | -67.18% |
| Longest DD Days | 201.0 | 683.0 |
| Avg. Drawdown | -4.2% | -7.16% |
| Avg. Drawdown Days | 33.0 | 37.0 |
| Recovery Factor | 3.22 | 2.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-11 | -24.10 | 164 |
| 2022-04-08 | 2022-10-26 | -17.52 | 201 |
| 2025-02-06 | 2025-05-08 | -14.73 | 91 |
| 2022-02-20 | 2022-03-24 | -13.59 | 32 |
| 2022-12-27 | 2023-06-21 | -11.96 | 176 |
| 2023-07-14 | 2023-10-23 | -7.21 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2022-10-26 | 2022-11-10 | -5.79 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.02 | 34 |
| Metric | 11395553:btcusd:triple_med_gx:lsma200_115 | 11395553:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 19.59% | 43.77% |
| Worst Month | -14.46% | -37.12% |
| Best Year | 26.29% | 155.54% |
| Worst Year | 5.29% | -58.81% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.1% | 7.11% |
| Avg. Down Week | -2.43% | -4.41% |
| Avg. Up Month | 7.1% | 13.29% |
| Avg. Down Month | -4.51% | -11.23% |
| Win Days % | 50.98% | 51.33% |
| Win Month % | 56.25% | 61.9% |
| Win Week % | 47.06% | 51.38% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |