| Metric | 11397115:btcusd:triple_med_gx:lsma200_120 | 11397115:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 37.17% | 171.63% |
| Max Drawdown | -23.92% | -67.18% |
| Sharpe | 0.27 | 0.42 |
| Sortino | 0.4 | 0.61 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.59 | 0.55 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 38.8 | 3.57 |
| Outlier Loss Ratio | 3.54 | 3.45 |
| Volatility (ann.) | 11.39% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.42 | 0.53 |
| Skew | 0.87 | 0.19 |
| Kurtosis | 65.84 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.47% |
| Expected Yearly % | 8.22% | 28.38% |
| Kelly Criterion | 2.84% | 2.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11397115:BTCUSD | 11397115:btcusd:triple_med_gx:lsma200_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -5.00 | 0.09 | + |
| 2023 | 155.54 | 19.01 | 0.12 | - |
| 2024 | 121.00 | 9.50 | 0.08 | - |
| 2025 | 16.76 | 10.81 | 0.65 | - |
| Metric | 11397115:btcusd:triple_med_gx:lsma200_120 | 11397115:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.76% | 31.46% |
| 6M | 10.81% | 12.77% |
| YTD | 10.81% | 16.76% |
| 1Y | 5.31% | 56.84% |
| 3Y (ann.) | 11.4% | 55.31% |
| 5Y (ann.) | 10.03% | 35.28% |
| Metric | 11397115:btcusd:triple_med_gx:lsma200_120 | 11397115:BTCUSD |
|---|---|---|
| Max Drawdown | -23.92% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.38% | -7.41% |
| Avg. Drawdown Days | 63.0 | 38.0 |
| Recovery Factor | 1.55 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-18 | -23.92 | 345 |
| 2022-03-25 | 2023-07-13 | -22.67 | 475 |
| 2022-02-20 | 2022-03-24 | -13.59 | 32 |
| 2024-03-05 | 2024-03-19 | -6.30 | 14 |
| 2023-11-11 | 2024-03-03 | -5.70 | 113 |
| 2023-10-08 | 2023-10-23 | -5.28 | 15 |
| 2024-03-19 | 2024-05-13 | -5.23 | 54 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11397115:btcusd:triple_med_gx:lsma200_120 | 11397115:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 35.75% |
| Worst Week | -19.16% | -29.64% |
| Best Month | 15.37% | 43.77% |
| Worst Month | -19.16% | -37.12% |
| Best Year | 19.01% | 155.54% |
| Worst Year | -5.0% | -58.81% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 4.64% | 7.25% |
| Avg. Down Week | -3.55% | -5.3% |
| Avg. Up Month | 5.79% | 14.1% |
| Avg. Down Month | -5.06% | -12.33% |
| Win Days % | 50.39% | 51.31% |
| Win Month % | 53.33% | 60.98% |
| Win Week % | 50.88% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |