| Metric | 11397171:btcusd:triple_med_gx:lsma200_120 | 11397171:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 95.48% | 171.63% |
| Max Drawdown | -21.09% | -67.18% |
| Sharpe | 0.5 | 0.42 |
| Sortino | 0.78 | 0.61 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.47 | 1.0 |
| Outlier Win Ratio | 35.81 | 3.61 |
| Outlier Loss Ratio | 3.67 | 3.43 |
| Volatility (ann.) | 11.51% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.07 | 0.53 |
| Skew | 1.49 | 0.19 |
| Kurtosis | 62.23 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.65% | 2.47% |
| Expected Yearly % | 18.24% | 28.38% |
| Kelly Criterion | 7.55% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.23% |
| Expected Shortfall (cVaR) | -0.98% | -2.23% |
| Year | 11397171:BTCUSD | 11397171:btcusd:triple_med_gx:lsma200_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 15.31 | -0.26 | + |
| 2023 | 155.54 | 20.67 | 0.13 | - |
| 2024 | 121.00 | 30.08 | 0.25 | - |
| 2025 | 16.76 | 8.00 | 0.48 | - |
| Metric | 11397171:btcusd:triple_med_gx:lsma200_120 | 11397171:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 11.09% | 31.46% |
| 6M | 8.0% | 12.77% |
| YTD | 8.0% | 16.76% |
| 1Y | 16.91% | 56.84% |
| 3Y (ann.) | 24.63% | 55.31% |
| 5Y (ann.) | 22.47% | 35.28% |
| Metric | 11397171:btcusd:triple_med_gx:lsma200_120 | 11397171:BTCUSD |
|---|---|---|
| Max Drawdown | -21.09% | -67.18% |
| Longest DD Days | 213.0 | 683.0 |
| Avg. Drawdown | -3.58% | -7.41% |
| Avg. Drawdown Days | 30.0 | 38.0 |
| Recovery Factor | 4.53 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-11 | -21.09 | 164 |
| 2022-04-10 | 2022-11-10 | -19.15 | 213 |
| 2022-12-27 | 2023-06-21 | -12.26 | 176 |
| 2024-11-29 | 2025-05-08 | -12.12 | 159 |
| 2022-02-20 | 2022-03-22 | -12.09 | 30 |
| 2023-07-14 | 2023-10-23 | -6.62 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2023-12-22 | 2024-03-04 | -2.92 | 73 |
| Metric | 11397171:btcusd:triple_med_gx:lsma200_120 | 11397171:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 22.99% | 43.77% |
| Worst Month | -14.05% | -37.12% |
| Best Year | 30.08% | 155.54% |
| Worst Year | 8.0% | -58.81% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 5.27% | 7.56% |
| Avg. Down Week | -2.25% | -4.29% |
| Avg. Up Month | 8.25% | 14.1% |
| Avg. Down Month | -4.18% | -11.23% |
| Win Days % | 50.88% | 51.31% |
| Win Month % | 51.61% | 60.98% |
| Win Week % | 44.62% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |