| Metric | 11398711:btcusd:triple_med_gx:lsma200_125 | 11398711:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 40.61% | 171.63% |
| Max Drawdown | -23.48% | -67.18% |
| Sharpe | 0.3 | 0.42 |
| Sortino | 0.45 | 0.61 |
| Payoff Ratio | 1.08 | 0.98 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.63 | 0.54 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 43.15 | 3.38 |
| Outlier Loss Ratio | 3.42 | 3.19 |
| Volatility (ann.) | 10.53% | 26.27% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.46 | 0.53 |
| Skew | 0.97 | 0.19 |
| Kurtosis | 81.03 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.47% |
| Expected Yearly % | 8.89% | 28.38% |
| Kelly Criterion | 5.08% | 1.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11398711:BTCUSD | 11398711:btcusd:triple_med_gx:lsma200_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 14.64 | -0.25 | + |
| 2023 | 155.54 | 3.02 | 0.02 | - |
| 2024 | 121.00 | 1.28 | 0.01 | - |
| 2025 | 16.76 | 17.56 | 1.05 | + |
| Metric | 11398711:btcusd:triple_med_gx:lsma200_125 | 11398711:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 19.68% | 31.46% |
| 6M | 17.56% | 12.77% |
| YTD | 17.56% | 16.76% |
| 1Y | 12.01% | 56.84% |
| 3Y (ann.) | 10.2% | 55.31% |
| 5Y (ann.) | 10.86% | 35.28% |
| Metric | 11398711:btcusd:triple_med_gx:lsma200_125 | 11398711:BTCUSD |
|---|---|---|
| Max Drawdown | -23.48% | -67.18% |
| Longest DD Days | 429.0 | 683.0 |
| Avg. Drawdown | -4.23% | -7.41% |
| Avg. Drawdown Days | 51.0 | 38.0 |
| Recovery Factor | 1.73 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-05-08 | -23.48 | 429 |
| 2022-06-13 | 2022-11-10 | -14.11 | 149 |
| 2022-02-21 | 2022-03-22 | -11.66 | 28 |
| 2023-02-02 | 2023-06-21 | -9.58 | 138 |
| 2023-10-08 | 2024-03-04 | -7.67 | 148 |
| 2022-03-25 | 2022-06-12 | -3.71 | 79 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-22 | 2023-07-12 | -2.16 | 20 |
| Metric | 11398711:btcusd:triple_med_gx:lsma200_125 | 11398711:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 35.75% |
| Worst Week | -12.19% | -29.64% |
| Best Month | 17.41% | 43.77% |
| Worst Month | -14.6% | -37.12% |
| Best Year | 17.56% | 155.54% |
| Worst Year | 1.28% | -58.81% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.84% | -0.94% |
| Avg. Up Week | 3.83% | 7.06% |
| Avg. Down Week | -4.04% | -6.22% |
| Avg. Up Month | 5.35% | 12.65% |
| Avg. Down Month | -4.23% | -13.61% |
| Win Days % | 50.67% | 51.31% |
| Win Month % | 58.62% | 60.98% |
| Win Week % | 58.49% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |