| Metric | 11398823:btcusd:triple_med_gx:lsma200_125 | 11398823:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 70.66% | 171.63% |
| Max Drawdown | -21.01% | -67.18% |
| Sharpe | 0.41 | 0.42 |
| Sortino | 0.64 | 0.61 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 2.14 | 1.07 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.78 | 1.0 |
| Outlier Win Ratio | 39.11 | 3.57 |
| Outlier Loss Ratio | 3.48 | 3.39 |
| Volatility (ann.) | 11.27% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.84 | 0.53 |
| Skew | 1.34 | 0.19 |
| Kurtosis | 67.82 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.31% | 2.47% |
| Expected Yearly % | 14.3% | 28.38% |
| Kelly Criterion | 6.38% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.23% |
| Expected Shortfall (cVaR) | -0.96% | -2.23% |
| Year | 11398823:BTCUSD | 11398823:btcusd:triple_med_gx:lsma200_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 24.47 | -0.42 | + |
| 2023 | 155.54 | 8.23 | 0.05 | - |
| 2024 | 121.00 | 13.63 | 0.11 | - |
| 2025 | 16.76 | 11.50 | 0.69 | - |
| Metric | 11398823:btcusd:triple_med_gx:lsma200_125 | 11398823:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.66% | 31.46% |
| 6M | 11.5% | 12.77% |
| YTD | 11.5% | 16.76% |
| 1Y | 17.64% | 56.84% |
| 3Y (ann.) | 15.51% | 55.31% |
| 5Y (ann.) | 17.54% | 35.28% |
| Metric | 11398823:btcusd:triple_med_gx:lsma200_125 | 11398823:BTCUSD |
|---|---|---|
| Max Drawdown | -21.01% | -67.18% |
| Longest DD Days | 198.0 | 683.0 |
| Avg. Drawdown | -3.3% | -7.41% |
| Avg. Drawdown Days | 30.0 | 38.0 |
| Recovery Factor | 3.36 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2024-11-11 | -21.01 | 177 |
| 2022-04-10 | 2022-10-26 | -19.37 | 198 |
| 2022-12-27 | 2023-06-21 | -13.76 | 176 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-12-01 | 2025-04-11 | -8.20 | 130 |
| 2023-07-14 | 2023-12-20 | -7.78 | 159 |
| 2023-12-22 | 2024-03-20 | -7.44 | 89 |
| 2024-03-21 | 2024-05-15 | -4.03 | 55 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2022-10-26 | 2022-11-10 | -3.12 | 14 |
| Metric | 11398823:btcusd:triple_med_gx:lsma200_125 | 11398823:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.93% | 35.75% |
| Worst Week | -14.66% | -29.64% |
| Best Month | 22.89% | 43.77% |
| Worst Month | -15.07% | -37.12% |
| Best Year | 24.47% | 155.54% |
| Worst Year | 8.23% | -58.81% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 4.98% | 6.64% |
| Avg. Down Week | -2.91% | -4.4% |
| Avg. Up Month | 8.08% | 12.49% |
| Avg. Down Month | -4.79% | -12.13% |
| Win Days % | 51.11% | 51.31% |
| Win Month % | 56.67% | 60.98% |
| Win Week % | 48.28% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |