| Metric | 11402459:btcusd:triple_med_gx:lsma200_135 | 11402459:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 197.93% | 160.08% |
| Max Drawdown | -23.01% | -67.18% |
| Sharpe | 0.84 | 0.41 |
| Sortino | 1.42 | 0.59 |
| Payoff Ratio | 1.32 | 1.22 |
| Profit Factor | 1.48 | 1.07 |
| Common Sense Ratio | 2.83 | 1.06 |
| CPC Index | 1.0 | 0.67 |
| Tail Ratio | 1.92 | 0.99 |
| Outlier Win Ratio | 39.75 | 3.58 |
| Outlier Loss Ratio | 3.62 | 3.14 |
| Volatility (ann.) | 10.48% | 26.23% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.69 | 0.5 |
| Skew | 3.01 | 0.19 |
| Kurtosis | 70.43 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.7% | 2.36% |
| Expected Yearly % | 31.38% | 26.99% |
| Kelly Criterion | 14.92% | 11.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.23% |
| Expected Shortfall (cVaR) | -0.88% | -2.23% |
| Year | 11402459:BTCUSD | 11402459:btcusd:triple_med_gx:lsma200_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 12.04 | -0.20 | + |
| 2023 | 155.54 | 31.37 | 0.20 | - |
| 2024 | 121.00 | 82.12 | 0.68 | - |
| 2025 | 11.80 | 11.14 | 0.94 | - |
| Metric | 11402459:btcusd:triple_med_gx:lsma200_135 | 11402459:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 15.63% | 26.2% |
| 6M | 11.14% | -1.67% |
| YTD | 11.14% | 11.8% |
| 1Y | 74.68% | 56.98% |
| 3Y (ann.) | 40.74% | 72.09% |
| 5Y (ann.) | 38.85% | 33.29% |
| Metric | 11402459:btcusd:triple_med_gx:lsma200_135 | 11402459:BTCUSD |
|---|---|---|
| Max Drawdown | -23.01% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -2.66% | -7.41% |
| Avg. Drawdown Days | 24.0 | 38.0 |
| Recovery Factor | 8.6 | 2.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-06-16 | -23.01 | 368 |
| 2024-12-05 | 2025-04-12 | -10.02 | 128 |
| 2024-09-14 | 2024-11-05 | -7.78 | 52 |
| 2022-02-23 | 2022-02-24 | -7.63 | 1 |
| 2023-11-16 | 2024-02-26 | -7.38 | 102 |
| 2024-08-09 | 2024-09-09 | -5.52 | 31 |
| 2022-03-02 | 2022-03-27 | -4.73 | 25 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2023-07-14 | 2023-10-16 | -4.55 | 94 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402459:btcusd:triple_med_gx:lsma200_135 | 11402459:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 15.37% | 35.75% |
| Worst Week | -11.87% | -29.64% |
| Best Month | 28.98% | 43.77% |
| Worst Month | -16.4% | -37.12% |
| Best Year | 82.12% | 155.54% |
| Worst Year | 11.14% | -58.81% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 5.21% | 6.26% |
| Avg. Down Week | -1.74% | -7.32% |
| Avg. Up Month | 8.86% | 15.28% |
| Avg. Down Month | -4.41% | -15.76% |
| Win Days % | 51.64% | 51.28% |
| Win Month % | 63.64% | 58.54% |
| Win Week % | 57.14% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |