| Metric | 11403655:btcusd:triple_med_gx:lsma200_140 | 11403655:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 26.67% | 171.63% |
| Max Drawdown | -21.83% | -67.18% |
| Sharpe | 0.26 | 0.42 |
| Sortino | 0.39 | 0.61 |
| Payoff Ratio | 1.14 | 1.05 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 61.5 | 3.2 |
| Outlier Loss Ratio | 3.48 | 2.97 |
| Volatility (ann.) | 8.23% | 26.27% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.34 | 0.53 |
| Skew | 1.44 | 0.19 |
| Kurtosis | 95.82 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.47% |
| Expected Yearly % | 6.09% | 28.38% |
| Kelly Criterion | 3.68% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.23% |
| Expected Shortfall (cVaR) | -0.7% | -2.23% |
| Year | 11403655:BTCUSD | 11403655:btcusd:triple_med_gx:lsma200_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -5.52 | 0.09 | + |
| 2023 | 155.54 | 16.12 | 0.10 | - |
| 2024 | 121.00 | 12.92 | 0.11 | - |
| 2025 | 16.76 | 2.24 | 0.13 | - |
| Metric | 11403655:btcusd:triple_med_gx:lsma200_140 | 11403655:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.35% | 31.46% |
| 6M | 2.24% | 12.77% |
| YTD | 2.24% | 16.76% |
| 1Y | -5.91% | 56.84% |
| 3Y (ann.) | 10.41% | 55.31% |
| 5Y (ann.) | 7.41% | 35.28% |
| Metric | 11403655:btcusd:triple_med_gx:lsma200_140 | 11403655:BTCUSD |
|---|---|---|
| Max Drawdown | -21.83% | -67.18% |
| Longest DD Days | 485.0 | 683.0 |
| Avg. Drawdown | -4.37% | -7.41% |
| Avg. Drawdown Days | 98.0 | 38.0 |
| Recovery Factor | 1.22 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -21.83 | 369 |
| 2022-02-21 | 2023-06-21 | -21.48 | 485 |
| 2024-02-29 | 2024-06-03 | -3.13 | 94 |
| 2023-12-19 | 2024-02-26 | -1.27 | 69 |
| 2023-07-08 | 2023-11-09 | -1.24 | 124 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-11-11 | 2023-12-18 | -0.79 | 37 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-07-07 | 2023-07-07 | -0.18 | 0 |
| Metric | 11403655:btcusd:triple_med_gx:lsma200_140 | 11403655:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -10.8% | -29.64% |
| Best Month | 18.42% | 43.77% |
| Worst Month | -11.28% | -37.12% |
| Best Year | 16.12% | 155.54% |
| Worst Year | -5.52% | -58.81% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 4.58% | 6.47% |
| Avg. Down Week | -3.07% | -6.11% |
| Avg. Up Month | 5.71% | 18.87% |
| Avg. Down Month | -4.87% | -14.67% |
| Win Days % | 48.75% | 51.31% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 55.32% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |