| Metric | 11379254:btcusd:triple_med_gx:lsma180_55 | 11379254:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 17.25% | 203.33% |
| Max Drawdown | -24.1% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.23 | 0.64 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 38.45 | 3.46 |
| Outlier Loss Ratio | 3.79 | 3.35 |
| Volatility (ann.) | 10.13% | 26.04% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.2 | 0.57 |
| Skew | -0.81 | 0.18 |
| Kurtosis | 49.19 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.68% |
| Expected Yearly % | 4.06% | 31.97% |
| Kelly Criterion | 1.24% | 4.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11379254:BTCUSD | 11379254:btcusd:triple_med_gx:lsma180_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 9.62 | -0.16 | + |
| 2023 | 155.54 | 16.92 | 0.11 | - |
| 2024 | 121.00 | -4.39 | -0.04 | - |
| 2025 | 30.14 | -4.33 | -0.14 | - |
| Metric | 11379254:btcusd:triple_med_gx:lsma180_55 | 11379254:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -0.67% | 45.08% |
| 6M | 1.8% | 28.47% |
| YTD | -4.33% | 30.14% |
| 1Y | -12.02% | 105.13% |
| 3Y (ann.) | 1.03% | 81.7% |
| 5Y (ann.) | 4.79% | 38.59% |
| Metric | 11379254:btcusd:triple_med_gx:lsma180_55 | 11379254:BTCUSD |
|---|---|---|
| Max Drawdown | -24.1% | -67.18% |
| Longest DD Days | 768.0 | 683.0 |
| Avg. Drawdown | -4.87% | -6.86% |
| Avg. Drawdown Days | 67.0 | 35.0 |
| Recovery Factor | 0.72 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-07 | 2025-07-14 | -24.10 | 768 |
| 2022-09-13 | 2023-01-13 | -18.52 | 122 |
| 2022-07-09 | 2022-09-13 | -11.73 | 65 |
| 2022-05-31 | 2022-07-07 | -8.47 | 36 |
| 2023-02-23 | 2023-03-31 | -5.89 | 36 |
| 2022-03-25 | 2022-05-30 | -5.16 | 66 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-05-06 | 2023-05-28 | -2.87 | 22 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11379254:btcusd:triple_med_gx:lsma180_55 | 11379254:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.43% | 35.75% |
| Worst Week | -10.1% | -29.64% |
| Best Month | 20.69% | 43.77% |
| Worst Month | -15.87% | -37.12% |
| Best Year | 16.92% | 155.54% |
| Worst Year | -4.39% | -58.73% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.15% | 7.6% |
| Avg. Down Week | -3.45% | -4.18% |
| Avg. Up Month | 7.25% | 16.18% |
| Avg. Down Month | -7.1% | -11.01% |
| Win Days % | 49.31% | 51.33% |
| Win Month % | 46.67% | 61.9% |
| Win Week % | 46.88% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |