| Metric | 11395326:btcusd:triple_med_gx:lsma180_115 | 11395326:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 36.35% | 156.18% |
| Max Drawdown | -27.25% | -67.18% |
| Sharpe | 0.29 | 0.4 |
| Sortino | 0.43 | 0.58 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 45.86 | 3.38 |
| Outlier Loss Ratio | 3.67 | 3.18 |
| Volatility (ann.) | 9.71% | 26.27% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.36 | 0.49 |
| Skew | 0.79 | 0.18 |
| Kurtosis | 65.89 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.32% |
| Expected Yearly % | 8.06% | 26.51% |
| Kelly Criterion | 3.67% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11395326:BTCUSD | 11395326:btcusd:triple_med_gx:lsma180_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -2.33 | 0.04 | + |
| 2023 | 155.54 | 14.48 | 0.09 | - |
| 2024 | 121.00 | 22.27 | 0.18 | - |
| 2025 | 16.76 | -0.26 | -0.02 | - |
| Metric | 11395326:btcusd:triple_med_gx:lsma180_115 | 11395326:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.1% | 31.46% |
| 6M | -0.26% | 12.77% |
| YTD | -0.26% | 16.76% |
| 1Y | -6.61% | 56.84% |
| 3Y (ann.) | 13.86% | 55.31% |
| 5Y (ann.) | 9.79% | 32.75% |
| Metric | 11395326:btcusd:triple_med_gx:lsma180_115 | 11395326:BTCUSD |
|---|---|---|
| Max Drawdown | -27.25% | -67.18% |
| Longest DD Days | 378.0 | 683.0 |
| Avg. Drawdown | -5.28% | -7.23% |
| Avg. Drawdown Days | 80.0 | 38.0 |
| Recovery Factor | 1.33 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2022-10-26 | -27.25 | 249 |
| 2024-06-05 | 2025-06-11 | -20.94 | 370 |
| 2022-10-26 | 2023-11-09 | -11.30 | 378 |
| 2024-03-18 | 2024-06-04 | -6.34 | 78 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-11 | 2023-12-18 | -0.91 | 37 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| 2024-03-17 | 2024-03-17 | -0.18 | 0 |
| Metric | 11395326:btcusd:triple_med_gx:lsma180_115 | 11395326:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -15.34% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -15.34% | -37.12% |
| Best Year | 22.27% | 155.54% |
| Worst Year | -2.33% | -61.15% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 5.12% | 7.16% |
| Avg. Down Week | -4.06% | -6.82% |
| Avg. Up Month | 7.48% | 17.18% |
| Avg. Down Month | -4.68% | -14.13% |
| Win Days % | 49.25% | 51.26% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 54.24% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |