| Metric | 11395493:btcusd:triple_med_gx:lsma180_115 | 11395493:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 16.91% | 156.18% |
| Max Drawdown | -28.07% | -67.18% |
| Sharpe | 0.16 | 0.4 |
| Sortino | 0.24 | 0.58 |
| Payoff Ratio | 1.06 | 1.0 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 42.01 | 3.46 |
| Outlier Loss Ratio | 3.51 | 3.35 |
| Volatility (ann.) | 11.09% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.17 | 0.49 |
| Skew | 1.16 | 0.18 |
| Kurtosis | 73.22 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.32% |
| Expected Yearly % | 3.98% | 26.51% |
| Kelly Criterion | 0.99% | 2.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11395493:BTCUSD | 11395493:btcusd:triple_med_gx:lsma180_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 6.79 | -0.11 | + |
| 2023 | 155.54 | 14.10 | 0.09 | - |
| 2024 | 121.00 | -3.29 | -0.03 | - |
| 2025 | 16.76 | -0.78 | -0.05 | - |
| Metric | 11395493:btcusd:triple_med_gx:lsma180_115 | 11395493:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.46% | 31.46% |
| 6M | -0.78% | 12.77% |
| YTD | -0.78% | 16.76% |
| 1Y | -11.2% | 56.84% |
| 3Y (ann.) | 8.28% | 55.31% |
| 5Y (ann.) | 4.82% | 32.75% |
| Metric | 11395493:btcusd:triple_med_gx:lsma180_115 | 11395493:BTCUSD |
|---|---|---|
| Max Drawdown | -28.07% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -8.66% | -7.23% |
| Avg. Drawdown Days | 104.0 | 38.0 |
| Recovery Factor | 0.6 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -28.07 | 391 |
| 2022-03-25 | 2022-11-10 | -22.96 | 230 |
| 2022-02-19 | 2022-03-24 | -14.04 | 33 |
| 2023-02-02 | 2023-10-23 | -10.99 | 263 |
| 2024-03-05 | 2024-05-15 | -8.23 | 71 |
| 2023-11-11 | 2024-03-03 | -5.45 | 113 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| 2022-12-21 | 2023-02-01 | -1.81 | 42 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11395493:btcusd:triple_med_gx:lsma180_115 | 11395493:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -14.27% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -17.74% | -37.12% |
| Best Year | 14.1% | 155.54% |
| Worst Year | -3.29% | -61.15% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.88% | -0.94% |
| Avg. Up Week | 4.2% | 6.56% |
| Avg. Down Week | -3.16% | -5.72% |
| Avg. Up Month | 5.79% | 13.68% |
| Avg. Down Month | -5.07% | -11.66% |
| Win Days % | 48.95% | 51.26% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 46.03% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |