| Metric | 11396948:btcusd:triple_med_gx:lsma180_120 | 11396948:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 32.09% | 156.18% |
| Max Drawdown | -30.83% | -67.18% |
| Sharpe | 0.27 | 0.4 |
| Sortino | 0.39 | 0.58 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 48.8 | 3.34 |
| Outlier Loss Ratio | 3.58 | 3.15 |
| Volatility (ann.) | 9.52% | 26.27% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.28 | 0.49 |
| Skew | 0.62 | 0.18 |
| Kurtosis | 71.31 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.32% |
| Expected Yearly % | 7.21% | 26.51% |
| Kelly Criterion | 2.99% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11396948:BTCUSD | 11396948:btcusd:triple_med_gx:lsma180_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -10.79 | 0.18 | + |
| 2023 | 155.54 | 14.81 | 0.10 | - |
| 2024 | 121.00 | 27.96 | 0.23 | - |
| 2025 | 16.76 | 0.78 | 0.05 | - |
| Metric | 11396948:btcusd:triple_med_gx:lsma180_120 | 11396948:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.57% | 31.46% |
| 6M | 0.78% | 12.77% |
| YTD | 0.78% | 16.76% |
| 1Y | -3.36% | 56.84% |
| 3Y (ann.) | 12.64% | 55.31% |
| 5Y (ann.) | 8.74% | 32.75% |
| Metric | 11396948:btcusd:triple_med_gx:lsma180_120 | 11396948:BTCUSD |
|---|---|---|
| Max Drawdown | -30.83% | -67.18% |
| Longest DD Days | 667.0 | 683.0 |
| Avg. Drawdown | -4.94% | -7.23% |
| Avg. Drawdown Days | 84.0 | 38.0 |
| Recovery Factor | 1.04 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-12-19 | -30.83 | 667 |
| 2024-08-02 | 2025-06-11 | -19.63 | 313 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-03-18 | 2024-05-13 | -2.26 | 56 |
| 2024-06-05 | 2024-08-01 | -1.57 | 57 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-03-17 | 2024-03-18 | -0.38 | 0 |
| 2024-02-26 | 2024-02-27 | -0.18 | 0 |
| Metric | 11396948:btcusd:triple_med_gx:lsma180_120 | 11396948:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -19.97% | -29.64% |
| Best Month | 11.97% | 43.77% |
| Worst Month | -19.97% | -37.12% |
| Best Year | 27.96% | 155.54% |
| Worst Year | -10.79% | -61.15% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.8% | 6.87% |
| Avg. Down Week | -4.63% | -7.34% |
| Avg. Up Month | 6.38% | 16.79% |
| Avg. Down Month | -6.42% | -17.71% |
| Win Days % | 48.94% | 51.26% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 58.18% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |