| Metric | 11397167:btcusd:triple_med_gx:lsma180_120 | 11397167:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 51.26% | 156.18% |
| Max Drawdown | -21.32% | -67.18% |
| Sharpe | 0.34 | 0.4 |
| Sortino | 0.53 | 0.58 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 42.37 | 3.52 |
| Outlier Loss Ratio | 3.53 | 3.29 |
| Volatility (ann.) | 10.94% | 26.27% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.62 | 0.49 |
| Skew | 1.8 | 0.18 |
| Kurtosis | 75.76 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.32% |
| Expected Yearly % | 10.9% | 26.51% |
| Kelly Criterion | 4.32% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.23% |
| Expected Shortfall (cVaR) | -0.93% | -2.23% |
| Year | 11397167:BTCUSD | 11397167:btcusd:triple_med_gx:lsma180_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 10.71 | -0.18 | + |
| 2023 | 155.54 | 3.23 | 0.02 | - |
| 2024 | 121.00 | 28.11 | 0.23 | - |
| 2025 | 16.76 | 3.31 | 0.20 | - |
| Metric | 11397167:btcusd:triple_med_gx:lsma180_120 | 11397167:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.34% | 31.46% |
| 6M | 3.31% | 12.77% |
| YTD | 3.31% | 16.76% |
| 1Y | 10.51% | 56.84% |
| 3Y (ann.) | 13.56% | 55.31% |
| 5Y (ann.) | 13.27% | 32.75% |
| Metric | 11397167:btcusd:triple_med_gx:lsma180_120 | 11397167:BTCUSD |
|---|---|---|
| Max Drawdown | -21.32% | -67.18% |
| Longest DD Days | 346.0 | 683.0 |
| Avg. Drawdown | -4.52% | -7.23% |
| Avg. Drawdown Days | 50.0 | 38.0 |
| Recovery Factor | 2.4 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-11 | -21.32 | 164 |
| 2022-04-10 | 2022-11-10 | -16.09 | 213 |
| 2022-11-11 | 2023-10-23 | -13.54 | 346 |
| 2022-02-20 | 2022-03-22 | -12.09 | 30 |
| 2024-11-29 | 2025-05-08 | -11.70 | 159 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2024-03-04 | -4.88 | 114 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-05-09 | 2025-06-11 | -2.31 | 33 |
| Metric | 11397167:btcusd:triple_med_gx:lsma180_120 | 11397167:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -9.19% | -29.64% |
| Best Month | 22.99% | 43.77% |
| Worst Month | -12.41% | -37.12% |
| Best Year | 28.11% | 155.54% |
| Worst Year | 3.23% | -61.15% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.87% | -0.96% |
| Avg. Up Week | 5.11% | 8.6% |
| Avg. Down Week | -2.38% | -4.6% |
| Avg. Up Month | 7.13% | 14.53% |
| Avg. Down Month | -4.7% | -13.41% |
| Win Days % | 48.74% | 51.26% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 41.54% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |