| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 40.71% | 297.87% |
| Max Drawdown | -27.83% | -32.34% |
| Sharpe | 0.18 | 0.39 |
| Sortino | 0.27 | 0.55 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 1.21 | 1.09 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 23.48 | 3.71 |
| Outlier Loss Ratio | 3.41 | 3.67 |
| Volatility (ann.) | 5.8% | 10.51% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.84 | 4.12 |
| Skew | 0.81 | -0.02 |
| Kurtosis | 45.71 | 9.07 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.72% | 7.15% |
| Expected Yearly % | 12.06% | 58.46% |
| Kelly Criterion | 0.65% | 5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.89% |
| Expected Shortfall (cVaR) | -0.5% | -0.89% |
| Year | 12177887:BTCUSD | 12177887:btcusd:triple_med_gx:lsma180_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.14 | 23.20 | 0.44 | - |
| 2024 | 121.00 | 9.37 | 0.08 | - |
| 2025 | 17.56 | 4.43 | 0.25 | - |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| MTD | 0.55% | 16.52% |
| 3M | 1.66% | 19.92% |
| 6M | -6.92% | 11.99% |
| YTD | 4.43% | 17.56% |
| 1Y | -4.0% | 60.27% |
| 3Y (ann.) | 23.31% | 133.3% |
| 5Y (ann.) | 23.31% | 133.3% |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Max Drawdown | -27.83% | -32.34% |
| Longest DD Days | 426.0 | 236.0 |
| Avg. Drawdown | -2.09% | -2.23% |
| Avg. Drawdown Days | 11.0 | 4.0 |
| Recovery Factor | 1.46 | 9.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-05-27 | -27.83 | 426 |
| 2024-03-05 | 2024-03-19 | -9.81 | 14 |
| 2023-11-16 | 2023-12-04 | -8.96 | 18 |
| 2024-01-08 | 2024-02-07 | -8.35 | 30 |
| 2024-03-19 | 2024-03-20 | -5.29 | 1 |
| 2023-12-11 | 2023-12-19 | -5.04 | 7 |
| 2023-11-14 | 2023-11-15 | -3.74 | 1 |
| 2023-12-25 | 2024-01-02 | -3.29 | 7 |
| 2023-10-30 | 2023-11-09 | -3.21 | 9 |
| 2024-02-12 | 2024-02-26 | -3.13 | 13 |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 12.22% | 23.06% |
| Worst Week | -7.11% | -12.33% |
| Best Month | 15.66% | 43.77% |
| Worst Month | -12.16% | -17.69% |
| Best Year | 23.2% | 121.0% |
| Worst Year | 4.43% | 17.56% |
| Avg. Up Day | 0.45% | 0.45% |
| Avg. Down Day | -0.4% | -0.42% |
| Avg. Up Week | 3.56% | 7.49% |
| Avg. Down Week | -2.5% | -4.1% |
| Avg. Up Month | 7.26% | 17.12% |
| Avg. Down Month | -6.26% | -8.97% |
| Win Days % | 47.73% | 51.08% |
| Win Month % | 55.0% | 70.0% |
| Win Week % | 48.84% | 56.82% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 100.0% | 100.0% |