| Metric | 11378132:btcusd:triple_med_gx:lsma180_50 | 11378132:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 11.61% | 203.33% |
| Max Drawdown | -25.49% | -67.18% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.19 | 0.64 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 39.06 | 3.46 |
| Outlier Loss Ratio | 3.87 | 3.35 |
| Volatility (ann.) | 9.92% | 26.04% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.13 | 0.57 |
| Skew | -0.47 | 0.18 |
| Kurtosis | 48.3 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.68% |
| Expected Yearly % | 2.78% | 31.97% |
| Kelly Criterion | 0.68% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.21% |
| Expected Shortfall (cVaR) | -0.85% | -2.21% |
| Year | 11378132:BTCUSD | 11378132:btcusd:triple_med_gx:lsma180_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 7.42 | -0.13 | + |
| 2023 | 155.54 | 18.11 | 0.12 | - |
| 2024 | 121.00 | -1.82 | -0.02 | - |
| 2025 | 30.14 | -10.41 | -0.35 | - |
| Metric | 11378132:btcusd:triple_med_gx:lsma180_50 | 11378132:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -0.6% | 45.08% |
| 6M | -4.3% | 28.47% |
| YTD | -10.41% | 30.14% |
| 1Y | -15.04% | 105.13% |
| 3Y (ann.) | 0.54% | 81.7% |
| 5Y (ann.) | 3.28% | 38.59% |
| Metric | 11378132:btcusd:triple_med_gx:lsma180_50 | 11378132:BTCUSD |
|---|---|---|
| Max Drawdown | -25.49% | -67.18% |
| Longest DD Days | 406.0 | 683.0 |
| Avg. Drawdown | -6.11% | -6.86% |
| Avg. Drawdown Days | 63.0 | 35.0 |
| Recovery Factor | 0.46 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2025-07-14 | -25.49 | 359 |
| 2023-06-07 | 2024-07-17 | -20.97 | 406 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2022-07-09 | 2022-09-13 | -11.73 | 65 |
| 2022-05-31 | 2022-07-07 | -10.79 | 37 |
| 2023-01-15 | 2023-04-01 | -7.14 | 76 |
| 2022-03-25 | 2022-05-30 | -5.16 | 66 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-05-06 | 2023-05-28 | -2.75 | 22 |
| Metric | 11378132:btcusd:triple_med_gx:lsma180_50 | 11378132:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 16.2% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 21.49% | 43.77% |
| Worst Month | -16.1% | -37.12% |
| Best Year | 18.11% | 155.54% |
| Worst Year | -10.41% | -58.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.02% | 7.44% |
| Avg. Down Week | -4.22% | -4.5% |
| Avg. Up Month | 6.45% | 15.17% |
| Avg. Down Month | -7.34% | -11.58% |
| Win Days % | 48.56% | 51.33% |
| Win Month % | 51.61% | 61.9% |
| Win Week % | 51.61% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |