| Metric | 11380432:btcusd:triple_med_gx:lsma180_60 | 11380432:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 22.49% | 203.33% |
| Max Drawdown | -20.75% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.29 | 0.64 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 39.11 | 3.42 |
| Outlier Loss Ratio | 3.82 | 3.29 |
| Volatility (ann.) | 9.85% | 26.04% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.3 | 0.57 |
| Skew | -0.55 | 0.18 |
| Kurtosis | 50.44 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.68% |
| Expected Yearly % | 5.2% | 31.97% |
| Kelly Criterion | 1.72% | 5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.21% |
| Expected Shortfall (cVaR) | -0.84% | -2.21% |
| Year | 11380432:BTCUSD | 11380432:btcusd:triple_med_gx:lsma180_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 4.77 | -0.08 | + |
| 2023 | 155.54 | 16.89 | 0.11 | - |
| 2024 | 121.00 | 7.27 | 0.06 | - |
| 2025 | 30.14 | -6.76 | -0.22 | - |
| Metric | 11380432:btcusd:triple_med_gx:lsma180_60 | 11380432:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -0.53% | 45.08% |
| 6M | -1.27% | 28.47% |
| YTD | -6.76% | 30.14% |
| 1Y | -6.82% | 105.13% |
| 3Y (ann.) | 3.68% | 81.7% |
| 5Y (ann.) | 6.15% | 38.59% |
| Metric | 11380432:btcusd:triple_med_gx:lsma180_60 | 11380432:BTCUSD |
|---|---|---|
| Max Drawdown | -20.75% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -5.95% | -6.86% |
| Avg. Drawdown Days | 71.0 | 35.0 |
| Recovery Factor | 1.08 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-07 | 2024-07-15 | -20.75 | 404 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2024-07-19 | 2025-07-14 | -17.36 | 359 |
| 2022-07-09 | 2022-09-13 | -11.73 | 65 |
| 2022-05-31 | 2022-07-07 | -8.53 | 36 |
| 2023-01-15 | 2023-05-28 | -5.72 | 133 |
| 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 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11380432:btcusd:triple_med_gx:lsma180_60 | 11380432:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.65% | 35.75% |
| Worst Week | -11.75% | -29.64% |
| Best Month | 19.86% | 43.77% |
| Worst Month | -14.34% | -37.12% |
| Best Year | 16.89% | 155.54% |
| Worst Year | -6.76% | -58.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 3.87% | 7.31% |
| Avg. Down Week | -3.51% | -4.48% |
| Avg. Up Month | 6.17% | 15.44% |
| Avg. Down Month | -7.33% | -11.01% |
| Win Days % | 49.12% | 51.33% |
| Win Month % | 53.33% | 61.9% |
| Win Week % | 50.0% | 51.1% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |