| Metric | 11385572:btcusd:triple_med_gx:lsma180_80 | 11385572:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 44.58% | 172.77% |
| Max Drawdown | -23.83% | -67.18% |
| Sharpe | 0.34 | 0.42 |
| Sortino | 0.49 | 0.61 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 42.67 | 3.4 |
| Outlier Loss Ratio | 3.84 | 3.22 |
| Volatility (ann.) | 9.49% | 26.26% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.49 | 0.53 |
| Skew | -0.54 | 0.19 |
| Kurtosis | 59.62 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.48% |
| Expected Yearly % | 9.66% | 28.51% |
| Kelly Criterion | 5.07% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11385572:BTCUSD | 11385572:btcusd:triple_med_gx:lsma180_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 1.05 | -0.02 | + |
| 2023 | 155.54 | 15.54 | 0.10 | - |
| 2024 | 121.00 | 16.40 | 0.14 | - |
| 2025 | 17.02 | 6.39 | 0.38 | - |
| Metric | 11385572:btcusd:triple_med_gx:lsma180_80 | 11385572:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.44% | 31.76% |
| 6M | 6.39% | 12.25% |
| YTD | 6.39% | 17.02% |
| 1Y | 9.48% | 57.19% |
| 3Y (ann.) | 8.91% | 55.42% |
| 5Y (ann.) | 11.78% | 35.42% |
| Metric | 11385572:btcusd:triple_med_gx:lsma180_80 | 11385572:BTCUSD |
|---|---|---|
| Max Drawdown | -23.83% | -67.18% |
| Longest DD Days | 348.0 | 683.0 |
| Avg. Drawdown | -4.75% | -7.19% |
| Avg. Drawdown Days | 55.0 | 37.0 |
| Recovery Factor | 1.87 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-06-06 | -23.83 | 331 |
| 2023-06-07 | 2024-05-20 | -18.65 | 348 |
| 2024-08-26 | 2025-01-20 | -12.14 | 147 |
| 2022-05-31 | 2022-07-04 | -8.18 | 34 |
| 2025-03-24 | 2025-06-11 | -6.48 | 78 |
| 2025-01-20 | 2025-03-24 | -6.33 | 62 |
| 2022-03-25 | 2022-05-30 | -4.67 | 66 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-05-21 | 2024-07-15 | -2.59 | 55 |
| Metric | 11385572:btcusd:triple_med_gx:lsma180_80 | 11385572:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -11.56% | -29.64% |
| Best Month | 20.58% | 43.77% |
| Worst Month | -13.31% | -37.12% |
| Best Year | 16.4% | 155.54% |
| Worst Year | 1.05% | -58.73% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.19% | 6.59% |
| Avg. Down Week | -3.14% | -4.75% |
| Avg. Up Month | 7.65% | 14.74% |
| Avg. Down Month | -6.04% | -11.75% |
| Win Days % | 49.59% | 51.3% |
| Win Month % | 46.43% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |