| Metric | 11388361:btcusd:triple_med_gx:lsma180_90 | 11388361:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 33.95% | 152.93% |
| Max Drawdown | -22.3% | -67.18% |
| Sharpe | 0.28 | 0.4 |
| Sortino | 0.4 | 0.58 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.57 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.39 | 0.99 |
| Outlier Win Ratio | 43.89 | 3.36 |
| Outlier Loss Ratio | 3.77 | 3.17 |
| Volatility (ann.) | 9.49% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.41 | 0.48 |
| Skew | -0.54 | 0.18 |
| Kurtosis | 63.26 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.29% |
| Expected Yearly % | 7.58% | 26.11% |
| Kelly Criterion | 4.06% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11388361:BTCUSD | 11388361:btcusd:triple_med_gx:lsma180_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 6.73 | -0.11 | + |
| 2023 | 155.54 | 2.05 | 0.01 | - |
| 2024 | 121.00 | 18.91 | 0.16 | - |
| 2025 | 17.02 | 3.43 | 0.20 | - |
| Metric | 11388361:btcusd:triple_med_gx:lsma180_90 | 11388361:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.23% | 31.76% |
| 6M | 3.43% | 12.25% |
| YTD | 3.43% | 17.02% |
| 1Y | 1.68% | 57.19% |
| 3Y (ann.) | 6.24% | 55.42% |
| 5Y (ann.) | 9.22% | 32.3% |
| Metric | 11388361:btcusd:triple_med_gx:lsma180_90 | 11388361:BTCUSD |
|---|---|---|
| Max Drawdown | -22.3% | -67.18% |
| Longest DD Days | 491.0 | 683.0 |
| Avg. Drawdown | -4.27% | -7.61% |
| Avg. Drawdown Days | 52.0 | 38.0 |
| Recovery Factor | 1.52 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -22.30 | 188 |
| 2023-01-15 | 2024-05-20 | -20.20 | 491 |
| 2024-07-19 | 2025-01-20 | -14.23 | 184 |
| 2025-01-20 | 2025-06-11 | -8.58 | 141 |
| 2022-05-31 | 2022-07-07 | -8.18 | 36 |
| 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 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 11388361:btcusd:triple_med_gx:lsma180_90 | 11388361:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 19.69% | 43.77% |
| Worst Month | -12.11% | -37.12% |
| Best Year | 18.91% | 155.54% |
| Worst Year | 2.05% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.5% | 7.47% |
| Avg. Down Week | -2.98% | -4.11% |
| Avg. Up Month | 6.89% | 14.74% |
| Avg. Down Month | -5.33% | -11.43% |
| Win Days % | 49.65% | 51.27% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 49.09% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |