| Metric | 11391376:btcusd:triple_med_gx:lsma180_100 | 11391376:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 25.4% | 172.77% |
| Max Drawdown | -24.85% | -67.18% |
| Sharpe | 0.23 | 0.42 |
| Sortino | 0.33 | 0.61 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 45.95 | 3.29 |
| Outlier Loss Ratio | 3.61 | 3.2 |
| Volatility (ann.) | 9.36% | 26.26% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.28 | 0.53 |
| Skew | -0.47 | 0.19 |
| Kurtosis | 67.09 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.48% |
| Expected Yearly % | 5.82% | 28.51% |
| Kelly Criterion | 2.93% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11391376:BTCUSD | 11391376:btcusd:triple_med_gx:lsma180_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.28 | 0.00 | + |
| 2023 | 155.54 | 10.87 | 0.07 | - |
| 2024 | 121.00 | 11.19 | 0.09 | - |
| 2025 | 17.02 | 2.00 | 0.12 | - |
| Metric | 11391376:btcusd:triple_med_gx:lsma180_100 | 11391376:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.08% | 31.76% |
| 6M | 2.0% | 12.25% |
| YTD | 2.0% | 17.02% |
| 1Y | -0.42% | 57.19% |
| 3Y (ann.) | 3.85% | 55.42% |
| 5Y (ann.) | 7.08% | 35.42% |
| Metric | 11391376:btcusd:triple_med_gx:lsma180_100 | 11391376:BTCUSD |
|---|---|---|
| Max Drawdown | -24.85% | -67.18% |
| Longest DD Days | 348.0 | 683.0 |
| Avg. Drawdown | -5.27% | -7.19% |
| Avg. Drawdown Days | 73.0 | 37.0 |
| Recovery Factor | 1.02 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-06-06 | -24.85 | 331 |
| 2023-06-07 | 2024-05-20 | -19.03 | 348 |
| 2024-07-19 | 2025-06-11 | -12.69 | 326 |
| 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 |
| 2024-05-21 | 2024-07-15 | -2.59 | 55 |
| 2022-04-10 | 2022-05-30 | -2.56 | 49 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11391376:btcusd:triple_med_gx:lsma180_100 | 11391376:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.08% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 19.27% | 43.77% |
| Worst Month | -15.36% | -37.12% |
| Best Year | 11.19% | 155.54% |
| Worst Year | -0.28% | -58.73% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 3.61% | 7.0% |
| Avg. Down Week | -3.3% | -5.2% |
| Avg. Up Month | 5.84% | 15.43% |
| Avg. Down Month | -5.53% | -12.45% |
| Win Days % | 49.47% | 51.3% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |