| Metric | 11393744:btcusd:triple_med_gx:lsma180_110 | 11393744:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 27.06% | 156.18% |
| Max Drawdown | -33.15% | -67.18% |
| Sharpe | 0.23 | 0.4 |
| Sortino | 0.33 | 0.58 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 42.25 | 3.44 |
| Outlier Loss Ratio | 3.76 | 3.33 |
| Volatility (ann.) | 10.2% | 26.27% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.23 | 0.49 |
| Skew | 0.54 | 0.18 |
| Kurtosis | 58.04 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.32% |
| Expected Yearly % | 6.17% | 26.51% |
| Kelly Criterion | 2.16% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.23% |
| Expected Shortfall (cVaR) | -0.87% | -2.23% |
| Year | 11393744:BTCUSD | 11393744:btcusd:triple_med_gx:lsma180_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -7.23 | 0.12 | + |
| 2023 | 155.54 | 12.42 | 0.08 | - |
| 2024 | 121.00 | 21.40 | 0.18 | - |
| 2025 | 16.76 | 0.36 | 0.02 | - |
| Metric | 11393744:btcusd:triple_med_gx:lsma180_110 | 11393744:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.17% | 31.46% |
| 6M | 0.36% | 12.77% |
| YTD | 0.36% | 16.76% |
| 1Y | -10.89% | 56.84% |
| 3Y (ann.) | 12.47% | 55.31% |
| 5Y (ann.) | 7.48% | 32.75% |
| Metric | 11393744:btcusd:triple_med_gx:lsma180_110 | 11393744:BTCUSD |
|---|---|---|
| Max Drawdown | -33.15% | -67.18% |
| Longest DD Days | 668.0 | 683.0 |
| Avg. Drawdown | -6.52% | -7.23% |
| Avg. Drawdown Days | 102.0 | 38.0 |
| Recovery Factor | 0.82 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-18 | 2023-12-18 | -33.15 | 668 |
| 2024-06-05 | 2025-06-11 | -25.72 | 370 |
| 2024-05-10 | 2024-06-04 | -4.55 | 25 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-03-18 | 2024-05-10 | -1.87 | 53 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| 2024-03-17 | 2024-03-17 | -0.18 | 0 |
| 2024-02-26 | 2024-02-26 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393744:btcusd:triple_med_gx:lsma180_110 | 11393744:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 22.02% | 35.75% |
| Worst Week | -19.97% | -29.64% |
| Best Month | 19.84% | 43.77% |
| Worst Month | -19.97% | -37.12% |
| Best Year | 21.4% | 155.54% |
| Worst Year | -7.23% | -61.15% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.62% | 6.4% |
| Avg. Down Week | -4.46% | -7.08% |
| Avg. Up Month | 7.62% | 17.18% |
| Avg. Down Month | -7.86% | -17.71% |
| Win Days % | 48.36% | 51.26% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 57.38% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |