| Metric | 11393854:btcusd:triple_med_gx:lsma180_110 | 11393854:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 27.16% | 156.18% |
| Max Drawdown | -29.96% | -67.18% |
| Sharpe | 0.22 | 0.4 |
| Sortino | 0.32 | 0.58 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 39.2 | 3.57 |
| Outlier Loss Ratio | 3.58 | 3.38 |
| Volatility (ann.) | 11.32% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.25 | 0.49 |
| Skew | 0.41 | 0.18 |
| Kurtosis | 62.92 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.32% |
| Expected Yearly % | 6.19% | 26.51% |
| Kelly Criterion | 2.1% | 4.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11393854:BTCUSD | 11393854:btcusd:triple_med_gx:lsma180_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 14.06 | -0.23 | + |
| 2023 | 155.54 | 21.75 | 0.14 | - |
| 2024 | 121.00 | -3.38 | -0.03 | - |
| 2025 | 16.76 | -5.23 | -0.31 | - |
| Metric | 11393854:btcusd:triple_med_gx:lsma180_110 | 11393854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -8.79% | 31.46% |
| 6M | -5.23% | 12.77% |
| YTD | -5.23% | 16.76% |
| 1Y | -19.78% | 56.84% |
| 3Y (ann.) | 11.48% | 55.31% |
| 5Y (ann.) | 7.5% | 32.75% |
| Metric | 11393854:btcusd:triple_med_gx:lsma180_110 | 11393854:BTCUSD |
|---|---|---|
| Max Drawdown | -29.96% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.22% | -7.23% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 0.91 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -29.96 | 463 |
| 2022-04-07 | 2022-09-27 | -21.45 | 172 |
| 2022-02-18 | 2022-03-24 | -14.88 | 34 |
| 2023-02-02 | 2023-10-23 | -11.99 | 263 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-25 | -7.06 | 28 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-11 | 2023-12-18 | -2.52 | 37 |
| 2022-12-18 | 2022-12-20 | -2.05 | 2 |
| Metric | 11393854:btcusd:triple_med_gx:lsma180_110 | 11393854:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -16.55% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -21.39% | -37.12% |
| Best Year | 21.75% | 155.54% |
| Worst Year | -5.23% | -61.15% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.87% | -0.92% |
| Avg. Up Week | 4.72% | 7.28% |
| Avg. Down Week | -4.04% | -6.4% |
| Avg. Up Month | 7.53% | 17.25% |
| Avg. Down Month | -5.55% | -13.05% |
| Win Days % | 48.97% | 51.26% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 56.25% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |