| Metric | 11393966:btcusd:triple_med_gx:lsma180_110 | 11393966:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 34.09% | 156.18% |
| Max Drawdown | -23.05% | -67.18% |
| Sharpe | 0.25 | 0.4 |
| Sortino | 0.38 | 0.58 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 38.08 | 3.6 |
| Outlier Loss Ratio | 3.75 | 3.44 |
| Volatility (ann.) | 11.41% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.4 | 0.49 |
| Skew | 1.35 | 0.18 |
| Kurtosis | 64.96 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.32% |
| Expected Yearly % | 7.61% | 26.51% |
| Kelly Criterion | 2.25% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11393966:BTCUSD | 11393966:btcusd:triple_med_gx:lsma180_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -2.12 | 0.03 | + |
| 2023 | 155.54 | 19.69 | 0.13 | - |
| 2024 | 121.00 | 23.47 | 0.19 | - |
| 2025 | 16.76 | -7.30 | -0.44 | - |
| Metric | 11393966:btcusd:triple_med_gx:lsma180_110 | 11393966:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.88% | 31.46% |
| 6M | -7.3% | 12.77% |
| YTD | -7.3% | 16.76% |
| 1Y | -6.54% | 56.84% |
| 3Y (ann.) | 14.59% | 55.31% |
| 5Y (ann.) | 9.24% | 32.75% |
| Metric | 11393966:btcusd:triple_med_gx:lsma180_110 | 11393966:BTCUSD |
|---|---|---|
| Max Drawdown | -23.05% | -67.18% |
| Longest DD Days | 575.0 | 683.0 |
| Avg. Drawdown | -4.41% | -7.23% |
| Avg. Drawdown Days | 59.0 | 38.0 |
| Recovery Factor | 1.48 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -23.05 | 369 |
| 2022-03-27 | 2023-10-23 | -21.91 | 575 |
| 2022-02-18 | 2022-03-24 | -13.90 | 34 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-11-11 | 2023-12-20 | -4.88 | 39 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-05-16 | 2024-05-30 | -2.32 | 14 |
| 2023-12-22 | 2024-03-03 | -1.84 | 72 |
| 2024-05-11 | 2024-05-13 | -1.47 | 2 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11393966:btcusd:triple_med_gx:lsma180_110 | 11393966:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -14.17% | -37.12% |
| Best Year | 23.47% | 155.54% |
| Worst Year | -7.3% | -61.15% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 4.45% | 6.84% |
| Avg. Down Week | -2.81% | -5.1% |
| Avg. Up Month | 6.91% | 12.88% |
| Avg. Down Month | -5.35% | -12.99% |
| Win Days % | 48.83% | 51.26% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |