| Metric | 11395382:btcusd:triple_med_gx:lsma180_115 | 11395382:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 13.15% | 156.18% |
| Max Drawdown | -33.0% | -67.18% |
| Sharpe | 0.14 | 0.4 |
| Sortino | 0.2 | 0.58 |
| Payoff Ratio | 1.07 | 1.0 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 44.4 | 3.39 |
| Outlier Loss Ratio | 3.58 | 3.33 |
| Volatility (ann.) | 10.54% | 26.27% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.11 | 0.49 |
| Skew | -0.1 | 0.18 |
| Kurtosis | 75.98 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.32% |
| Expected Yearly % | 3.14% | 26.51% |
| Kelly Criterion | 1.1% | 2.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11395382:BTCUSD | 11395382:btcusd:triple_med_gx:lsma180_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -4.88 | 0.08 | + |
| 2023 | 155.54 | 22.01 | 0.14 | - |
| 2024 | 121.00 | 0.49 | 0.00 | - |
| 2025 | 16.76 | -2.98 | -0.18 | - |
| Metric | 11395382:btcusd:triple_med_gx:lsma180_115 | 11395382:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.27% | 31.46% |
| 6M | -2.98% | 12.77% |
| YTD | -2.98% | 16.76% |
| 1Y | -18.67% | 56.84% |
| 3Y (ann.) | 11.67% | 55.31% |
| 5Y (ann.) | 3.79% | 32.75% |
| Metric | 11395382:btcusd:triple_med_gx:lsma180_115 | 11395382:BTCUSD |
|---|---|---|
| Max Drawdown | -33.0% | -67.18% |
| Longest DD Days | 611.0 | 683.0 |
| Avg. Drawdown | -7.55% | -7.23% |
| Avg. Drawdown Days | 108.0 | 38.0 |
| Recovery Factor | 0.4 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-10-23 | -33.00 | 611 |
| 2024-08-02 | 2025-06-11 | -27.33 | 313 |
| 2024-03-05 | 2024-06-05 | -10.09 | 92 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-06-05 | 2024-08-01 | -2.56 | 57 |
| 2023-11-11 | 2023-12-18 | -1.61 | 37 |
| 2023-12-20 | 2024-02-28 | -1.61 | 69 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| Metric | 11395382:btcusd:triple_med_gx:lsma180_115 | 11395382:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -16.91% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -18.61% | -37.12% |
| Best Year | 22.01% | 155.54% |
| Worst Year | -4.88% | -61.15% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.92% |
| Avg. Up Week | 4.74% | 7.81% |
| Avg. Down Week | -4.75% | -6.58% |
| Avg. Up Month | 5.96% | 16.79% |
| Avg. Down Month | -8.48% | -15.62% |
| Win Days % | 48.91% | 51.26% |
| Win Month % | 65.71% | 60.98% |
| Win Week % | 51.67% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |