| Metric | 11395437:btcusd:triple_med_gx:lsma180_115 | 11395437:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 15.89% | 156.18% |
| Max Drawdown | -30.78% | -67.18% |
| Sharpe | 0.16 | 0.4 |
| Sortino | 0.23 | 0.58 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.48 | 1.06 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | 1.37 | 0.99 |
| Outlier Win Ratio | 43.02 | 3.53 |
| Outlier Loss Ratio | 3.46 | 3.37 |
| Volatility (ann.) | 11.0% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.15 | 0.49 |
| Skew | 0.3 | 0.18 |
| Kurtosis | 69.57 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.32% |
| Expected Yearly % | 3.75% | 26.51% |
| Kelly Criterion | 1.1% | 1.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11395437:BTCUSD | 11395437:btcusd:triple_med_gx:lsma180_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 17.99 | -0.29 | + |
| 2023 | 155.54 | 15.63 | 0.10 | - |
| 2024 | 121.00 | -9.76 | -0.08 | - |
| 2025 | 16.76 | -5.87 | -0.35 | - |
| Metric | 11395437:btcusd:triple_med_gx:lsma180_115 | 11395437:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.4% | 31.46% |
| 6M | -5.87% | 12.77% |
| YTD | -5.87% | 16.76% |
| 1Y | -16.72% | 56.84% |
| 3Y (ann.) | 7.3% | 55.31% |
| 5Y (ann.) | 4.54% | 32.75% |
| Metric | 11395437:btcusd:triple_med_gx:lsma180_115 | 11395437:BTCUSD |
|---|---|---|
| Max Drawdown | -30.78% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.99% | -7.23% |
| Avg. Drawdown Days | 60.0 | 38.0 |
| Recovery Factor | 0.52 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -30.78 | 463 |
| 2022-03-25 | 2022-07-30 | -21.30 | 127 |
| 2022-02-19 | 2022-03-22 | -14.04 | 31 |
| 2023-02-02 | 2023-10-23 | -7.68 | 263 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-25 | -7.06 | 28 |
| 2022-07-30 | 2022-09-23 | -5.96 | 55 |
| 2023-11-11 | 2023-12-20 | -4.39 | 39 |
| 2023-12-22 | 2024-03-04 | -3.61 | 72 |
| 2022-09-24 | 2022-09-27 | -2.67 | 3 |
| Metric | 11395437:btcusd:triple_med_gx:lsma180_115 | 11395437:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -16.55% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -19.46% | -37.12% |
| Best Year | 17.99% | 155.54% |
| Worst Year | -9.76% | -61.15% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.89% | -0.96% |
| Avg. Up Week | 4.43% | 6.57% |
| Avg. Down Week | -4.8% | -6.72% |
| Avg. Up Month | 6.65% | 11.88% |
| Avg. Down Month | -5.96% | -15.85% |
| Win Days % | 49.58% | 51.26% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 56.14% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |