| Metric | 11395549:btcusd:triple_med_gx:lsma180_115 | 11395549:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 37.79% | 156.18% |
| Max Drawdown | -24.32% | -67.18% |
| Sharpe | 0.27 | 0.4 |
| Sortino | 0.42 | 0.58 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.36 | 0.99 |
| Outlier Win Ratio | 40.56 | 3.52 |
| Outlier Loss Ratio | 3.66 | 3.37 |
| Volatility (ann.) | 11.05% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.42 | 0.49 |
| Skew | 1.54 | 0.18 |
| Kurtosis | 72.72 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.32% |
| Expected Yearly % | 8.34% | 26.51% |
| Kelly Criterion | 2.74% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11395549:BTCUSD | 11395549:btcusd:triple_med_gx:lsma180_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -1.71 | 0.03 | + |
| 2023 | 155.54 | 9.16 | 0.06 | - |
| 2024 | 121.00 | 24.14 | 0.20 | - |
| 2025 | 16.76 | 3.46 | 0.21 | - |
| Metric | 11395549:btcusd:triple_med_gx:lsma180_115 | 11395549:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.83% | 31.46% |
| 6M | 3.46% | 12.77% |
| YTD | 3.46% | 16.76% |
| 1Y | 5.98% | 56.84% |
| 3Y (ann.) | 11.71% | 55.31% |
| 5Y (ann.) | 10.13% | 32.75% |
| Metric | 11395549:btcusd:triple_med_gx:lsma180_115 | 11395549:BTCUSD |
|---|---|---|
| Max Drawdown | -24.32% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -4.65% | -7.23% |
| Avg. Drawdown Days | 52.0 | 38.0 |
| Recovery Factor | 1.55 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-11 | -24.32 | 164 |
| 2022-04-08 | 2023-10-24 | -16.42 | 564 |
| 2025-01-28 | 2025-05-08 | -13.91 | 100 |
| 2022-02-19 | 2022-03-24 | -13.73 | 32 |
| 2023-11-11 | 2024-03-04 | -7.35 | 114 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-11-30 | 2025-01-27 | -2.94 | 58 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-05-09 | 2025-06-11 | -1.94 | 33 |
| Metric | 11395549:btcusd:triple_med_gx:lsma180_115 | 11395549:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 19.59% | 43.77% |
| Worst Month | -14.58% | -37.12% |
| Best Year | 24.14% | 155.54% |
| Worst Year | -1.71% | -61.15% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 5.02% | 7.61% |
| Avg. Down Week | -2.51% | -4.65% |
| Avg. Up Month | 6.12% | 13.41% |
| Avg. Down Month | -5.25% | -13.41% |
| Win Days % | 49.19% | 51.26% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 42.42% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |