| Metric | 11398707:btcusd:triple_med_gx:lsma180_125 | 11398707:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 15.8% | 156.18% |
| Max Drawdown | -27.43% | -67.18% |
| Sharpe | 0.16 | 0.4 |
| Sortino | 0.23 | 0.58 |
| Payoff Ratio | 1.02 | 0.91 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.56 | 0.5 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 51.75 | 3.29 |
| Outlier Loss Ratio | 3.26 | 3.15 |
| Volatility (ann.) | 9.76% | 26.27% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.16 | 0.49 |
| Skew | -0.17 | 0.18 |
| Kurtosis | 93.74 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.32% |
| Expected Yearly % | 3.73% | 26.51% |
| Kelly Criterion | 1.34% | -2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.23% |
| Expected Shortfall (cVaR) | -0.84% | -2.23% |
| Year | 11398707:BTCUSD | 11398707:btcusd:triple_med_gx:lsma180_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 14.36 | -0.23 | + |
| 2023 | 155.54 | 0.53 | 0.00 | - |
| 2024 | 121.00 | -2.36 | -0.02 | - |
| 2025 | 16.76 | 3.15 | 0.19 | - |
| Metric | 11398707:btcusd:triple_med_gx:lsma180_125 | 11398707:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.29% | 31.46% |
| 6M | 3.15% | 12.77% |
| YTD | 3.15% | 16.76% |
| 1Y | -5.22% | 56.84% |
| 3Y (ann.) | 5.58% | 55.31% |
| 5Y (ann.) | 4.52% | 32.75% |
| Metric | 11398707:btcusd:triple_med_gx:lsma180_125 | 11398707:BTCUSD |
|---|---|---|
| Max Drawdown | -27.43% | -67.18% |
| Longest DD Days | 395.0 | 683.0 |
| Avg. Drawdown | -7.26% | -7.23% |
| Avg. Drawdown Days | 105.0 | 38.0 |
| Recovery Factor | 0.58 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -27.43 | 369 |
| 2022-03-25 | 2022-11-10 | -15.75 | 229 |
| 2022-02-21 | 2022-03-24 | -11.66 | 31 |
| 2024-03-05 | 2024-05-15 | -8.14 | 71 |
| 2023-02-02 | 2024-03-04 | -7.40 | 395 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2024-05-16 | 2024-06-07 | -2.32 | 21 |
| 2022-12-21 | 2023-02-01 | -1.81 | 42 |
| 2022-12-19 | 2022-12-20 | -1.81 | 1 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| Metric | 11398707:btcusd:triple_med_gx:lsma180_125 | 11398707:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 35.75% |
| Worst Week | -16.55% | -29.64% |
| Best Month | 17.41% | 43.77% |
| Worst Month | -18.84% | -37.12% |
| Best Year | 14.36% | 155.54% |
| Worst Year | -2.36% | -61.15% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.89% | -1.01% |
| Avg. Up Week | 3.89% | 6.28% |
| Avg. Down Week | -3.45% | -6.46% |
| Avg. Up Month | 4.7% | 11.64% |
| Avg. Down Month | -4.69% | -14.76% |
| Win Days % | 50.18% | 51.26% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |