| Metric | 11402512:btcusd:triple_med_gx:lsma180_135 | 11402512:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 75.17% | 156.18% |
| Max Drawdown | -22.77% | -67.18% |
| Sharpe | 0.47 | 0.4 |
| Sortino | 0.76 | 0.58 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 0.76 | 0.99 |
| Outlier Win Ratio | 43.74 | 3.38 |
| Outlier Loss Ratio | 3.51 | 3.21 |
| Volatility (ann.) | 10.09% | 26.27% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.81 | 0.49 |
| Skew | 2.7 | 0.18 |
| Kurtosis | 71.58 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.32% |
| Expected Yearly % | 15.04% | 26.51% |
| Kelly Criterion | 6.46% | 9.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.23% |
| Expected Shortfall (cVaR) | -0.86% | -2.23% |
| Year | 11402512:BTCUSD | 11402512:btcusd:triple_med_gx:lsma180_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 15.68 | -0.26 | + |
| 2023 | 155.54 | 15.27 | 0.10 | - |
| 2024 | 121.00 | 48.62 | 0.40 | - |
| 2025 | 16.76 | -11.61 | -0.69 | - |
| Metric | 11402512:btcusd:triple_med_gx:lsma180_135 | 11402512:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.58% | 31.46% |
| 6M | -11.61% | 12.77% |
| YTD | -11.61% | 16.76% |
| 1Y | 16.99% | 56.84% |
| 3Y (ann.) | 9.72% | 55.31% |
| 5Y (ann.) | 18.39% | 32.75% |
| Metric | 11402512:btcusd:triple_med_gx:lsma180_135 | 11402512:BTCUSD |
|---|---|---|
| Max Drawdown | -22.77% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -2.88% | -7.23% |
| Avg. Drawdown Days | 33.0 | 38.0 |
| Recovery Factor | 3.3 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-13 | 2023-06-21 | -22.77 | 404 |
| 2024-12-05 | 2025-06-11 | -17.79 | 188 |
| 2022-04-10 | 2022-05-13 | -11.09 | 32 |
| 2023-07-14 | 2024-05-20 | -10.10 | 311 |
| 2024-06-05 | 2024-08-08 | -4.93 | 63 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-05-21 | 2024-06-04 | -2.49 | 14 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11402512:btcusd:triple_med_gx:lsma180_135 | 11402512:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -17.52% | -37.12% |
| Best Year | 48.62% | 155.54% |
| Worst Year | -11.61% | -61.15% |
| Avg. Up Day | 1.09% | 1.11% |
| Avg. Down Day | -0.86% | -0.95% |
| Avg. Up Week | 3.64% | 7.03% |
| Avg. Down Week | -1.93% | -5.28% |
| Avg. Up Month | 6.89% | 12.51% |
| Avg. Down Month | -3.54% | -12.57% |
| Win Days % | 47.73% | 51.26% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 53.33% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |