| Metric | 11404210:btcusd:triple_med_gx:lsma180_140 | 11404210:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 72.81% | 156.18% |
| Max Drawdown | -21.37% | -67.18% |
| Sharpe | 0.5 | 0.4 |
| Sortino | 0.84 | 0.58 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.82 | 0.7 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 51.61 | 3.3 |
| Outlier Loss Ratio | 3.49 | 3.07 |
| Volatility (ann.) | 9.12% | 26.27% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.84 | 0.49 |
| Skew | 3.86 | 0.18 |
| Kurtosis | 86.16 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.34% | 2.32% |
| Expected Yearly % | 14.65% | 26.51% |
| Kelly Criterion | 7.61% | 12.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.23% |
| Expected Shortfall (cVaR) | -0.77% | -2.23% |
| Year | 11404210:BTCUSD | 11404210:btcusd:triple_med_gx:lsma180_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 18.42 | -0.30 | + |
| 2023 | 155.54 | 13.31 | 0.09 | - |
| 2024 | 121.00 | 32.23 | 0.27 | - |
| 2025 | 16.76 | -2.61 | -0.16 | - |
| Metric | 11404210:btcusd:triple_med_gx:lsma180_140 | 11404210:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.47% | 31.46% |
| 6M | -2.61% | 12.77% |
| YTD | -2.61% | 16.76% |
| 1Y | 15.5% | 56.84% |
| 3Y (ann.) | 11.09% | 55.31% |
| 5Y (ann.) | 17.91% | 32.75% |
| Metric | 11404210:btcusd:triple_med_gx:lsma180_140 | 11404210:BTCUSD |
|---|---|---|
| Max Drawdown | -21.37% | -67.18% |
| Longest DD Days | 403.0 | 683.0 |
| Avg. Drawdown | -3.76% | -7.23% |
| Avg. Drawdown Days | 52.0 | 38.0 |
| Recovery Factor | 3.41 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-13 | 2023-06-20 | -21.37 | 403 |
| 2023-07-14 | 2024-05-20 | -13.35 | 311 |
| 2024-06-05 | 2024-11-11 | -10.67 | 158 |
| 2024-12-05 | 2025-04-02 | -7.83 | 118 |
| 2022-03-29 | 2022-05-13 | -6.87 | 44 |
| 2025-04-02 | 2025-06-11 | -5.88 | 69 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-05-21 | 2024-06-04 | -2.59 | 14 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 11404210:btcusd:triple_med_gx:lsma180_140 | 11404210:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -5.89% | -9.32% |
| Best Week | 12.34% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 18.84% | 43.77% |
| Worst Month | -14.74% | -37.12% |
| Best Year | 32.23% | 155.54% |
| Worst Year | -2.61% | -61.15% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.67% | 7.25% |
| Avg. Down Week | -2.88% | -5.19% |
| Avg. Up Month | 6.8% | 12.69% |
| Avg. Down Month | -3.09% | -12.09% |
| Win Days % | 47.14% | 51.26% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 60.42% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |