| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 22.96% | 201.38% |
| Max Drawdown | -26.36% | -25.85% |
| Sharpe | 0.83 | 2.35 |
| Sortino | 1.45 | 3.68 |
| Payoff Ratio | 2.77 | 1.35 |
| Profit Factor | 1.19 | 1.47 |
| Common Sense Ratio | 2.46 | 2.01 |
| CPC Index | 0.74 | 1.08 |
| Tail Ratio | 2.06 | 1.36 |
| Outlier Win Ratio | 3.82 | 3.79 |
| Outlier Loss Ratio | 13.83 | 4.19 |
| Volatility (ann.) | 37.59% | 64.09% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.59 | 4.46 |
| Skew | 1.32 | 0.06 |
| Kurtosis | 11.5 | 4.13 |
| Expected Daily % | 0.07% | 0.36% |
| Expected Monthly % | 1.15% | 6.32% |
| Expected Yearly % | 7.13% | 44.45% |
| Kelly Criterion | -5.68% | 20.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.15% | -5.11% |
| Expected Shortfall (cVaR) | -3.15% | -5.11% |
| Year | 12177887:BTCUSD | 12177887:btcusd:triple_med_gx:lsma180_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.75 | 23.20 | 0.43 | - |
| 2024 | 117.66 | 9.37 | 0.08 | - |
| 2025 | -9.94 | -8.74 | 0.88 | + |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| MTD | -8.8% | -6.91% |
| 3M | -7.64% | -20.41% |
| 6M | -14.58% | 40.57% |
| YTD | -8.74% | -9.94% |
| 1Y | -18.07% | 15.21% |
| 3Y (ann.) | 15.45% | 115.33% |
| 5Y (ann.) | 15.45% | 115.33% |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Max Drawdown | -26.36% | -25.85% |
| Longest DD Days | 356.0 | 224.0 |
| Avg. Drawdown | -2.4% | -4.15% |
| Avg. Drawdown Days | 23.0 | 17.0 |
| Recovery Factor | 0.87 | 7.79 |
| Ulcer Index | inf | 2.75 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-03-18 | -26.36 | 356 |
| 2023-11-16 | 2023-12-04 | -5.70 | 18 |
| 2024-01-15 | 2024-02-07 | -4.88 | 22 |
| 2023-10-29 | 2023-11-09 | -2.72 | 10 |
| 2023-12-24 | 2024-01-03 | -1.93 | 9 |
| 2024-02-12 | 2024-02-28 | -1.78 | 15 |
| 2023-12-11 | 2023-12-19 | -1.15 | 8 |
| 2024-03-25 | 2024-03-26 | -1.14 | 1 |
| 2023-10-10 | 2023-10-16 | -0.28 | 6 |
| 2024-03-04 | 2024-03-06 | -0.18 | 1 |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Best Day | 12.42% | 14.67% |
| Worst Day | -9.96% | -12.08% |
| Best Week | 12.22% | 23.68% |
| Worst Week | -7.11% | -10.83% |
| Best Month | 15.66% | 31.04% |
| Worst Month | -11.84% | -14.41% |
| Best Year | 23.2% | 117.66% |
| Worst Year | -8.74% | -9.94% |
| Avg. Up Day | 2.38% | 2.57% |
| Avg. Down Day | -0.86% | -1.9% |
| Avg. Up Week | 3.86% | 7.65% |
| Avg. Down Week | -2.82% | -4.33% |
| Avg. Up Month | 6.8% | 16.13% |
| Avg. Down Month | -6.53% | -8.59% |
| Win Days % | 22.33% | 54.05% |
| Win Month % | 55.56% | 66.67% |
| Win Week % | 46.05% | 56.58% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |