| Metric | 11378132:btcusd:triple_med_gx:lsma180_50 | 11378132:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -15.04% | 79.62% |
| Max Drawdown | -25.49% | -29.51% |
| Sharpe | -0.36 | 0.65 |
| Sortino | -0.48 | 0.96 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.86 | 1.08 |
| CPC Index | 0.39 | 0.56 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 40.13 | 2.91 |
| Outlier Loss Ratio | 3.49 | 3.09 |
| Volatility (ann.) | 8.9% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.53 | 2.33 |
| Skew | -1.37 | 0.2 |
| Kurtosis | 57.87 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.16% | 4.27% |
| Expected Yearly % | -7.83% | 34.02% |
| Kelly Criterion | -8.67% | 2.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11378132:BTCUSD | 11378132:btcusd:triple_med_gx:lsma180_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.17 | -0.14 | - |
| 2025 | 30.14 | -10.41 | -0.35 | - |
| Metric | 11378132:btcusd:triple_med_gx:lsma180_50 | 11378132:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -0.6% | 45.08% |
| 6M | -4.3% | 28.47% |
| YTD | -10.41% | 30.14% |
| 1Y | -15.04% | 105.13% |
| 3Y (ann.) | -13.57% | 68.87% |
| 5Y (ann.) | -13.57% | 68.87% |
| Metric | 11378132:btcusd:triple_med_gx:lsma180_50 | 11378132:BTCUSD |
|---|---|---|
| Max Drawdown | -25.49% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -6.28% | -4.58% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | -0.59 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2025-07-14 | -25.49 | 359 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| Metric | 11378132:btcusd:triple_med_gx:lsma180_50 | 11378132:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.73% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 10.21% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | -5.17% | 38.02% |
| Worst Year | -10.41% | 30.14% |
| Avg. Up Day | 0.75% | 0.75% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 2.48% | 6.29% |
| Avg. Down Week | -4.26% | -5.19% |
| Avg. Up Month | 4.41% | 7.94% |
| Avg. Down Month | -7.93% | -5.41% |
| Win Days % | 46.3% | 51.93% |
| Win Month % | 30.0% | 64.29% |
| Win Week % | 36.84% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |