| Metric | 11380432:btcusd:triple_med_gx:lsma180_60 | 11380432:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -6.82% | 79.62% |
| Max Drawdown | -17.36% | -29.51% |
| Sharpe | -0.14 | 0.65 |
| Sortino | -0.2 | 0.96 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 39.02 | 2.91 |
| Outlier Loss Ratio | 3.61 | 3.09 |
| Volatility (ann.) | 8.48% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.35 | 2.33 |
| Skew | -0.14 | 0.2 |
| Kurtosis | 48.84 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.5% | 4.27% |
| Expected Yearly % | -3.47% | 34.02% |
| Kelly Criterion | -3.85% | 3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11380432:BTCUSD | 11380432:btcusd:triple_med_gx:lsma180_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.07 | -0.00 | - |
| 2025 | 30.14 | -6.76 | -0.22 | - |
| Metric | 11380432:btcusd:triple_med_gx:lsma180_60 | 11380432:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -0.53% | 45.08% |
| 6M | -1.27% | 28.47% |
| YTD | -6.76% | 30.14% |
| 1Y | -6.82% | 105.13% |
| 3Y (ann.) | -6.12% | 68.87% |
| 5Y (ann.) | -6.12% | 68.87% |
| Metric | 11380432:btcusd:triple_med_gx:lsma180_60 | 11380432:BTCUSD |
|---|---|---|
| Max Drawdown | -17.36% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -4.61% | -4.58% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | -0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2025-07-14 | -17.36 | 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 | 2024-07-15 | -0.18 | 0 |
| Metric | 11380432:btcusd:triple_med_gx:lsma180_60 | 11380432:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 9.5% | 18.93% |
| Worst Week | -7.91% | -12.33% |
| Best Month | 9.0% | 37.42% |
| Worst Month | -8.14% | -17.69% |
| Best Year | -0.07% | 38.02% |
| Worst Year | -6.76% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 2.57% | 6.05% |
| Avg. Down Week | -3.92% | -5.19% |
| Avg. Up Month | 4.83% | 9.11% |
| Avg. Down Month | -6.53% | -5.41% |
| Win Days % | 48.16% | 51.93% |
| Win Month % | 30.0% | 64.29% |
| Win Week % | 42.11% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |