| Metric | 11393966:btcusd:triple_med_gx:lsma180_110 | 11393966:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -6.39% | 61.16% |
| Max Drawdown | -23.05% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.12 | 0.85 |
| Payoff Ratio | 0.96 | 0.96 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.45 | 0.55 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 36.04 | 3.02 |
| Outlier Loss Ratio | 3.16 | 3.22 |
| Volatility (ann.) | 11.52% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.27 | 2.0 |
| Skew | 0.89 | 0.21 |
| Kurtosis | 93.34 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.51% | 3.74% |
| Expected Yearly % | -3.25% | 26.95% |
| Kelly Criterion | -5.15% | 1.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11393966:BTCUSD | 11393966:btcusd:triple_med_gx:lsma180_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.98 | 0.03 | - |
| 2025 | 16.76 | -7.30 | -0.44 | - |
| Metric | 11393966:btcusd:triple_med_gx:lsma180_110 | 11393966:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.88% | 31.46% |
| 6M | -7.3% | 12.77% |
| YTD | -7.3% | 16.76% |
| 1Y | -6.54% | 56.84% |
| 3Y (ann.) | -6.22% | 59.12% |
| 5Y (ann.) | -6.22% | 59.12% |
| Metric | 11393966:btcusd:triple_med_gx:lsma180_110 | 11393966:BTCUSD |
|---|---|---|
| Max Drawdown | -23.05% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.91% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -23.05 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393966:btcusd:triple_med_gx:lsma180_110 | 11393966:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -9.03% | -12.33% |
| Best Month | 17.36% | 37.42% |
| Worst Month | -13.43% | -17.69% |
| Best Year | 0.98% | 38.02% |
| Worst Year | -7.3% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.94% | -0.95% |
| Avg. Up Week | 4.36% | 8.45% |
| Avg. Down Week | -3.56% | -4.67% |
| Avg. Up Month | 7.71% | 18.63% |
| Avg. Down Month | -5.03% | -7.93% |
| Win Days % | 48.5% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |