| Metric | 11395382:btcusd:triple_med_gx:lsma180_115 | 11395382:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -16.34% | 61.16% |
| Max Drawdown | -27.33% | -29.51% |
| Sharpe | -0.39 | 0.59 |
| Sortino | -0.5 | 0.85 |
| Payoff Ratio | 0.88 | 0.84 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.35 | 0.48 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 45.58 | 2.77 |
| Outlier Loss Ratio | 3.2 | 3.09 |
| Volatility (ann.) | 9.89% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.58 | 2.0 |
| Skew | -2.53 | 0.21 |
| Kurtosis | 126.46 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.36% | 3.74% |
| Expected Yearly % | -8.53% | 26.95% |
| Kelly Criterion | -11.4% | -5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11395382:BTCUSD | 11395382:btcusd:triple_med_gx:lsma180_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.76 | -0.36 | - |
| 2025 | 16.76 | -2.98 | -0.18 | - |
| Metric | 11395382:btcusd:triple_med_gx:lsma180_115 | 11395382:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.27% | 31.46% |
| 6M | -2.98% | 12.77% |
| YTD | -2.98% | 16.76% |
| 1Y | -18.67% | 56.84% |
| 3Y (ann.) | -15.94% | 59.12% |
| 5Y (ann.) | -15.94% | 59.12% |
| Metric | 11395382:btcusd:triple_med_gx:lsma180_115 | 11395382:BTCUSD |
|---|---|---|
| Max Drawdown | -27.33% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -5.15% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.6 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -27.33 | 313 |
| 2024-06-05 | 2024-08-01 | -2.56 | 57 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395382:btcusd:triple_med_gx:lsma180_115 | 11395382:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 9.84% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -18.61% | -17.69% |
| Best Year | -2.98% | 38.02% |
| Worst Year | -13.76% | 16.76% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 2.67% | 8.43% |
| Avg. Down Week | -7.3% | -5.51% |
| Avg. Up Month | 4.14% | 19.81% |
| Avg. Down Month | -18.61% | -8.73% |
| Win Days % | 47.83% | 51.86% |
| Win Month % | 70.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |