| Metric | 11395493:btcusd:triple_med_gx:lsma180_115 | 11395493:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -12.95% | 61.16% |
| Max Drawdown | -27.33% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.36 | 0.85 |
| Payoff Ratio | 0.87 | 0.86 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.37 | 0.49 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 41.15 | 2.77 |
| Outlier Loss Ratio | 3.04 | 3.09 |
| Volatility (ann.) | 10.83% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.46 | 2.0 |
| Skew | 0.47 | 0.21 |
| Kurtosis | 116.14 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.06% | 3.74% |
| Expected Yearly % | -6.7% | 26.95% |
| Kelly Criterion | -10.84% | -4.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | 11395493:BTCUSD | 11395493:btcusd:triple_med_gx:lsma180_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.26 | -0.32 | - |
| 2025 | 16.76 | -0.78 | -0.05 | - |
| Metric | 11395493:btcusd:triple_med_gx:lsma180_115 | 11395493:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.46% | 31.46% |
| 6M | -0.78% | 12.77% |
| YTD | -0.78% | 16.76% |
| 1Y | -11.2% | 56.84% |
| 3Y (ann.) | -12.63% | 59.12% |
| 5Y (ann.) | -12.63% | 59.12% |
| Metric | 11395493:btcusd:triple_med_gx:lsma180_115 | 11395493:BTCUSD |
|---|---|---|
| Max Drawdown | -27.33% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -7.21% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.47 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -27.33 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395493:btcusd:triple_med_gx:lsma180_115 | 11395493:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 17.31% | 37.42% |
| Worst Month | -17.74% | -17.69% |
| Best Year | -0.78% | 38.02% |
| Worst Year | -12.26% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.95% | -0.97% |
| Avg. Up Week | 4.77% | 9.62% |
| Avg. Down Week | -4.92% | -5.07% |
| Avg. Up Month | 5.96% | 17.28% |
| Avg. Down Month | -5.31% | -7.82% |
| Win Days % | 48.56% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |