| Metric | 11398707:btcusd:triple_med_gx:lsma180_125 | 11398707:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -7.1% | 61.16% |
| Max Drawdown | -27.43% | -29.51% |
| Sharpe | -0.15 | 0.59 |
| Sortino | -0.2 | 0.85 |
| Payoff Ratio | 0.79 | 0.73 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 5.1 | 1.07 |
| CPC Index | 0.38 | 0.42 |
| Tail Ratio | 5.56 | 0.98 |
| Outlier Win Ratio | 55.26 | 2.76 |
| Outlier Loss Ratio | 2.85 | 2.84 |
| Volatility (ann.) | 9.03% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.25 | 2.0 |
| Skew | -3.44 | 0.21 |
| Kurtosis | 167.96 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.56% | 3.74% |
| Expected Yearly % | -3.61% | 26.95% |
| Kelly Criterion | -7.32% | -14.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11398707:BTCUSD | 11398707:btcusd:triple_med_gx:lsma180_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.93 | -0.26 | - |
| 2025 | 16.76 | 3.15 | 0.19 | - |
| Metric | 11398707:btcusd:triple_med_gx:lsma180_125 | 11398707:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.29% | 31.46% |
| 6M | 3.15% | 12.77% |
| YTD | 3.15% | 16.76% |
| 1Y | -5.22% | 56.84% |
| 3Y (ann.) | -6.91% | 59.12% |
| 5Y (ann.) | -6.91% | 59.12% |
| Metric | 11398707:btcusd:triple_med_gx:lsma180_125 | 11398707:BTCUSD |
|---|---|---|
| Max Drawdown | -27.43% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -7.22% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.26 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -27.43 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11398707:btcusd:triple_med_gx:lsma180_125 | 11398707:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 18.93% |
| Worst Week | -16.55% | -12.33% |
| Best Month | 17.41% | 37.42% |
| Worst Month | -18.84% | -17.69% |
| Best Year | 3.15% | 38.02% |
| Worst Year | -9.93% | 16.76% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.91% | -0.99% |
| Avg. Up Week | 4.22% | 8.13% |
| Avg. Down Week | -5.98% | -5.1% |
| Avg. Up Month | 8.91% | 19.81% |
| Avg. Down Month | -5.29% | -9.25% |
| Win Days % | 52.69% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |