| Metric | 11404210:btcusd:triple_med_gx:lsma180_140 | 11404210:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 18.71% | 61.16% |
| Max Drawdown | -10.67% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.79 | 0.85 |
| Payoff Ratio | 1.21 | 1.22 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 0.57 | 1.07 |
| CPC Index | 0.73 | 0.7 |
| Tail Ratio | 0.45 | 0.98 |
| Outlier Win Ratio | 41.22 | 3.05 |
| Outlier Loss Ratio | 2.96 | 2.95 |
| Volatility (ann.) | 9.68% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.7 | 2.0 |
| Skew | 3.42 | 0.21 |
| Kurtosis | 70.62 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.33% | 3.74% |
| Expected Yearly % | 8.95% | 26.95% |
| Kelly Criterion | 5.31% | 12.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11404210:BTCUSD | 11404210:btcusd:triple_med_gx:lsma180_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.89 | 0.58 | - |
| 2025 | 16.76 | -2.61 | -0.16 | - |
| Metric | 11404210:btcusd:triple_med_gx:lsma180_140 | 11404210:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.47% | 31.46% |
| 6M | -2.61% | 12.77% |
| YTD | -2.61% | 16.76% |
| 1Y | 15.5% | 56.84% |
| 3Y (ann.) | 18.17% | 59.12% |
| 5Y (ann.) | 18.17% | 59.12% |
| Metric | 11404210:btcusd:triple_med_gx:lsma180_140 | 11404210:BTCUSD |
|---|---|---|
| Max Drawdown | -10.67% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -3.38% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 1.75 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-11 | -10.67 | 158 |
| 2024-12-05 | 2025-04-02 | -7.83 | 118 |
| 2025-04-02 | 2025-06-11 | -5.88 | 69 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 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 | 11404210:btcusd:triple_med_gx:lsma180_140 | 11404210:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -4.02% | -17.69% |
| Best Year | 21.89% | 38.02% |
| Worst Year | -2.61% | 16.76% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -0.97% | -0.96% |
| Avg. Up Week | 5.18% | 7.35% |
| Avg. Down Week | -3.0% | -4.18% |
| Avg. Up Month | 5.64% | 17.5% |
| Avg. Down Month | -1.84% | -8.96% |
| Win Days % | 48.17% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |