| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | -14.15% | 24.54% |
| Max Drawdown | -20.33% | -26.85% |
| Sharpe | -0.54 | 0.79 |
| Sortino | -0.78 | 1.21 |
| Payoff Ratio | 1.12 | 1.26 |
| Profit Factor | 0.89 | 1.12 |
| Common Sense Ratio | 0.77 | 1.21 |
| CPC Index | 0.41 | 0.7 |
| Tail Ratio | 0.87 | 1.08 |
| Outlier Win Ratio | 13.06 | 2.81 |
| Outlier Loss Ratio | 3.8 | 2.8 |
| Volatility (ann.) | 27.94% | 50.01% |
| R^2 | 0.32 | 0.32 |
| Calmar | -0.85 | 1.17 |
| Skew | 0.8 | 0.38 |
| Kurtosis | 14.09 | 1.68 |
| Expected Daily % | -0.05% | 0.07% |
| Expected Monthly % | -1.51% | 2.22% |
| Expected Yearly % | -7.35% | 11.6% |
| Kelly Criterion | -10.73% | 9.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -4.2% |
| Expected Shortfall (cVaR) | -2.45% | -4.2% |
| Year | 12177887:BTCUSD | 12177887:btcusd:triple_med_gx:lsma180_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | -5.77 | -0.16 | - |
| 2025 | -8.80 | -8.90 | 1.01 | - |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| MTD | -8.8% | -0.0% |
| 3M | -9.85% | -16.45% |
| 6M | -12.89% | 34.99% |
| YTD | -8.9% | -8.8% |
| 1Y | -14.15% | 24.54% |
| 3Y (ann.) | -17.26% | 31.31% |
| 5Y (ann.) | -17.26% | 31.31% |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Max Drawdown | -20.33% | -26.85% |
| Longest DD Days | 242.0 | 145.0 |
| Avg. Drawdown | -9.17% | -7.34% |
| Avg. Drawdown Days | 93.0 | 27.0 |
| Recovery Factor | -0.7 | 0.91 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-23 | 2025-03-22 | -20.33 | 242 |
| 2024-06-11 | 2024-07-16 | -7.05 | 35 |
| 2024-06-03 | 2024-06-04 | -0.12 | 1 |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 8.78% | 15.55% |
| Worst Week | -7.11% | -14.34% |
| Best Month | 8.52% | 34.46% |
| Worst Month | -8.8% | -19.77% |
| Best Year | -5.77% | 36.55% |
| Worst Year | -8.9% | -8.8% |
| Avg. Up Day | 1.86% | 2.85% |
| Avg. Down Day | -1.66% | -2.26% |
| Avg. Up Week | 3.36% | 6.53% |
| Avg. Down Week | -2.98% | -4.75% |
| Avg. Up Month | 4.42% | 16.89% |
| Avg. Down Month | -5.69% | -9.04% |
| Win Days % | 41.61% | 49.66% |
| Win Month % | 40.0% | 50.0% |
| Win Week % | 42.86% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |