| Metric | 12177896:btcusd:triple_med_gx:lsma195_45 | 12177896:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -23.76% | 62.37% |
| Max Drawdown | -37.64% | -30.99% |
| Sharpe | -0.15 | 0.25 |
| Sortino | -0.21 | 0.35 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.47 | 0.54 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 20.47 | 3.77 |
| Outlier Loss Ratio | 3.48 | 3.94 |
| Volatility (ann.) | 6.42% | 10.63% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.64 | 2.05 |
| Skew | 0.08 | 0.01 |
| Kurtosis | 37.01 | 9.3 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -2.24% | 4.12% |
| Expected Yearly % | -12.68% | 27.43% |
| Kelly Criterion | -4.43% | 2.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -0.91% |
| Expected Shortfall (cVaR) | -0.56% | -0.91% |
| Year | 12177896:BTCUSD | 12177896:btcusd:triple_med_gx:lsma195_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | -18.10 | -0.47 | - |
| 2025 | 17.56 | -6.91 | -0.39 | - |
| Metric | 12177896:btcusd:triple_med_gx:lsma195_45 | 12177896:BTCUSD |
|---|---|---|
| MTD | -1.35% | 16.52% |
| 3M | -3.21% | 19.92% |
| 6M | -19.63% | 11.99% |
| YTD | -6.91% | 17.56% |
| 1Y | -23.76% | 62.37% |
| 3Y (ann.) | -24.04% | 63.47% |
| 5Y (ann.) | -24.04% | 63.47% |
| Metric | 12177896:btcusd:triple_med_gx:lsma195_45 | 12177896:BTCUSD |
|---|---|---|
| Max Drawdown | -37.64% | -30.99% |
| Longest DD Days | 315.0 | 154.0 |
| Avg. Drawdown | -4.68% | -2.46% |
| Avg. Drawdown Days | 32.0 | 6.0 |
| Recovery Factor | -0.63 | 2.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-05-27 | -37.64 | 315 |
| 2024-06-10 | 2024-07-15 | -10.09 | 35 |
| 2024-06-03 | 2024-06-04 | -1.55 | 1 |
| 2024-06-04 | 2024-06-05 | -0.63 | 0 |
| 2024-06-03 | 2024-06-03 | -0.34 | 0 |
| 2024-06-10 | 2024-06-10 | -0.28 | 0 |
| 2024-06-03 | 2024-06-03 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.21 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-07-16 | 2024-07-16 | -0.16 | 0 |
| Metric | 12177896:btcusd:triple_med_gx:lsma195_45 | 12177896:BTCUSD |
|---|---|---|
| Best Day | 5.11% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 9.37% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 12.18% | 37.42% |
| Worst Month | -9.42% | -17.69% |
| Best Year | -6.91% | 38.13% |
| Worst Year | -18.1% | 17.56% |
| Avg. Up Day | 0.45% | 0.46% |
| Avg. Down Day | -0.43% | -0.44% |
| Avg. Up Week | 3.66% | 7.24% |
| Avg. Down Week | -3.24% | -4.46% |
| Avg. Up Month | 7.54% | 18.21% |
| Avg. Down Month | -7.15% | -7.8% |
| Win Days % | 46.44% | 50.68% |
| Win Month % | 25.0% | 58.33% |
| Win Week % | 43.4% | 56.6% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |