| Metric | 11388361:btcusd:triple_med_gx:lsma180_90 | 11388361:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 1.68% | 61.52% |
| Max Drawdown | -14.23% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.13 | 0.86 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.58 | 0.97 |
| Outlier Win Ratio | 44.25 | 2.85 |
| Outlier Loss Ratio | 3.47 | 2.88 |
| Volatility (ann.) | 7.95% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.12 | 2.02 |
| Skew | 0.46 | 0.21 |
| Kurtosis | 60.83 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.13% | 3.76% |
| Expected Yearly % | 0.84% | 27.09% |
| Kelly Criterion | 0.43% | 3.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11388361:BTCUSD | 11388361:btcusd:triple_med_gx:lsma180_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.69 | -0.04 | - |
| 2025 | 17.02 | 3.43 | 0.20 | - |
| Metric | 11388361:btcusd:triple_med_gx:lsma180_90 | 11388361:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.23% | 31.76% |
| 6M | 3.43% | 12.25% |
| YTD | 3.43% | 17.02% |
| 1Y | 1.68% | 57.19% |
| 3Y (ann.) | 1.64% | 59.47% |
| 5Y (ann.) | 1.64% | 59.47% |
| Metric | 11388361:btcusd:triple_med_gx:lsma180_90 | 11388361:BTCUSD |
|---|---|---|
| Max Drawdown | -14.23% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -4.75% | -4.82% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | 0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2025-01-20 | -14.23 | 184 |
| 2025-01-20 | 2025-06-11 | -8.58 | 141 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11388361:btcusd:triple_med_gx:lsma180_90 | 11388361:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 9.5% | 18.93% |
| Worst Week | -7.72% | -12.33% |
| Best Month | 9.09% | 37.42% |
| Worst Month | -7.94% | -17.69% |
| Best Year | 3.43% | 38.02% |
| Worst Year | -1.69% | 17.02% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.08% | 6.39% |
| Avg. Down Week | -4.64% | -6.41% |
| Avg. Up Month | 5.88% | 7.9% |
| Avg. Down Month | -4.04% | -5.41% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |