| Metric | 11393744:btcusd:triple_med_gx:lsma180_110 | 11393744:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -7.86% | 61.16% |
| Max Drawdown | -25.72% | -29.51% |
| Sharpe | -0.16 | 0.59 |
| Sortino | -0.23 | 0.85 |
| Payoff Ratio | 0.99 | 0.95 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.44 | 0.54 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 41.19 | 3.0 |
| Outlier Loss Ratio | 3.42 | 3.16 |
| Volatility (ann.) | 9.47% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.3 | 2.0 |
| Skew | 1.44 | 0.21 |
| Kurtosis | 66.19 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.63% | 3.74% |
| Expected Yearly % | -4.01% | 26.95% |
| Kelly Criterion | -6.27% | 1.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11393744:BTCUSD | 11393744:btcusd:triple_med_gx:lsma180_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.19 | -0.22 | - |
| 2025 | 16.76 | 0.36 | 0.02 | - |
| Metric | 11393744:btcusd:triple_med_gx:lsma180_110 | 11393744:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.17% | 31.46% |
| 6M | 0.36% | 12.77% |
| YTD | 0.36% | 16.76% |
| 1Y | -10.89% | 56.84% |
| 3Y (ann.) | -7.66% | 59.12% |
| 5Y (ann.) | -7.66% | 59.12% |
| Metric | 11393744:btcusd:triple_med_gx:lsma180_110 | 11393744:BTCUSD |
|---|---|---|
| Max Drawdown | -25.72% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -5.48% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -25.72 | 370 |
| 2024-06-02 | 2024-06-03 | -0.86 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393744:btcusd:triple_med_gx:lsma180_110 | 11393744:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 10.02% | 18.93% |
| Worst Week | -9.22% | -12.33% |
| Best Month | 14.06% | 37.42% |
| Worst Month | -13.15% | -17.69% |
| Best Year | 0.36% | 38.02% |
| Worst Year | -8.19% | 16.76% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.43% | 4.69% |
| Avg. Down Week | -5.66% | -5.53% |
| Avg. Up Month | 6.72% | 19.81% |
| Avg. Down Month | -13.15% | -8.73% |
| Win Days % | 47.11% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |