| Metric | 11393854:btcusd:triple_med_gx:lsma180_110 | 11393854:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -19.92% | 61.16% |
| Max Drawdown | -29.4% | -29.51% |
| Sharpe | -0.48 | 0.59 |
| Sortino | -0.62 | 0.85 |
| Payoff Ratio | 0.84 | 0.81 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.8 | 1.07 |
| CPC Index | 0.32 | 0.46 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 42.33 | 2.78 |
| Outlier Loss Ratio | 3.22 | 3.16 |
| Volatility (ann.) | 10.16% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.66 | 2.0 |
| Skew | -2.29 | 0.21 |
| Kurtosis | 109.78 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.69% | 3.74% |
| Expected Yearly % | -10.51% | 26.95% |
| Kelly Criterion | -15.04% | -7.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11393854:BTCUSD | 11393854:btcusd:triple_med_gx:lsma180_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.50 | -0.41 | - |
| 2025 | 16.76 | -5.23 | -0.31 | - |
| Metric | 11393854:btcusd:triple_med_gx:lsma180_110 | 11393854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -8.79% | 31.46% |
| 6M | -5.23% | 12.77% |
| YTD | -5.23% | 16.76% |
| 1Y | -19.78% | 56.84% |
| 3Y (ann.) | -19.45% | 59.12% |
| 5Y (ann.) | -19.45% | 59.12% |
| Metric | 11393854:btcusd:triple_med_gx:lsma180_110 | 11393854:BTCUSD |
|---|---|---|
| Max Drawdown | -29.4% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -6.32% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.68 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.40 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393854:btcusd:triple_med_gx:lsma180_110 | 11393854:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 18.93% |
| Worst Week | -16.55% | -12.33% |
| Best Month | 12.16% | 37.42% |
| Worst Month | -21.39% | -17.69% |
| Best Year | -5.23% | 38.02% |
| Worst Year | -15.5% | 16.76% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 2.42% | 8.11% |
| Avg. Down Week | -7.72% | -5.51% |
| Avg. Up Month | 6.99% | 24.15% |
| Avg. Down Month | -7.26% | -6.43% |
| Win Days % | 47.56% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |