| Metric | 11395326:btcusd:triple_med_gx:lsma180_115 | 11395326:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -2.93% | 61.16% |
| Max Drawdown | -20.94% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.05 | 0.85 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 44.82 | 3.0 |
| Outlier Loss Ratio | 3.5 | 3.04 |
| Volatility (ann.) | 9.07% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.14 | 2.0 |
| Skew | 1.95 | 0.21 |
| Kurtosis | 77.46 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.23% | 3.74% |
| Expected Yearly % | -1.47% | 26.95% |
| Kelly Criterion | -3.23% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11395326:BTCUSD | 11395326:btcusd:triple_med_gx:lsma180_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.67 | -0.07 | - |
| 2025 | 16.76 | -0.26 | -0.02 | - |
| Metric | 11395326:btcusd:triple_med_gx:lsma180_115 | 11395326:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.1% | 31.46% |
| 6M | -0.26% | 12.77% |
| YTD | -0.26% | 16.76% |
| 1Y | -6.61% | 56.84% |
| 3Y (ann.) | -2.85% | 59.12% |
| 5Y (ann.) | -2.85% | 59.12% |
| Metric | 11395326:btcusd:triple_med_gx:lsma180_115 | 11395326:BTCUSD |
|---|---|---|
| Max Drawdown | -20.94% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.42% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -20.94 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395326:btcusd:triple_med_gx:lsma180_115 | 11395326:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 10.22% | 18.93% |
| Worst Week | -9.22% | -12.33% |
| Best Month | 13.01% | 37.42% |
| Worst Month | -10.72% | -17.69% |
| Best Year | -0.26% | 38.02% |
| Worst Year | -2.67% | 16.76% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.01% | 5.41% |
| Avg. Down Week | -4.94% | -4.69% |
| Avg. Up Month | 7.69% | 19.81% |
| Avg. Down Month | -10.72% | -8.73% |
| Win Days % | 47.64% | 51.86% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |