| Metric | 11396948:btcusd:triple_med_gx:lsma180_120 | 11396948:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 0.61% | 61.16% |
| Max Drawdown | -19.63% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.09 | 0.85 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 0.93 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 0.9 | 0.98 |
| Outlier Win Ratio | 46.44 | 3.0 |
| Outlier Loss Ratio | 3.35 | 2.94 |
| Volatility (ann.) | 8.94% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.03 | 2.0 |
| Skew | 2.13 | 0.21 |
| Kurtosis | 81.92 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.05% | 3.74% |
| Expected Yearly % | 0.3% | 26.95% |
| Kelly Criterion | -0.9% | 4.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11396948:BTCUSD | 11396948:btcusd:triple_med_gx:lsma180_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.17 | -0.00 | - |
| 2025 | 16.76 | 0.78 | 0.05 | - |
| Metric | 11396948:btcusd:triple_med_gx:lsma180_120 | 11396948:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.57% | 31.46% |
| 6M | 0.78% | 12.77% |
| YTD | 0.78% | 16.76% |
| 1Y | -3.36% | 56.84% |
| 3Y (ann.) | 0.59% | 59.12% |
| 5Y (ann.) | 0.59% | 59.12% |
| Metric | 11396948:btcusd:triple_med_gx:lsma180_120 | 11396948:BTCUSD |
|---|---|---|
| Max Drawdown | -19.63% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -3.7% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 0.03 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -19.63 | 313 |
| 2024-06-05 | 2024-08-01 | -1.57 | 57 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11396948:btcusd:triple_med_gx:lsma180_120 | 11396948:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 10.22% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 11.86% | 37.42% |
| Worst Month | -9.27% | -17.69% |
| Best Year | 0.78% | 38.02% |
| Worst Year | -0.17% | 16.76% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.18% | 5.41% |
| Avg. Down Week | -6.25% | -4.94% |
| Avg. Up Month | 7.48% | 19.81% |
| Avg. Down Month | -8.76% | -8.73% |
| Win Days % | 48.48% | 51.86% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |