| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -1.77% | 62.37% |
| Max Drawdown | -22.92% | -30.99% |
| Sharpe | 0.02 | 0.25 |
| Sortino | 0.02 | 0.35 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.01 | 1.04 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 24.2 | 3.63 |
| Outlier Loss Ratio | 3.36 | 3.71 |
| Volatility (ann.) | 5.81% | 10.63% |
| R^2 | 0.3 | 0.3 |
| Calmar | -0.08 | 2.05 |
| Skew | 0.2 | 0.01 |
| Kurtosis | 49.4 | 9.3 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.15% | 4.12% |
| Expected Yearly % | -0.89% | 27.43% |
| Kelly Criterion | -1.83% | 2.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.91% |
| Expected Shortfall (cVaR) | -0.5% | -0.91% |
| Year | 12177887:BTCUSD | 12177887:btcusd:triple_med_gx:lsma180_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | -5.93 | -0.16 | - |
| 2025 | 17.56 | 4.43 | 0.25 | - |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| MTD | 0.55% | 16.52% |
| 3M | 1.66% | 19.92% |
| 6M | -6.92% | 11.99% |
| YTD | 4.43% | 17.56% |
| 1Y | -1.77% | 62.37% |
| 3Y (ann.) | -1.79% | 63.47% |
| 5Y (ann.) | -1.79% | 63.47% |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Max Drawdown | -22.92% | -30.99% |
| Longest DD Days | 309.0 | 154.0 |
| Avg. Drawdown | -3.6% | -2.46% |
| Avg. Drawdown Days | 35.0 | 6.0 |
| Recovery Factor | -0.08 | 2.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-05-27 | -22.92 | 309 |
| 2024-06-10 | 2024-07-15 | -9.42 | 35 |
| 2024-06-03 | 2024-06-04 | -1.55 | 1 |
| 2024-06-04 | 2024-06-10 | -0.78 | 5 |
| 2024-06-03 | 2024-06-03 | -0.34 | 0 |
| 2024-07-21 | 2024-07-22 | -0.26 | 0 |
| 2024-06-03 | 2024-06-03 | -0.25 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-07-21 | 2024-07-21 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.11 | 0 |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 10.14% | 18.93% |
| Worst Week | -7.11% | -12.33% |
| Best Month | 12.28% | 37.42% |
| Worst Month | -7.57% | -17.69% |
| Best Year | 4.43% | 38.13% |
| Worst Year | -5.93% | 17.56% |
| Avg. Up Day | 0.44% | 0.44% |
| Avg. Down Day | -0.42% | -0.44% |
| Avg. Up Week | 3.33% | 7.05% |
| Avg. Down Week | -2.75% | -5.09% |
| Avg. Up Month | 5.53% | 16.17% |
| Avg. Down Month | -5.08% | -7.8% |
| Win Days % | 47.82% | 50.68% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 46.15% | 56.6% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |