| Metric | 11374189:btcusd:triple_med_gx:lsma105_35 | 11374189:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -18.72% | 237.48% |
| Max Drawdown | -30.18% | -67.18% |
| Sharpe | -0.09 | 0.47 |
| Sortino | -0.13 | 0.68 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | 0.98 | 1.08 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 32.94 | 3.4 |
| Outlier Loss Ratio | 4.39 | 3.44 |
| Volatility (ann.) | 10.63% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.19 | 0.63 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 41.68 | 6.49 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.48% | 2.87% |
| Expected Yearly % | -5.05% | 35.54% |
| Kelly Criterion | -4.76% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11374189:BTCUSD | 11374189:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -10.81 | 0.20 | + |
| 2023 | 155.54 | 2.74 | 0.02 | - |
| 2024 | 121.00 | 7.65 | 0.06 | - |
| 2025 | 30.14 | -17.60 | -0.58 | - |
| Metric | 11374189:btcusd:triple_med_gx:lsma105_35 | 11374189:BTCUSD |
|---|---|---|
| MTD | 0.85% | 13.36% |
| 3M | -1.61% | 45.08% |
| 6M | -13.11% | 28.47% |
| YTD | -17.6% | 30.14% |
| 1Y | -16.07% | 105.13% |
| 3Y (ann.) | -2.36% | 81.7% |
| 5Y (ann.) | -5.81% | 42.08% |
| Metric | 11374189:btcusd:triple_med_gx:lsma105_35 | 11374189:BTCUSD |
|---|---|---|
| Max Drawdown | -30.18% | -67.18% |
| Longest DD Days | 1249.0 | 683.0 |
| Avg. Drawdown | -6.39% | -5.84% |
| Avg. Drawdown Days | 209.0 | 29.0 |
| Recovery Factor | -0.62 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2025-07-14 | -30.18 | 1249 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2022-01-30 | 2022-01-31 | -3.09 | 1 |
| 2022-02-10 | 2022-02-10 | -1.10 | 0 |
| 2022-02-05 | 2022-02-09 | -0.47 | 4 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11374189:btcusd:triple_med_gx:lsma105_35 | 11374189:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.36% | 35.75% |
| Worst Week | -10.52% | -29.64% |
| Best Month | 14.21% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 7.65% | 155.54% |
| Worst Year | -17.6% | -54.08% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 2.95% | 5.99% |
| Avg. Down Week | -2.91% | -4.24% |
| Avg. Up Month | 4.54% | 17.84% |
| Avg. Down Month | -5.03% | -12.09% |
| Win Days % | 44.16% | 51.31% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 44.64% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |