| Metric | 11376161:btcusd:triple_med_gx:lsma150_45 | 11376161:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -2.94% | 184.18% |
| Max Drawdown | -28.88% | -67.18% |
| Sharpe | 0.03 | 0.42 |
| Sortino | 0.04 | 0.61 |
| Payoff Ratio | 1.07 | 0.98 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 34.99 | 3.41 |
| Outlier Loss Ratio | 4.44 | 3.41 |
| Volatility (ann.) | 9.8% | 26.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.03 | 0.53 |
| Skew | 0.15 | 0.18 |
| Kurtosis | 35.42 | 6.48 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.52% |
| Expected Yearly % | -0.74% | 29.84% |
| Kelly Criterion | -2.53% | 1.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11376161:BTCUSD | 11376161:btcusd:triple_med_gx:lsma150_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 8.06 | -0.13 | + |
| 2023 | 155.54 | -10.12 | -0.07 | - |
| 2024 | 121.00 | 16.95 | 0.14 | - |
| 2025 | 30.14 | -14.56 | -0.48 | - |
| Metric | 11376161:btcusd:triple_med_gx:lsma150_45 | 11376161:BTCUSD |
|---|---|---|
| MTD | 3.04% | 13.36% |
| 3M | 6.71% | 45.08% |
| 6M | -12.03% | 28.47% |
| YTD | -14.56% | 30.14% |
| 1Y | -7.44% | 105.13% |
| 3Y (ann.) | -3.52% | 81.7% |
| 5Y (ann.) | -0.87% | 35.56% |
| Metric | 11376161:btcusd:triple_med_gx:lsma150_45 | 11376161:BTCUSD |
|---|---|---|
| Max Drawdown | -28.88% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -3.14% | -7.25% |
| Avg. Drawdown Days | 73.0 | 38.0 |
| Recovery Factor | -0.1 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-07-14 | -28.88 | 1133 |
| 2022-05-23 | 2022-05-30 | -6.31 | 6 |
| 2022-02-10 | 2022-02-15 | -4.15 | 4 |
| 2022-03-25 | 2022-04-01 | -3.45 | 7 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-04-02 | 2022-05-04 | -2.24 | 32 |
| 2022-02-16 | 2022-03-16 | -2.20 | 28 |
| 2022-03-16 | 2022-03-22 | -0.71 | 5 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-05-05 | 2022-05-21 | -0.63 | 16 |
| Metric | 11376161:btcusd:triple_med_gx:lsma150_45 | 11376161:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.61% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 14.69% | 43.77% |
| Worst Month | -10.87% | -37.12% |
| Best Year | 16.95% | 155.54% |
| Worst Year | -14.56% | -61.33% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.81% | 4.79% |
| Avg. Down Week | -2.64% | -4.78% |
| Avg. Up Month | 4.05% | 14.0% |
| Avg. Down Month | -5.15% | -12.27% |
| Win Days % | 47.1% | 51.31% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 50.5% | 50.82% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |