| Metric | 11382008:btcusd:triple_med_gx:lsma130_70 | 11382008:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 6.29% | 183.63% |
| Max Drawdown | -27.63% | -67.18% |
| Sharpe | 0.1 | 0.43 |
| Sortino | 0.14 | 0.62 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 45.53 | 3.31 |
| Outlier Loss Ratio | 4.09 | 3.26 |
| Volatility (ann.) | 8.95% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.07 | 0.54 |
| Skew | 0.41 | 0.2 |
| Kurtosis | 59.15 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.58% |
| Expected Yearly % | 1.54% | 29.77% |
| Kelly Criterion | -2.03% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11382008:BTCUSD | 11382008:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 34.45 | -0.60 | + |
| 2023 | 155.54 | -7.28 | -0.05 | - |
| 2024 | 121.00 | -6.80 | -0.06 | - |
| 2025 | 17.02 | -8.51 | -0.50 | - |
| Metric | 11382008:btcusd:triple_med_gx:lsma130_70 | 11382008:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.55% | 31.76% |
| 6M | -8.02% | 12.25% |
| YTD | -8.51% | 17.02% |
| 1Y | -5.88% | 57.19% |
| 3Y (ann.) | -1.52% | 55.42% |
| 5Y (ann.) | 1.84% | 36.43% |
| Metric | 11382008:btcusd:triple_med_gx:lsma130_70 | 11382008:BTCUSD |
|---|---|---|
| Max Drawdown | -27.63% | -67.18% |
| Longest DD Days | 997.0 | 683.0 |
| Avg. Drawdown | -3.71% | -6.9% |
| Avg. Drawdown Days | 63.0 | 35.0 |
| Recovery Factor | 0.23 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-17 | 2025-06-11 | -27.63 | 997 |
| 2022-03-09 | 2022-05-30 | -10.65 | 81 |
| 2022-02-16 | 2022-03-09 | -9.13 | 21 |
| 2022-06-08 | 2022-07-04 | -4.14 | 26 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| Metric | 11382008:btcusd:triple_med_gx:lsma130_70 | 11382008:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.64% | 35.75% |
| Worst Week | -8.56% | -29.64% |
| Best Month | 28.64% | 43.77% |
| Worst Month | -9.6% | -37.12% |
| Best Year | 34.45% | 155.54% |
| Worst Year | -8.51% | -57.08% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 5.25% | 6.39% |
| Avg. Down Week | -3.02% | -5.96% |
| Avg. Up Month | 4.72% | 17.78% |
| Avg. Down Month | -5.13% | -14.98% |
| Win Days % | 46.52% | 51.32% |
| Win Month % | 46.15% | 60.98% |
| Win Week % | 40.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |