| Metric | 11389660:btcusd:triple_med_gx:lsma120_95 | 11389660:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 21.58% | 154.86% |
| Max Drawdown | -18.19% | -67.18% |
| Sharpe | 0.28 | 0.4 |
| Sortino | 0.4 | 0.58 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 85.13 | 2.94 |
| Outlier Loss Ratio | 3.75 | 2.78 |
| Volatility (ann.) | 5.87% | 26.25% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.33 | 0.48 |
| Skew | -0.95 | 0.18 |
| Kurtosis | 86.94 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.31% |
| Expected Yearly % | 5.01% | 26.35% |
| Kelly Criterion | 3.29% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.23% |
| Expected Shortfall (cVaR) | -0.5% | -2.23% |
| Year | 11389660:BTCUSD | 11389660:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 16.77 | -0.27 | + |
| 2023 | 155.54 | 5.25 | 0.03 | - |
| 2024 | 121.00 | 0.53 | 0.00 | - |
| 2025 | 17.02 | -1.60 | -0.09 | - |
| Metric | 11389660:btcusd:triple_med_gx:lsma120_95 | 11389660:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.62% | 31.76% |
| 6M | -1.6% | 12.25% |
| YTD | -1.6% | 17.02% |
| 1Y | 4.38% | 57.19% |
| 3Y (ann.) | 3.47% | 55.42% |
| 5Y (ann.) | 6.04% | 32.42% |
| Metric | 11389660:btcusd:triple_med_gx:lsma120_95 | 11389660:BTCUSD |
|---|---|---|
| Max Drawdown | -18.19% | -67.18% |
| Longest DD Days | 667.0 | 683.0 |
| Avg. Drawdown | -2.65% | -7.12% |
| Avg. Drawdown Days | 46.0 | 37.0 |
| Recovery Factor | 1.19 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -18.19 | 146 |
| 2023-03-20 | 2025-01-15 | -11.73 | 667 |
| 2022-10-07 | 2023-01-11 | -4.90 | 96 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-12 | 2022-03-14 | -3.54 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2023-03-01 | 2023-03-19 | -2.42 | 18 |
| 2022-05-03 | 2022-05-04 | -2.21 | 0 |
| 2023-02-27 | 2023-03-01 | -1.76 | 2 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| Metric | 11389660:btcusd:triple_med_gx:lsma120_95 | 11389660:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 9.51% | 35.75% |
| Worst Week | -16.95% | -29.64% |
| Best Month | 9.51% | 43.77% |
| Worst Month | -16.95% | -37.12% |
| Best Year | 16.77% | 155.54% |
| Worst Year | -1.6% | -61.44% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.31% | 6.71% |
| Avg. Down Week | -3.4% | -5.11% |
| Avg. Up Month | 4.7% | 20.94% |
| Avg. Down Month | -5.1% | -10.93% |
| Win Days % | 48.06% | 51.28% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 54.05% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |