| Metric | 11391664:btcusd:triple_med_gx:lsma50_105 | 11391664:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -17.3% | 202.8% |
| Max Drawdown | -43.98% | -67.18% |
| Sharpe | -0.08 | 0.44 |
| Sortino | -0.11 | 0.64 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 36.75 | 3.4 |
| Outlier Loss Ratio | 4.11 | 3.5 |
| Volatility (ann.) | 10.76% | 26.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.12 | 0.58 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 52.81 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.45% | 2.67% |
| Expected Yearly % | -4.64% | 31.91% |
| Kelly Criterion | -6.19% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11391664:BTCUSD | 11391664:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 0.51 | -0.01 | + |
| 2023 | 155.54 | -5.09 | -0.03 | - |
| 2024 | 121.00 | -9.41 | -0.08 | - |
| 2025 | 16.76 | -4.30 | -0.26 | - |
| Metric | 11391664:btcusd:triple_med_gx:lsma50_105 | 11391664:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -2.71% | 31.46% |
| 6M | -3.49% | 12.77% |
| YTD | -4.3% | 16.76% |
| 1Y | -25.37% | 56.84% |
| 3Y (ann.) | -13.89% | 55.31% |
| 5Y (ann.) | -5.48% | 38.89% |
| Metric | 11391664:btcusd:triple_med_gx:lsma50_105 | 11391664:BTCUSD |
|---|---|---|
| Max Drawdown | -43.98% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -3.84% | -6.06% |
| Avg. Drawdown Days | 69.0 | 30.0 |
| Recovery Factor | -0.39 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -43.98 | 1122 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-03-01 | 2022-03-14 | -3.65 | 13 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-05 | 2022-05-15 | -0.67 | 10 |
| 2022-03-17 | 2022-04-15 | -0.47 | 29 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11391664:btcusd:triple_med_gx:lsma50_105 | 11391664:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.26% | 35.75% |
| Worst Week | -13.44% | -29.64% |
| Best Month | 14.26% | 43.77% |
| Worst Month | -14.58% | -37.12% |
| Best Year | 0.51% | 155.54% |
| Worst Year | -9.41% | -54.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.53% | 7.4% |
| Avg. Down Week | -3.06% | -4.35% |
| Avg. Up Month | 5.25% | 14.21% |
| Avg. Down Month | -6.26% | -14.1% |
| Win Days % | 44.44% | 51.27% |
| Win Month % | 47.62% | 61.9% |
| Win Week % | 40.0% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |