| Metric | 11393054:btcusd:triple_med_gx:lsma60_110 | 11393054:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -5.14% | 198.98% |
| Max Drawdown | -33.48% | -67.18% |
| Sharpe | 0.01 | 0.44 |
| Sortino | 0.01 | 0.64 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.92 | 1.07 |
| CPC Index | 0.52 | 0.63 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 45.62 | 3.27 |
| Outlier Loss Ratio | 4.23 | 3.25 |
| Volatility (ann.) | 9.44% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.05 | 0.57 |
| Skew | 2.37 | 0.2 |
| Kurtosis | 80.96 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.64% |
| Expected Yearly % | -1.31% | 31.5% |
| Kelly Criterion | -4.22% | 8.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11393054:BTCUSD | 11393054:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 10.04 | -0.18 | + |
| 2023 | 155.54 | 10.34 | 0.07 | - |
| 2024 | 121.00 | -16.72 | -0.14 | - |
| 2025 | 16.76 | -6.19 | -0.37 | - |
| Metric | 11393054:btcusd:triple_med_gx:lsma60_110 | 11393054:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 0.48% | 31.46% |
| 6M | -12.01% | 12.77% |
| YTD | -6.19% | 16.76% |
| 1Y | -25.33% | 56.84% |
| 3Y (ann.) | -7.42% | 55.31% |
| 5Y (ann.) | -1.55% | 38.4% |
| Metric | 11393054:btcusd:triple_med_gx:lsma60_110 | 11393054:BTCUSD |
|---|---|---|
| Max Drawdown | -33.48% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -4.17% | -6.29% |
| Avg. Drawdown Days | 78.0 | 31.0 |
| Recovery Factor | -0.15 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -33.48 | 1085 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.18 | 32 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-05-04 | 2022-05-15 | -2.54 | 11 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11393054:btcusd:triple_med_gx:lsma60_110 | 11393054:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.07% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 10.37% | 43.77% |
| Worst Month | -8.91% | -37.12% |
| Best Year | 10.34% | 155.54% |
| Worst Year | -16.72% | -54.66% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.26% | 8.22% |
| Avg. Down Week | -2.12% | -3.08% |
| Avg. Up Month | 3.67% | 13.36% |
| Avg. Down Month | -3.72% | -8.9% |
| Win Days % | 43.35% | 51.26% |
| Win Month % | 47.5% | 61.9% |
| Win Week % | 40.43% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |