| Metric | 11396317:btcusd:triple_med_gx:lsma55_120 | 11396317:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 1.23% | 187.39% |
| Max Drawdown | -29.0% | -67.18% |
| Sharpe | 0.06 | 0.43 |
| Sortino | 0.09 | 0.62 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 39.41 | 3.33 |
| Outlier Loss Ratio | 4.17 | 3.3 |
| Volatility (ann.) | 9.86% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.01 | 0.55 |
| Skew | 2.0 | 0.2 |
| Kurtosis | 65.23 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.55% |
| Expected Yearly % | 0.31% | 30.2% |
| Kelly Criterion | -2.48% | 6.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11396317:BTCUSD | 11396317:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 3.70 | -0.07 | + |
| 2023 | 155.54 | 1.98 | 0.01 | - |
| 2024 | 121.00 | 3.14 | 0.03 | - |
| 2025 | 16.76 | -7.19 | -0.43 | - |
| Metric | 11396317:btcusd:triple_med_gx:lsma55_120 | 11396317:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 3.71% | 31.46% |
| 6M | -11.58% | 12.77% |
| YTD | -7.19% | 16.76% |
| 1Y | -15.15% | 56.84% |
| 3Y (ann.) | -5.58% | 55.31% |
| 5Y (ann.) | 0.36% | 36.89% |
| Metric | 11396317:btcusd:triple_med_gx:lsma55_120 | 11396317:BTCUSD |
|---|---|---|
| Max Drawdown | -29.0% | -67.18% |
| Longest DD Days | 1021.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.61% |
| Avg. Drawdown Days | 74.0 | 33.0 |
| Recovery Factor | 0.04 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-06-11 | -29.00 | 1021 |
| 2022-05-16 | 2022-06-21 | -6.02 | 36 |
| 2022-06-21 | 2022-08-11 | -5.90 | 50 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-08-11 | 2022-08-25 | -3.60 | 14 |
| 2022-04-20 | 2022-05-15 | -2.88 | 25 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11396317:btcusd:triple_med_gx:lsma55_120 | 11396317:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -6.38% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -7.99% | -37.12% |
| Best Year | 3.7% | 155.54% |
| Worst Year | -7.19% | -56.42% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.23% | 7.71% |
| Avg. Down Week | -2.26% | -3.17% |
| Avg. Up Month | 4.42% | 14.22% |
| Avg. Down Month | -3.55% | -8.18% |
| Win Days % | 45.87% | 51.28% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 43.48% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |