| Metric | 11396374:btcusd:triple_med_gx:lsma75_120 | 11396374:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 15.38% | 187.39% |
| Max Drawdown | -18.96% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.27 | 0.62 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.52 | 1.06 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 0.48 | 0.99 |
| Outlier Win Ratio | 55.96 | 3.14 |
| Outlier Loss Ratio | 4.28 | 3.05 |
| Volatility (ann.) | 7.67% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.23 | 0.55 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 87.96 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.55% |
| Expected Yearly % | 3.64% | 30.2% |
| Kelly Criterion | -1.1% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11396374:BTCUSD | 11396374:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 14.72 | -0.26 | + |
| 2023 | 155.54 | -9.31 | -0.06 | - |
| 2024 | 121.00 | 1.51 | 0.01 | - |
| 2025 | 16.76 | 9.25 | 0.55 | - |
| Metric | 11396374:btcusd:triple_med_gx:lsma75_120 | 11396374:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -4.57% | 31.46% |
| 6M | 11.54% | 12.77% |
| YTD | 9.25% | 16.76% |
| 1Y | -0.02% | 56.84% |
| 3Y (ann.) | -1.09% | 55.31% |
| 5Y (ann.) | 4.35% | 36.89% |
| Metric | 11396374:btcusd:triple_med_gx:lsma75_120 | 11396374:BTCUSD |
|---|---|---|
| Max Drawdown | -18.96% | -67.18% |
| Longest DD Days | 988.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.61% |
| Avg. Drawdown Days | 107.0 | 33.0 |
| Recovery Factor | 0.81 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -18.96 | 988 |
| 2022-05-17 | 2022-09-27 | -7.28 | 132 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.14 | 32 |
| 2022-04-20 | 2022-05-17 | -2.08 | 26 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-02-26 | 2022-02-26 | -0.18 | 0 |
| 2022-03-16 | 2022-03-16 | -0.18 | 0 |
| Metric | 11396374:btcusd:triple_med_gx:lsma75_120 | 11396374:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -8.23% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 14.72% | 155.54% |
| Worst Year | -9.31% | -56.42% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 2.53% | 7.27% |
| Avg. Down Week | -1.86% | -2.27% |
| Avg. Up Month | 3.85% | 16.0% |
| Avg. Down Month | -3.22% | -11.24% |
| Win Days % | 45.92% | 51.28% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 43.06% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |