| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 176.74% | 813.63% |
| Max Drawdown | -31.88% | -73.41% |
| Sharpe | 4.82 | -3.41 |
| Sortino | 10.41 | -3.38 |
| Payoff Ratio | 4.53 | 4.6 |
| Profit Factor | 2.79 | 0.09 |
| Common Sense Ratio | 9.76 | 21.86 |
| CPC Index | 3.61 | 0.17 |
| Tail Ratio | 3.5 | 0.21 |
| Outlier Win Ratio | 108.0 | 2.1 |
| Outlier Loss Ratio | 10154.53 | 8.04 |
| Volatility (ann.) | 122.64% | 480.4% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.76 | -0.07 |
| Skew | 0.98 | -7.27 |
| Kurtosis | 4.79 | 56.01 |
| Expected Daily % | 1.42% | NaN% |
| Expected Monthly % | 3.45% | NaN% |
| Expected Yearly % | 18.49% | NaN% |
| Kelly Criterion | 14.48% | -734.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.94% | -11539.42% |
| Expected Shortfall (cVaR) | -8.94% | -9498.83% |
| Year | 12420122:BTCUSD | 12420122:btcusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 24.68 | 29.60 | 1.20 | + |
| 2021 | 313.21 | -14.82 | -0.05 | - |
| 2022 | -64.63 | 16.07 | -0.25 | + |
| 2023 | 158.30 | 42.92 | 0.27 | - |
| 2024 | 115.21 | 51.71 | 0.45 | - |
| 2025 | -9.82 | -0.39 | 0.04 | + |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| MTD | -3.61% | -16.64% |
| 3M | -0.57% | 28.25% |
| 6M | 13.62% | 46.82% |
| YTD | -0.39% | -9.82% |
| 1Y | 29.57% | 35.99% |
| 3Y (ann.) | 36.03% | 21.15% |
| 5Y (ann.) | 24.1% | -31.68% |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Max Drawdown | -31.88% | -73.41% |
| Longest DD Days | 559.0 | 814.0 |
| Avg. Drawdown | -3.53% | -26.61% |
| Avg. Drawdown Days | 63.0 | 184.0 |
| Recovery Factor | 5.54 | -0.88 |
| Ulcer Index | 0.98 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-07-14 | 2023-01-24 | -31.88 | 559 |
| 2023-03-26 | 2023-10-16 | -9.36 | 204 |
| 2021-02-25 | 2021-03-10 | -4.36 | 13 |
| 2025-03-27 | 2025-03-28 | -3.61 | 1 |
| 2023-12-27 | 2024-03-02 | -1.94 | 66 |
| 2025-01-15 | 2025-01-19 | -0.18 | 4 |
| 2020-10-02 | 2020-10-18 | -0.18 | 16 |
| 2021-06-22 | 2021-07-08 | -0.18 | 16 |
| 2023-10-22 | 2023-10-23 | -0.18 | 1 |
| 2023-12-16 | 2023-12-25 | -0.18 | 9 |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Best Day | 25.96% | 1788.73% |
| Worst Day | -20.53% | -50877.7% |
| Best Week | 25.96% | 1788.73% |
| Worst Week | -20.53% | -17227.8% |
| Best Month | 25.73% | 432.3% |
| Worst Month | -20.53% | -68452.51% |
| Best Year | 51.71% | 590.3% |
| Worst Year | -14.82% | -16064.6% |
| Avg. Up Day | 15.78% | 371.1% |
| Avg. Down Day | -1.18% | -2340.28% |
| Avg. Up Week | 13.53% | 318.42% |
| Avg. Down Week | -1.84% | -1512.72% |
| Avg. Up Month | 13.83% | 30.56% |
| Avg. Down Month | -4.26% | -751.58% |
| Win Days % | 30.99% | 24.29% |
| Win Month % | 53.33% | 20.69% |
| Win Week % | 41.18% | 30.0% |
| Win Quarter % | 61.11% | 17.65% |
| Win Year % | 66.67% | 16.67% |