| Metric | 11384245:btcusd:triple_med_gx:lsma105_80 | 11384245:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -3.07% | 203.48% |
| Max Drawdown | -20.7% | -67.18% |
| Sharpe | -0.01 | 0.44 |
| Sortino | -0.02 | 0.65 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.5 | 0.63 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 90.52 | 2.88 |
| Outlier Loss Ratio | 4.6 | 2.82 |
| Volatility (ann.) | 5.65% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.04 | 0.58 |
| Skew | 3.55 | 0.2 |
| Kurtosis | 129.92 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.68% |
| Expected Yearly % | -0.78% | 31.99% |
| Kelly Criterion | -6.14% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.24% |
| Expected Shortfall (cVaR) | -0.49% | -2.24% |
| Year | 11384245:BTCUSD | 11384245:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 10.15 | -0.19 | + |
| 2023 | 155.54 | -9.98 | -0.06 | - |
| 2024 | 121.00 | 22.16 | 0.18 | - |
| 2025 | 17.02 | -19.98 | -1.17 | - |
| Metric | 11384245:btcusd:triple_med_gx:lsma105_80 | 11384245:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.79% | 31.76% |
| 6M | -19.36% | 12.25% |
| YTD | -19.98% | 17.02% |
| 1Y | -16.38% | 57.19% |
| 3Y (ann.) | -1.7% | 55.42% |
| 5Y (ann.) | -0.92% | 38.98% |
| Metric | 11384245:btcusd:triple_med_gx:lsma105_80 | 11384245:BTCUSD |
|---|---|---|
| Max Drawdown | -20.7% | -67.18% |
| Longest DD Days | 667.0 | 683.0 |
| Avg. Drawdown | -5.87% | -6.06% |
| Avg. Drawdown Days | 108.0 | 30.0 |
| Recovery Factor | -0.15 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-06-11 | -20.70 | 201 |
| 2023-01-24 | 2024-11-21 | -18.60 | 667 |
| 2022-02-11 | 2022-04-28 | -7.18 | 76 |
| 2022-06-03 | 2022-07-23 | -6.05 | 50 |
| 2022-09-15 | 2023-01-20 | -5.30 | 127 |
| 2022-04-30 | 2022-05-28 | -3.31 | 28 |
| 2022-08-01 | 2022-09-07 | -2.11 | 37 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-09-14 | 2022-09-14 | -0.18 | 0 |
| Metric | 11384245:btcusd:triple_med_gx:lsma105_80 | 11384245:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.98% | -9.32% |
| Best Week | 9.15% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 9.02% | 43.77% |
| Worst Month | -10.88% | -37.12% |
| Best Year | 22.16% | 155.54% |
| Worst Year | -19.98% | -54.08% |
| Avg. Up Day | 0.74% | 0.77% |
| Avg. Down Day | -0.61% | -0.67% |
| Avg. Up Week | 3.42% | 6.36% |
| Avg. Down Week | -1.42% | -5.03% |
| Avg. Up Month | 3.41% | 21.63% |
| Avg. Down Month | -2.54% | -13.09% |
| Win Days % | 41.72% | 51.28% |
| Win Month % | 40.54% | 61.9% |
| Win Week % | 32.31% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |