| Metric | 11384248:btcusd:triple_med_gx:lsma120_80 | 11384248:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -15.36% | 188.04% |
| Max Drawdown | -34.14% | -67.18% |
| Sharpe | -0.13 | 0.43 |
| Sortino | -0.18 | 0.63 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.45 | 1.06 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 0.47 | 0.99 |
| Outlier Win Ratio | 59.45 | 3.09 |
| Outlier Loss Ratio | 4.35 | 3.07 |
| Volatility (ann.) | 7.45% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.14 | 0.55 |
| Skew | 0.24 | 0.2 |
| Kurtosis | 71.8 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.4% | 2.55% |
| Expected Yearly % | -4.08% | 30.28% |
| Kelly Criterion | -7.19% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11384248:BTCUSD | 11384248:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 16.34 | -0.29 | + |
| 2023 | 155.54 | -11.93 | -0.08 | - |
| 2024 | 121.00 | 4.81 | 0.04 | - |
| 2025 | 17.02 | -21.18 | -1.24 | - |
| Metric | 11384248:btcusd:triple_med_gx:lsma120_80 | 11384248:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.96% | 31.76% |
| 6M | -23.45% | 12.25% |
| YTD | -21.18% | 17.02% |
| 1Y | -25.64% | 57.19% |
| 3Y (ann.) | -8.42% | 55.42% |
| 5Y (ann.) | -4.84% | 36.99% |
| Metric | 11384248:btcusd:triple_med_gx:lsma120_80 | 11384248:BTCUSD |
|---|---|---|
| Max Drawdown | -34.14% | -67.18% |
| Longest DD Days | 869.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.61% |
| Avg. Drawdown Days | 79.0 | 33.0 |
| Recovery Factor | -0.45 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-06-11 | -34.14 | 869 |
| 2022-02-16 | 2022-04-28 | -9.40 | 71 |
| 2022-09-15 | 2023-01-20 | -7.63 | 127 |
| 2022-07-24 | 2022-09-09 | -4.75 | 46 |
| 2022-02-11 | 2022-02-15 | -3.99 | 3 |
| 2022-06-03 | 2022-06-06 | -3.58 | 3 |
| 2022-05-02 | 2022-05-30 | -3.32 | 27 |
| 2022-04-30 | 2022-05-02 | -2.78 | 1 |
| 2022-06-06 | 2022-07-04 | -2.74 | 27 |
| 2022-07-11 | 2022-07-23 | -1.11 | 12 |
| Metric | 11384248:btcusd:triple_med_gx:lsma120_80 | 11384248:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.71% | 35.75% |
| Worst Week | -6.67% | -29.64% |
| Best Month | 7.3% | 43.77% |
| Worst Month | -11.63% | -37.12% |
| Best Year | 16.34% | 155.54% |
| Worst Year | -21.18% | -56.42% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 3.33% | 5.61% |
| Avg. Down Week | -2.36% | -4.64% |
| Avg. Up Month | 2.45% | 20.97% |
| Avg. Down Month | -2.5% | -10.03% |
| Win Days % | 43.26% | 51.3% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 38.67% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |