| Metric | 11384411:btcusd:triple_med_gx:lsma125_80 | 11384411:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -4.62% | 183.93% |
| Max Drawdown | -23.6% | -67.18% |
| Sharpe | -0.0 | 0.43 |
| Sortino | -0.0 | 0.62 |
| Payoff Ratio | 1.05 | 0.99 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.78 | 1.06 |
| CPC Index | 0.49 | 0.55 |
| Tail Ratio | 0.78 | 0.99 |
| Outlier Win Ratio | 53.44 | 3.2 |
| Outlier Loss Ratio | 3.9 | 3.15 |
| Volatility (ann.) | 8.14% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.06 | 0.54 |
| Skew | -0.09 | 0.2 |
| Kurtosis | 61.71 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.58% |
| Expected Yearly % | -1.18% | 29.81% |
| Kelly Criterion | -4.33% | 2.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11384411:BTCUSD | 11384411:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 13.05 | -0.23 | + |
| 2023 | 155.54 | -10.16 | -0.07 | - |
| 2024 | 121.00 | 0.33 | 0.00 | - |
| 2025 | 17.02 | -6.39 | -0.38 | - |
| Metric | 11384411:btcusd:triple_med_gx:lsma125_80 | 11384411:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.95% | 31.76% |
| 6M | -10.67% | 12.25% |
| YTD | -6.39% | 17.02% |
| 1Y | -13.53% | 57.19% |
| 3Y (ann.) | -3.0% | 55.42% |
| 5Y (ann.) | -1.4% | 36.44% |
| Metric | 11384411:btcusd:triple_med_gx:lsma125_80 | 11384411:BTCUSD |
|---|---|---|
| Max Drawdown | -23.6% | -67.18% |
| Longest DD Days | 871.0 | 683.0 |
| Avg. Drawdown | -5.27% | -6.73% |
| Avg. Drawdown Days | 92.0 | 34.0 |
| Recovery Factor | -0.2 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-06-11 | -23.60 | 871 |
| 2022-02-16 | 2022-05-30 | -12.02 | 103 |
| 2022-11-05 | 2023-01-20 | -8.28 | 76 |
| 2022-06-06 | 2022-07-13 | -8.04 | 37 |
| 2022-07-14 | 2022-09-09 | -7.71 | 57 |
| 2022-09-16 | 2022-11-04 | -4.64 | 49 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| Metric | 11384411:btcusd:triple_med_gx:lsma125_80 | 11384411:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.92% | 35.75% |
| Worst Week | -7.0% | -29.64% |
| Best Month | 11.1% | 43.77% |
| Worst Month | -5.29% | -37.12% |
| Best Year | 13.05% | 155.54% |
| Worst Year | -10.16% | -57.04% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 3.38% | 4.95% |
| Avg. Down Week | -2.36% | -4.99% |
| Avg. Up Month | 2.71% | 20.05% |
| Avg. Down Month | -2.69% | -12.55% |
| Win Days % | 46.67% | 51.31% |
| Win Month % | 39.47% | 60.98% |
| Win Week % | 44.59% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |