| Metric | 11384450:btcusd:triple_med_gx:lsma40_80 | 11384450:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -35.26% | 168.36% |
| Max Drawdown | -41.93% | -67.18% |
| Sharpe | -0.25 | 0.41 |
| Sortino | -0.35 | 0.59 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.91 | 1.07 |
| Common Sense Ratio | 0.84 | 1.05 |
| CPC Index | 0.41 | 0.55 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 36.78 | 3.53 |
| Outlier Loss Ratio | 4.25 | 3.58 |
| Volatility (ann.) | 10.66% | 26.51% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.29 | 0.5 |
| Skew | 0.53 | 0.19 |
| Kurtosis | 41.26 | 6.28 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -1.03% | 2.38% |
| Expected Yearly % | -10.3% | 27.99% |
| Kelly Criterion | -10.23% | 2.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.25% |
| Expected Shortfall (cVaR) | -0.93% | -2.25% |
| Year | 11384450:BTCUSD | 11384450:btcusd:triple_med_gx:lsma40_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -19.28 | 0.32 | + |
| 2023 | 155.54 | -8.57 | -0.06 | - |
| 2024 | 121.00 | 5.49 | 0.05 | - |
| 2025 | 17.02 | -16.85 | -0.99 | - |
| Metric | 11384450:btcusd:triple_med_gx:lsma40_80 | 11384450:BTCUSD |
|---|---|---|
| MTD | 0.39% | 4.4% |
| 3M | -4.95% | 31.76% |
| 6M | -19.29% | 12.25% |
| YTD | -16.85% | 17.02% |
| 1Y | -38.03% | 57.19% |
| 3Y (ann.) | -8.15% | 55.42% |
| 5Y (ann.) | -12.04% | 33.81% |
| Metric | 11384450:btcusd:triple_med_gx:lsma40_80 | 11384450:BTCUSD |
|---|---|---|
| Max Drawdown | -41.93% | -67.18% |
| Longest DD Days | 629.0 | 683.0 |
| Avg. Drawdown | -14.33% | -7.27% |
| Avg. Drawdown Days | 173.0 | 35.0 |
| Recovery Factor | -0.84 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2025-06-11 | -41.93 | 376 |
| 2022-08-25 | 2024-05-15 | -32.71 | 629 |
| 2022-01-29 | 2022-08-24 | -19.66 | 207 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2024-05-30 | 2024-05-30 | -0.18 | 0 |
| Metric | 11384450:btcusd:triple_med_gx:lsma40_80 | 11384450:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 16.81% | 35.75% |
| Worst Week | -13.65% | -29.64% |
| Best Month | 13.34% | 43.77% |
| Worst Month | -14.11% | -37.12% |
| Best Year | 5.49% | 155.54% |
| Worst Year | -19.28% | -59.39% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.03% | 6.95% |
| Avg. Down Week | -3.01% | -4.79% |
| Avg. Up Month | 3.77% | 13.54% |
| Avg. Down Month | -5.37% | -10.21% |
| Win Days % | 44.08% | 51.22% |
| Win Month % | 47.62% | 59.52% |
| Win Week % | 44.35% | 50.83% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |