| Metric | 11385596:btcusd:triple_med_gx:lsma120_85 | 11385596:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -12.16% | 212.83% |
| Max Drawdown | -30.16% | -67.18% |
| Sharpe | -0.1 | 0.45 |
| Sortino | -0.14 | 0.65 |
| Payoff Ratio | 1.18 | 1.07 |
| Profit Factor | 0.95 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 65.32 | 3.06 |
| Outlier Loss Ratio | 4.47 | 3.06 |
| Volatility (ann.) | 6.98% | 26.12% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.12 | 0.58 |
| Skew | 0.55 | 0.2 |
| Kurtosis | 83.91 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.3% | 2.69% |
| Expected Yearly % | -3.19% | 32.99% |
| Kelly Criterion | -7.46% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.22% |
| Expected Shortfall (cVaR) | -0.6% | -2.22% |
| Year | 11385596:BTCUSD | 11385596:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 12.05 | -0.21 | + |
| 2023 | 155.54 | -5.45 | -0.04 | - |
| 2024 | 121.00 | 2.92 | 0.02 | - |
| 2025 | 27.10 | -19.43 | -0.72 | - |
| Metric | 11385596:btcusd:triple_med_gx:lsma120_85 | 11385596:BTCUSD |
|---|---|---|
| MTD | 2.06% | 10.71% |
| 3M | 0.36% | 41.88% |
| 6M | -14.95% | 22.91% |
| YTD | -19.43% | 27.1% |
| 1Y | -25.45% | 82.29% |
| 3Y (ann.) | -7.8% | 77.48% |
| 5Y (ann.) | -3.68% | 39.04% |
| Metric | 11385596:btcusd:triple_med_gx:lsma120_85 | 11385596:BTCUSD |
|---|---|---|
| Max Drawdown | -30.16% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.52% | -6.44% |
| Avg. Drawdown Days | 94.0 | 32.0 |
| Recovery Factor | -0.4 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-07-17 | -30.16 | 904 |
| 2022-02-16 | 2022-06-06 | -9.40 | 110 |
| 2022-09-14 | 2023-01-20 | -7.79 | 128 |
| 2022-07-24 | 2022-09-09 | -4.76 | 46 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2022-07-12 | 2022-07-23 | -1.06 | 11 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-02-11 | 2022-02-12 | -0.44 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11385596:btcusd:triple_med_gx:lsma120_85 | 11385596:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 8.75% | 35.75% |
| Worst Week | -7.24% | -29.64% |
| Best Month | 7.46% | 43.77% |
| Worst Month | -11.87% | -37.12% |
| Best Year | 12.05% | 155.54% |
| Worst Year | -19.43% | -56.42% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.66% | -0.75% |
| Avg. Up Week | 2.94% | 5.44% |
| Avg. Down Week | -2.19% | -4.9% |
| Avg. Up Month | 3.69% | 21.6% |
| Avg. Down Month | -2.29% | -10.03% |
| Win Days % | 41.92% | 51.31% |
| Win Month % | 39.02% | 62.79% |
| Win Week % | 41.56% | 51.63% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |