| Metric | 11385651:btcusd:triple_med_gx:lsma120_85 | 11385651:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -8.03% | 188.04% |
| Max Drawdown | -29.38% | -67.18% |
| Sharpe | -0.05 | 0.43 |
| Sortino | -0.08 | 0.63 |
| Payoff Ratio | 1.17 | 1.08 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 66.14 | 3.05 |
| Outlier Loss Ratio | 4.23 | 3.03 |
| Volatility (ann.) | 7.09% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.08 | 0.55 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 81.7 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.2% | 2.55% |
| Expected Yearly % | -2.07% | 30.28% |
| Kelly Criterion | -5.75% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11385651:BTCUSD | 11385651:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 12.54 | -0.22 | + |
| 2023 | 155.54 | -2.88 | -0.02 | - |
| 2024 | 121.00 | -1.21 | -0.01 | - |
| 2025 | 17.02 | -14.82 | -0.87 | - |
| Metric | 11385651:btcusd:triple_med_gx:lsma120_85 | 11385651:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.16% | 31.76% |
| 6M | -16.25% | 12.25% |
| YTD | -14.82% | 17.02% |
| 1Y | -16.14% | 57.19% |
| 3Y (ann.) | -5.19% | 55.42% |
| 5Y (ann.) | -2.46% | 36.99% |
| Metric | 11385651:btcusd:triple_med_gx:lsma120_85 | 11385651:BTCUSD |
|---|---|---|
| Max Drawdown | -29.38% | -67.18% |
| Longest DD Days | 838.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.61% |
| Avg. Drawdown Days | 77.0 | 33.0 |
| Recovery Factor | -0.27 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-24 | 2025-06-11 | -29.38 | 838 |
| 2022-02-16 | 2022-04-25 | -11.17 | 68 |
| 2022-09-15 | 2023-01-20 | -6.57 | 127 |
| 2022-07-12 | 2022-09-09 | -6.12 | 58 |
| 2022-05-02 | 2022-05-05 | -3.32 | 2 |
| 2022-05-06 | 2022-06-06 | -2.27 | 31 |
| 2022-02-12 | 2022-02-15 | -2.26 | 3 |
| 2022-06-06 | 2022-07-04 | -1.94 | 27 |
| 2022-04-30 | 2022-05-01 | -1.85 | 1 |
| 2023-01-25 | 2023-01-25 | -0.44 | 0 |
| Metric | 11385651:btcusd:triple_med_gx:lsma120_85 | 11385651:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.08% | 35.75% |
| Worst Week | -7.78% | -29.64% |
| Best Month | 11.49% | 43.77% |
| Worst Month | -7.78% | -37.12% |
| Best Year | 12.54% | 155.54% |
| Worst Year | -14.82% | -56.42% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 3.23% | 5.32% |
| Avg. Down Week | -2.39% | -4.77% |
| Avg. Up Month | 3.64% | 21.24% |
| Avg. Down Month | -1.78% | -9.47% |
| Win Days % | 42.99% | 51.3% |
| Win Month % | 38.46% | 61.9% |
| Win Week % | 41.43% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |