| Metric | 11388385:btcusd:triple_med_gx:lsma120_90 | 11388385:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 10.04% | 172.77% |
| Max Drawdown | -15.83% | -67.18% |
| Sharpe | 0.16 | 0.42 |
| Sortino | 0.21 | 0.61 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 100.5 | 2.86 |
| Outlier Loss Ratio | 3.61 | 2.69 |
| Volatility (ann.) | 5.56% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.19 | 0.53 |
| Skew | -4.45 | 0.19 |
| Kurtosis | 189.29 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.48% |
| Expected Yearly % | 2.42% | 28.51% |
| Kelly Criterion | 0.57% | 6.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11388385:BTCUSD | 11388385:btcusd:triple_med_gx:lsma120_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.44 | -0.11 | + |
| 2023 | 155.54 | 5.32 | 0.03 | - |
| 2024 | 121.00 | -0.59 | -0.00 | - |
| 2025 | 17.02 | -1.26 | -0.07 | - |
| Metric | 11388385:btcusd:triple_med_gx:lsma120_90 | 11388385:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.56% | 31.76% |
| 6M | -1.26% | 12.25% |
| YTD | -1.26% | 17.02% |
| 1Y | -6.0% | 57.19% |
| 3Y (ann.) | -0.55% | 55.42% |
| 5Y (ann.) | 2.93% | 35.42% |
| Metric | 11388385:btcusd:triple_med_gx:lsma120_90 | 11388385:BTCUSD |
|---|---|---|
| Max Drawdown | -15.83% | -67.18% |
| Longest DD Days | 1001.0 | 683.0 |
| Avg. Drawdown | -2.57% | -7.19% |
| Avg. Drawdown Days | 119.0 | 37.0 |
| Recovery Factor | 0.63 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2025-06-11 | -15.83 | 1001 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-08 | 2022-09-12 | -1.56 | 66 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-05-27 | 2022-05-28 | -0.18 | 0 |
| 2022-07-04 | 2022-07-04 | -0.18 | 0 |
| 2022-05-28 | 2022-05-28 | -0.05 | 0 |
| 2022-09-13 | 2022-09-13 | -0.01 | 0 |
| Metric | 11388385:btcusd:triple_med_gx:lsma120_90 | 11388385:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.08% | 35.75% |
| Worst Week | -7.46% | -29.64% |
| Best Month | 11.88% | 43.77% |
| Worst Month | -7.46% | -37.12% |
| Best Year | 6.44% | 155.54% |
| Worst Year | -1.26% | -58.73% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 3.96% | 7.33% |
| Avg. Down Week | -2.93% | -5.5% |
| Avg. Up Month | 4.69% | 21.28% |
| Avg. Down Month | -2.64% | -5.99% |
| Win Days % | 48.42% | 51.3% |
| Win Month % | 36.36% | 60.98% |
| Win Week % | 35.29% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |