| Metric | 11389991:btcusd:triple_med_gx:lsma60_100 | 11389991:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -17.66% | 195.42% |
| Max Drawdown | -38.15% | -67.18% |
| Sharpe | -0.12 | 0.44 |
| Sortino | -0.18 | 0.63 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.72 | 1.06 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | 0.76 | 0.99 |
| Outlier Win Ratio | 50.82 | 3.23 |
| Outlier Loss Ratio | 4.1 | 3.23 |
| Volatility (ann.) | 8.85% | 26.36% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.15 | 0.56 |
| Skew | 2.02 | 0.2 |
| Kurtosis | 74.34 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.46% | 2.61% |
| Expected Yearly % | -4.74% | 31.1% |
| Kelly Criterion | -7.37% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11389991:BTCUSD | 11389991:btcusd:triple_med_gx:lsma60_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 3.16 | -0.06 | + |
| 2023 | 155.54 | 14.53 | 0.09 | - |
| 2024 | 121.00 | -24.90 | -0.21 | - |
| 2025 | 17.02 | -7.19 | -0.42 | - |
| Metric | 11389991:btcusd:triple_med_gx:lsma60_100 | 11389991:BTCUSD |
|---|---|---|
| MTD | 2.73% | 4.4% |
| 3M | 0.02% | 31.76% |
| 6M | -13.41% | 12.25% |
| YTD | -7.19% | 17.02% |
| 1Y | -31.96% | 57.19% |
| 3Y (ann.) | -6.3% | 55.42% |
| 5Y (ann.) | -5.59% | 37.84% |
| Metric | 11389991:btcusd:triple_med_gx:lsma60_100 | 11389991:BTCUSD |
|---|---|---|
| Max Drawdown | -38.15% | -67.18% |
| Longest DD Days | 355.0 | 683.0 |
| Avg. Drawdown | -5.92% | -6.6% |
| Avg. Drawdown Days | 55.0 | 32.0 |
| Recovery Factor | -0.46 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -38.15 | 355 |
| 2022-06-21 | 2023-02-15 | -14.04 | 239 |
| 2023-06-11 | 2023-12-20 | -11.94 | 192 |
| 2024-02-28 | 2024-06-04 | -8.40 | 97 |
| 2023-12-22 | 2024-02-27 | -7.83 | 67 |
| 2023-03-02 | 2023-03-13 | -6.89 | 11 |
| 2022-05-16 | 2022-06-19 | -5.44 | 34 |
| 2022-02-27 | 2022-03-16 | -5.02 | 16 |
| 2022-03-17 | 2022-05-15 | -4.84 | 59 |
| 2023-04-26 | 2023-05-02 | -4.29 | 5 |
| Metric | 11389991:btcusd:triple_med_gx:lsma60_100 | 11389991:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 7.18% | 43.77% |
| Worst Month | -9.18% | -37.12% |
| Best Year | 14.53% | 155.54% |
| Worst Year | -24.9% | -55.3% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 3.1% | 7.14% |
| Avg. Down Week | -2.42% | -3.52% |
| Avg. Up Month | 2.69% | 12.09% |
| Avg. Down Month | -4.16% | -9.31% |
| Win Days % | 42.31% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 43.01% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |