| Metric | 11393787:btcusd:triple_med_gx:lsma120_110 | 11393787:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 6.32% | 187.39% |
| Max Drawdown | -18.86% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.16 | 0.62 |
| Payoff Ratio | 1.43 | 1.34 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 107.26 | 2.8 |
| Outlier Loss Ratio | 3.78 | 2.69 |
| Volatility (ann.) | 5.62% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.1 | 0.55 |
| Skew | 1.44 | 0.2 |
| Kurtosis | 147.24 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.55% |
| Expected Yearly % | 1.54% | 30.2% |
| Kelly Criterion | -2.88% | 14.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.24% |
| Expected Shortfall (cVaR) | -0.48% | -2.24% |
| Year | 11393787:BTCUSD | 11393787:btcusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 9.87 | -0.18 | + |
| 2023 | 155.54 | 6.27 | 0.04 | - |
| 2024 | 121.00 | -3.77 | -0.03 | - |
| 2025 | 16.76 | -5.38 | -0.32 | - |
| Metric | 11393787:btcusd:triple_med_gx:lsma120_110 | 11393787:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.94% | 31.46% |
| 6M | -8.11% | 12.77% |
| YTD | -5.38% | 16.76% |
| 1Y | -10.32% | 56.84% |
| 3Y (ann.) | 2.69% | 55.31% |
| 5Y (ann.) | 1.84% | 36.89% |
| Metric | 11393787:btcusd:triple_med_gx:lsma120_110 | 11393787:BTCUSD |
|---|---|---|
| Max Drawdown | -18.86% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.38% | -6.61% |
| Avg. Drawdown Days | 84.0 | 33.0 |
| Recovery Factor | 0.33 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-28 | 2025-06-11 | -18.86 | 469 |
| 2022-04-06 | 2022-07-14 | -6.68 | 99 |
| 2022-08-05 | 2023-06-06 | -3.97 | 305 |
| 2023-10-02 | 2023-12-18 | -3.79 | 77 |
| 2023-06-07 | 2023-10-01 | -3.29 | 116 |
| 2024-01-09 | 2024-02-27 | -3.02 | 49 |
| 2022-01-31 | 2022-03-18 | -2.58 | 45 |
| 2022-01-31 | 2022-01-31 | -2.38 | 0 |
| 2022-07-14 | 2022-07-26 | -1.06 | 12 |
| 2024-01-07 | 2024-01-08 | -0.98 | 0 |
| Metric | 11393787:btcusd:triple_med_gx:lsma120_110 | 11393787:BTCUSD |
|---|---|---|
| Best Day | 5.96% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 9.35% | 35.75% |
| Worst Week | -4.84% | -29.64% |
| Best Month | 12.92% | 43.77% |
| Worst Month | -5.01% | -37.12% |
| Best Year | 9.87% | 155.54% |
| Worst Year | -5.38% | -56.42% |
| Avg. Up Day | 1.03% | 1.07% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.17% | 6.78% |
| Avg. Down Week | -1.32% | -6.08% |
| Avg. Up Month | 2.59% | 15.92% |
| Avg. Down Month | -1.85% | -10.79% |
| Win Days % | 39.48% | 51.28% |
| Win Month % | 47.22% | 61.9% |
| Win Week % | 43.64% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |