| Metric | 11396372:btcusd:triple_med_gx:lsma70_120 | 11396372:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 11.33% | 187.39% |
| Max Drawdown | -23.02% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.21 | 0.62 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 0.83 | 0.99 |
| Outlier Win Ratio | 52.89 | 3.2 |
| Outlier Loss Ratio | 4.32 | 3.11 |
| Volatility (ann.) | 8.02% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.14 | 0.55 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 81.56 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.55% |
| Expected Yearly % | 2.72% | 30.2% |
| Kelly Criterion | -1.06% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11396372:BTCUSD | 11396372:btcusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 15.92 | -0.28 | + |
| 2023 | 155.54 | -16.33 | -0.10 | - |
| 2024 | 121.00 | 4.89 | 0.04 | - |
| 2025 | 16.76 | 9.43 | 0.56 | - |
| Metric | 11396372:btcusd:triple_med_gx:lsma70_120 | 11396372:BTCUSD |
|---|---|---|
| MTD | 4.57% | 4.16% |
| 3M | -4.68% | 31.46% |
| 6M | 9.47% | 12.77% |
| YTD | 9.43% | 16.76% |
| 1Y | -2.81% | 56.84% |
| 3Y (ann.) | -2.01% | 55.31% |
| 5Y (ann.) | 3.24% | 36.89% |
| Metric | 11396372:btcusd:triple_med_gx:lsma70_120 | 11396372:BTCUSD |
|---|---|---|
| Max Drawdown | -23.02% | -67.18% |
| Longest DD Days | 988.0 | 683.0 |
| Avg. Drawdown | -4.25% | -6.61% |
| Avg. Drawdown Days | 106.0 | 33.0 |
| Recovery Factor | 0.49 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -23.02 | 988 |
| 2022-04-20 | 2022-08-12 | -6.39 | 114 |
| 2022-08-26 | 2022-09-27 | -5.68 | 31 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.24 | 32 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-02-26 | 2022-02-26 | -0.18 | 0 |
| 2022-03-15 | 2022-03-16 | -0.18 | 0 |
| Metric | 11396372:btcusd:triple_med_gx:lsma70_120 | 11396372:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -9.28% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -11.3% | -37.12% |
| Best Year | 15.92% | 155.54% |
| Worst Year | -16.33% | -56.42% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 3.1% | 7.86% |
| Avg. Down Week | -2.19% | -2.14% |
| Avg. Up Month | 4.8% | 14.73% |
| Avg. Down Month | -3.2% | -11.64% |
| Win Days % | 46.01% | 51.28% |
| Win Month % | 43.59% | 61.9% |
| Win Week % | 39.19% | 50.84% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |