| Metric | 11396382:btcusd:triple_med_gx:lsma115_120 | 11396382:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 7.17% | 187.39% |
| Max Drawdown | -5.84% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 2.26 | 1.75 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 0.96 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 344.47 | 2.38 |
| Outlier Loss Ratio | 5.74 | 2.45 |
| Volatility (ann.) | 2.76% | 26.35% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.36 | 0.55 |
| Skew | 18.71 | 0.2 |
| Kurtosis | 607.44 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.55% |
| Expected Yearly % | 1.75% | 30.2% |
| Kelly Criterion | -1.89% | 23.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.24% |
| Expected Shortfall (cVaR) | -0.24% | -2.24% |
| Year | 11396382:BTCUSD | 11396382:btcusd:triple_med_gx:lsma115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 3.22 | -0.06 | + |
| 2023 | 155.54 | -0.24 | -0.00 | - |
| 2024 | 121.00 | 2.77 | 0.02 | - |
| 2025 | 16.76 | 1.27 | 0.08 | - |
| Metric | 11396382:btcusd:triple_med_gx:lsma115_120 | 11396382:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.86% | 31.46% |
| 6M | 1.38% | 12.77% |
| YTD | 1.27% | 16.76% |
| 1Y | 0.16% | 56.84% |
| 3Y (ann.) | 3.04% | 55.31% |
| 5Y (ann.) | 2.08% | 36.89% |
| Metric | 11396382:btcusd:triple_med_gx:lsma115_120 | 11396382:BTCUSD |
|---|---|---|
| Max Drawdown | -5.84% | -67.18% |
| Longest DD Days | 375.0 | 683.0 |
| Avg. Drawdown | -2.02% | -6.61% |
| Avg. Drawdown Days | 112.0 | 33.0 |
| Recovery Factor | 1.23 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-05 | 2024-05-15 | -5.84 | 375 |
| 2022-04-20 | 2022-08-12 | -5.48 | 114 |
| 2022-11-20 | 2023-05-04 | -3.10 | 165 |
| 2024-07-01 | 2025-02-14 | -1.75 | 228 |
| 2025-03-31 | 2025-06-11 | -0.86 | 72 |
| 2022-09-03 | 2022-10-25 | -0.58 | 52 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| 2025-03-05 | 2025-03-05 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.18 | 0 |
| Metric | 11396382:btcusd:triple_med_gx:lsma115_120 | 11396382:BTCUSD |
|---|---|---|
| Best Day | 4.93% | 9.33% |
| Worst Day | -1.9% | -9.32% |
| Best Week | 4.74% | 35.75% |
| Worst Week | -2.83% | -29.64% |
| Best Month | 4.74% | 43.77% |
| Worst Month | -2.83% | -37.12% |
| Best Year | 3.22% | 155.54% |
| Worst Year | -0.24% | -56.42% |
| Avg. Up Day | 1.19% | 1.33% |
| Avg. Down Day | -0.53% | -0.76% |
| Avg. Up Week | 2.1% | 8.35% |
| Avg. Down Week | -0.95% | -2.44% |
| Avg. Up Month | 2.87% | 13.07% |
| Avg. Down Month | -1.26% | -14.54% |
| Win Days % | 29.41% | 51.28% |
| Win Month % | 40.74% | 61.9% |
| Win Week % | 41.67% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |