| Metric | 11397859:btcusd:triple_med_gx:lsma70_125 | 11397859:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 5.65% | 183.29% |
| Max Drawdown | -21.96% | -67.18% |
| Sharpe | 0.09 | 0.43 |
| Sortino | 0.14 | 0.62 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.74 | 1.06 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 0.71 | 0.99 |
| Outlier Win Ratio | 53.99 | 3.18 |
| Outlier Loss Ratio | 4.3 | 3.07 |
| Volatility (ann.) | 8.3% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.08 | 0.54 |
| Skew | 3.7 | 0.2 |
| Kurtosis | 113.9 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.57% |
| Expected Yearly % | 1.38% | 29.73% |
| Kelly Criterion | -2.09% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11397859:BTCUSD | 11397859:btcusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -6.02 | 0.11 | + |
| 2023 | 155.54 | 4.32 | 0.03 | - |
| 2024 | 121.00 | 4.85 | 0.04 | - |
| 2025 | 16.76 | 2.77 | 0.17 | - |
| Metric | 11397859:btcusd:triple_med_gx:lsma70_125 | 11397859:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | 5.6% | 31.46% |
| 6M | 2.26% | 12.77% |
| YTD | 2.77% | 16.76% |
| 1Y | -7.86% | 56.84% |
| 3Y (ann.) | -2.3% | 55.31% |
| 5Y (ann.) | 1.65% | 36.34% |
| Metric | 11397859:btcusd:triple_med_gx:lsma70_125 | 11397859:BTCUSD |
|---|---|---|
| Max Drawdown | -21.96% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.73% |
| Avg. Drawdown Days | 118.0 | 34.0 |
| Recovery Factor | 0.26 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -21.96 | 1122 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -2.88 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-15 | 2022-04-15 | -0.46 | 30 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11397859:btcusd:triple_med_gx:lsma70_125 | 11397859:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -5.42% | -29.64% |
| Best Month | 10.81% | 43.77% |
| Worst Month | -11.37% | -37.12% |
| Best Year | 4.85% | 155.54% |
| Worst Year | -6.02% | -57.04% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 3.05% | 9.17% |
| Avg. Down Week | -1.81% | -2.53% |
| Avg. Up Month | 3.67% | 15.92% |
| Avg. Down Month | -2.99% | -10.83% |
| Win Days % | 45.1% | 51.3% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 43.59% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |