| Metric | 12342583:btcusd:triple_med_gx:lsma80_20 | 12342583:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 100.27% | 179.91% |
| Max Drawdown | -29.53% | -66.79% |
| Sharpe | 1.28 | 0.86 |
| Sortino | 2.59 | 1.28 |
| Payoff Ratio | 1.85 | 1.52 |
| Profit Factor | 1.85 | 1.14 |
| Common Sense Ratio | 4.09 | 1.32 |
| CPC Index | 1.65 | 0.86 |
| Tail Ratio | 2.21 | 1.15 |
| Outlier Win Ratio | 46.4 | 3.32 |
| Outlier Loss Ratio | 4.45 | 2.61 |
| Volatility (ann.) | 18.05% | 53.8% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.81 | 0.56 |
| Skew | 4.22 | 0.03 |
| Kurtosis | 51.56 | 4.21 |
| Expected Daily % | 0.06% | 0.09% |
| Expected Monthly % | 1.75% | 2.61% |
| Expected Yearly % | 18.96% | 29.35% |
| Kelly Criterion | 20.19% | 16.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.51% |
| Expected Shortfall (cVaR) | -1.49% | -4.51% |
| Year | 12342583:BTCUSD | 12342583:btcusd:triple_med_gx:lsma80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.17 | 27.25 | -0.49 | + |
| 2023 | 155.54 | 60.89 | 0.39 | - |
| 2024 | 121.00 | -11.33 | -0.09 | - |
| 2025 | 13.09 | 10.31 | 0.79 | - |
| Metric | 12342583:btcusd:triple_med_gx:lsma80_20 | 12342583:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.09% |
| 3M | 10.31% | 19.18% |
| 6M | 10.31% | 14.84% |
| YTD | 10.31% | 13.09% |
| 1Y | -19.42% | 54.52% |
| 3Y (ann.) | 26.02% | 53.76% |
| 5Y (ann.) | 23.81% | 37.23% |
| Metric | 12342583:btcusd:triple_med_gx:lsma80_20 | 12342583:BTCUSD |
|---|---|---|
| Max Drawdown | -29.53% | -66.79% |
| Longest DD Days | 312.0 | 682.0 |
| Avg. Drawdown | -3.34% | -9.6% |
| Avg. Drawdown Days | 29.0 | 57.0 |
| Recovery Factor | 3.4 | 2.69 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-21 | 2025-05-29 | -29.53 | 312 |
| 2022-07-20 | 2022-10-26 | -9.14 | 98 |
| 2023-07-14 | 2023-10-20 | -7.90 | 98 |
| 2023-07-04 | 2023-07-13 | -4.05 | 9 |
| 2024-02-21 | 2024-02-26 | -2.73 | 5 |
| 2024-02-29 | 2024-03-03 | -2.16 | 3 |
| 2022-07-16 | 2022-07-18 | -2.05 | 2 |
| 2023-06-28 | 2023-07-03 | -2.03 | 5 |
| 2022-10-30 | 2022-11-10 | -1.28 | 11 |
| 2022-12-09 | 2022-12-20 | -1.16 | 11 |
| Metric | 12342583:btcusd:triple_med_gx:lsma80_20 | 12342583:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 14.52% |
| Worst Day | -7.22% | -15.42% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -12.19% | -29.64% |
| Best Month | 26.55% | 43.77% |
| Worst Month | -23.33% | -37.12% |
| Best Year | 60.89% | 155.54% |
| Worst Year | -11.33% | -56.17% |
| Avg. Up Day | 2.08% | 2.1% |
| Avg. Down Day | -1.12% | -1.39% |
| Avg. Up Week | 6.06% | 8.75% |
| Avg. Down Week | -3.06% | -3.18% |
| Avg. Up Month | 11.06% | 19.29% |
| Avg. Down Month | -12.83% | -6.39% |
| Win Days % | 48.15% | 49.49% |
| Win Month % | 73.33% | 60.0% |
| Win Week % | 54.05% | 51.45% |
| Win Quarter % | 77.78% | 57.14% |
| Win Year % | 75.0% | 75.0% |