| Metric | 12342583:btcusd:triple_med_gx:lsma80_20 | 12342583:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -19.42% | 55.9% |
| Max Drawdown | -29.53% | -28.17% |
| Sharpe | -1.29 | 1.14 |
| Sortino | -1.56 | 1.8 |
| Payoff Ratio | 0.62 | 0.64 |
| Profit Factor | 0.52 | 1.18 |
| Common Sense Ratio | 0.0 | 1.32 |
| CPC Index | 0.14 | 0.38 |
| Tail Ratio | 0.0 | 1.12 |
| Outlier Win Ratio | 78.77 | 2.64 |
| Outlier Loss Ratio | 2.74 | 2.69 |
| Volatility (ann.) | 15.8% | 49.74% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.66 | 2.0 |
| Skew | -2.29 | 0.52 |
| Kurtosis | 43.24 | 2.46 |
| Expected Daily % | -0.06% | 0.12% |
| Expected Monthly % | -1.78% | 3.77% |
| Expected Yearly % | -10.23% | 24.86% |
| Kelly Criterion | -51.59% | -26.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.13% |
| Expected Shortfall (cVaR) | -1.42% | -4.13% |
| Year | 12342583:BTCUSD | 12342583:btcusd:triple_med_gx:lsma80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -26.95 | -0.71 | - |
| 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% | 55.9% |
| 3Y (ann.) | -19.57% | 56.47% |
| 5Y (ann.) | -19.57% | 56.47% |
| Metric | 12342583:btcusd:triple_med_gx:lsma80_20 | 12342583:BTCUSD |
|---|---|---|
| Max Drawdown | -29.53% | -28.17% |
| Longest DD Days | 312.0 | 145.0 |
| Avg. Drawdown | -29.53% | -7.43% |
| Avg. Drawdown Days | 312.0 | 25.0 |
| Recovery Factor | -0.66 | 1.98 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-21 | 2025-05-29 | -29.53 | 312 |
| Metric | 12342583:btcusd:triple_med_gx:lsma80_20 | 12342583:BTCUSD |
|---|---|---|
| Best Day | 6.8% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 11.13% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 10.31% | 37.42% |
| Worst Month | -23.33% | -17.69% |
| Best Year | 10.31% | 37.85% |
| Worst Year | -26.95% | 13.09% |
| Avg. Up Day | 1.24% | 1.27% |
| Avg. Down Day | -2.0% | -1.98% |
| Avg. Up Week | 3.92% | 6.87% |
| Avg. Down Week | -7.41% | -6.74% |
| Avg. Up Month | 5.52% | 10.73% |
| Avg. Down Month | -23.33% | -8.73% |
| Win Days % | 41.86% | 50.83% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 30.0% | 54.72% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |