| Metric | 12344947:btcusd:triple_med_gx:lsma80_30 | 12344947:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -10.14% | 29.12% |
| Max Drawdown | -20.83% | -26.0% |
| Sharpe | -0.57 | 0.87 |
| Sortino | -0.86 | 1.34 |
| Payoff Ratio | 1.46 | 1.38 |
| Profit Factor | 0.73 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.36 | 0.78 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 69.29 | 3.03 |
| Outlier Loss Ratio | 2.07 | 2.47 |
| Volatility (ann.) | 19.67% | 50.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.59 | 1.42 |
| Skew | 3.47 | 0.51 |
| Kurtosis | 72.63 | 2.47 |
| Expected Daily % | -0.04% | 0.09% |
| Expected Monthly % | -1.06% | 2.59% |
| Expected Yearly % | -5.2% | 13.63% |
| Kelly Criterion | -12.21% | 13.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.24% |
| Expected Shortfall (cVaR) | -1.72% | -4.24% |
| Year | 12344947:BTCUSD | 12344947:btcusd:triple_med_gx:lsma80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -10.14 | -0.27 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344947:btcusd:triple_med_gx:lsma80_30 | 12344947:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 0.0% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -10.14% | 29.12% |
| 3Y (ann.) | -12.31% | 36.89% |
| 5Y (ann.) | -12.31% | 36.89% |
| Metric | 12344947:btcusd:triple_med_gx:lsma80_30 | 12344947:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -26.0% |
| Longest DD Days | 239.0 | 145.0 |
| Avg. Drawdown | -7.3% | -8.01% |
| Avg. Drawdown Days | 81.0 | 25.0 |
| Recovery Factor | -0.49 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-03-25 | -20.83 | 239 |
| 2024-07-23 | 2024-07-26 | -1.03 | 3 |
| 2024-07-27 | 2024-07-28 | -0.03 | 1 |
| Metric | 12344947:btcusd:triple_med_gx:lsma80_30 | 12344947:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 2.82% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 0.0% | 37.42% |
| Worst Month | -6.37% | -17.69% |
| Best Year | 0.0% | 37.85% |
| Worst Year | -10.14% | -6.34% |
| Avg. Up Day | 3.12% | 3.14% |
| Avg. Down Day | -2.13% | -2.28% |
| Avg. Up Week | 2.82% | 1.81% |
| Avg. Down Week | -3.24% | -6.74% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -6.37% | -8.73% |
| Win Days % | 33.33% | 49.83% |
| Win Month % | 0.0% | 60.0% |
| Win Week % | 20.0% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |