| Metric | 12344947:btcusd:triple_med_gx:lsma80_30 | 12344947:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 116.56% | 192.41% |
| Max Drawdown | -20.83% | -49.72% |
| Sharpe | 1.48 | 0.99 |
| Sortino | 3.29 | 1.5 |
| Payoff Ratio | 2.26 | 1.71 |
| Profit Factor | 2.06 | 1.17 |
| Common Sense Ratio | 5.48 | 1.42 |
| CPC Index | 2.19 | 0.98 |
| Tail Ratio | 2.66 | 1.21 |
| Outlier Win Ratio | 41.38 | 3.43 |
| Outlier Loss Ratio | 4.35 | 2.76 |
| Volatility (ann.) | 19.96% | 52.25% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.52 | 0.94 |
| Skew | 4.94 | 0.06 |
| Kurtosis | 53.02 | 3.96 |
| Expected Daily % | 0.08% | 0.1% |
| Expected Monthly % | 2.3% | 3.21% |
| Expected Yearly % | 21.31% | 30.77% |
| Kelly Criterion | 23.67% | 19.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.36% |
| Expected Shortfall (cVaR) | -1.64% | -4.36% |
| Year | 12344947:BTCUSD | 12344947:btcusd:triple_med_gx:lsma80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.72 | 21.93 | -0.49 | + |
| 2023 | 155.54 | 63.78 | 0.41 | - |
| 2024 | 121.00 | 8.45 | 0.07 | - |
| 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% | 30.1% |
| 3Y (ann.) | 31.71% | 46.59% |
| 5Y (ann.) | 31.71% | 46.59% |
| Metric | 12344947:btcusd:triple_med_gx:lsma80_30 | 12344947:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -49.72% |
| Longest DD Days | 239.0 | 401.0 |
| Avg. Drawdown | -3.73% | -7.95% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 5.6 | 3.87 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-03-25 | -20.83 | 239 |
| 2022-07-20 | 2022-10-26 | -9.14 | 98 |
| 2023-07-14 | 2023-10-20 | -7.50 | 98 |
| 2022-11-11 | 2023-01-09 | -5.28 | 59 |
| 2023-07-04 | 2023-07-13 | -4.05 | 9 |
| 2024-02-16 | 2024-02-26 | -2.90 | 10 |
| 2024-02-29 | 2024-03-03 | -2.16 | 3 |
| 2022-10-30 | 2022-11-10 | -1.28 | 11 |
| 2023-04-12 | 2023-04-13 | -1.04 | 1 |
| 2024-07-23 | 2024-07-26 | -1.03 | 3 |
| Metric | 12344947:btcusd:triple_med_gx:lsma80_30 | 12344947:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -7.06% | -15.42% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 26.55% | 43.77% |
| Worst Month | -6.37% | -33.16% |
| Best Year | 63.78% | 155.54% |
| Worst Year | 0.0% | -44.72% |
| Avg. Up Day | 2.48% | 2.5% |
| Avg. Down Day | -1.1% | -1.46% |
| Avg. Up Week | 7.16% | 9.14% |
| Avg. Down Week | -1.86% | -3.28% |
| Avg. Up Month | 11.37% | 20.51% |
| Avg. Down Month | -4.14% | -6.39% |
| Win Days % | 47.1% | 48.97% |
| Win Month % | 71.43% | 61.76% |
| Win Week % | 51.52% | 51.33% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |