| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 120.62% | 809.32% |
| Max Drawdown | -37.8% | -76.67% |
| Sharpe | 0.96 | 1.17 |
| Sortino | 1.5 | 1.76 |
| Payoff Ratio | 1.52 | 1.01 |
| Profit Factor | 1.52 | 1.2 |
| Common Sense Ratio | 6.91 | 1.32 |
| CPC Index | 1.01 | 0.62 |
| Tail Ratio | 4.54 | 1.11 |
| Outlier Win Ratio | 38.91 | 3.09 |
| Outlier Loss Ratio | 4.3 | 2.83 |
| Volatility (ann.) | 23.06% | 63.38% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.56 | 0.93 |
| Skew | 0.23 | 0.09 |
| Kurtosis | 41.28 | 3.43 |
| Expected Daily % | 0.05% | 0.15% |
| Expected Monthly % | 1.6% | 4.51% |
| Expected Yearly % | 17.15% | 55.5% |
| Kelly Criterion | 6.88% | 2.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -5.25% |
| Expected Shortfall (cVaR) | -1.92% | -5.25% |
| Year | 12385880:BTCUSD | 12385880:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 285.76 | 31.81 | 0.11 | - |
| 2021 | 59.34 | -13.13 | -0.22 | - |
| 2022 | -64.22 | -22.15 | 0.34 | + |
| 2023 | 155.54 | 75.82 | 0.49 | - |
| 2024 | 61.77 | 40.78 | 0.66 | - |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| MTD | 9.55% | 12.75% |
| 3M | 19.18% | 19.72% |
| 6M | 50.61% | 80.6% |
| YTD | 40.78% | 61.77% |
| 1Y | 70.4% | 146.7% |
| 3Y (ann.) | 29.04% | 25.42% |
| 5Y (ann.) | 21.28% | 71.3% |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Max Drawdown | -37.8% | -76.67% |
| Longest DD Days | 1022.0 | 846.0 |
| Avg. Drawdown | -4.67% | -9.47% |
| Avg. Drawdown Days | 86.0 | 40.0 |
| Recovery Factor | 3.19 | 10.56 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-01-04 | 2023-10-23 | -37.80 | 1022 |
| 2024-03-05 | 2024-05-30 | -10.67 | 86 |
| 2020-08-02 | 2020-12-22 | -7.21 | 142 |
| 2023-12-15 | 2024-01-08 | -3.90 | 24 |
| 2020-12-23 | 2020-12-28 | -2.52 | 5 |
| 2024-02-29 | 2024-03-03 | -2.16 | 3 |
| 2023-12-06 | 2023-12-08 | -1.80 | 2 |
| 2023-12-09 | 2023-12-13 | -1.26 | 4 |
| 2020-07-27 | 2020-07-29 | -1.23 | 2 |
| 2024-02-12 | 2024-02-14 | -0.61 | 2 |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 19.48% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 19.55% | 38.59% |
| Worst Week | -14.63% | -29.64% |
| Best Month | 18.95% | 47.19% |
| Worst Month | -16.74% | -37.12% |
| Best Year | 75.82% | 285.76% |
| Worst Year | -22.15% | -64.22% |
| Avg. Up Day | 2.74% | 2.79% |
| Avg. Down Day | -1.8% | -2.77% |
| Avg. Up Week | 6.03% | 12.56% |
| Avg. Down Week | -3.6% | -8.56% |
| Avg. Up Month | 8.59% | 21.25% |
| Avg. Down Month | -4.25% | -9.95% |
| Win Days % | 43.84% | 51.28% |
| Win Month % | 57.89% | 60.0% |
| Win Week % | 47.06% | 52.53% |
| Win Quarter % | 64.71% | 58.82% |
| Win Year % | 60.0% | 80.0% |