| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 48.26% | 559.35% |
| Max Drawdown | -21.31% | -76.67% |
| Sharpe | 0.58 | 1.0 |
| Sortino | 0.94 | 1.45 |
| Payoff Ratio | 1.69 | 1.44 |
| Profit Factor | 1.27 | 1.17 |
| Common Sense Ratio | 2.73 | 1.26 |
| CPC Index | 0.8 | 0.86 |
| Tail Ratio | 2.15 | 1.07 |
| Outlier Win Ratio | 46.41 | 2.94 |
| Outlier Loss Ratio | 5.37 | 2.87 |
| Volatility (ann.) | 19.01% | 67.48% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.45 | 0.72 |
| Skew | 1.5 | -0.69 |
| Kurtosis | 34.01 | 12.21 |
| Expected Daily % | 0.03% | 0.12% |
| Expected Monthly % | 0.76% | 3.69% |
| Expected Yearly % | 8.19% | 45.82% |
| Kelly Criterion | 0.34% | 17.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -5.63% |
| Expected Shortfall (cVaR) | -1.61% | -5.63% |
| Year | 12390205:BTCUSD | 12390205:btcusd:triple_med_gx:lsma20_30 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 179.72 | -12.95 | -0.07 | - |
| 2021 | 59.34 | 9.94 | 0.17 | - |
| 2022 | -64.22 | 3.10 | -0.05 | + |
| 2023 | 155.54 | 24.37 | 0.16 | - |
| 2024 | 61.77 | 20.82 | 0.34 | - |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| MTD | 11.01% | 12.75% |
| 3M | 9.61% | 19.72% |
| 6M | 33.79% | 80.6% |
| YTD | 20.82% | 61.77% |
| 1Y | 46.62% | 146.7% |
| 3Y (ann.) | 17.29% | 25.42% |
| 5Y (ann.) | 9.61% | 55.17% |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Max Drawdown | -21.31% | -76.67% |
| Longest DD Days | 675.0 | 846.0 |
| Avg. Drawdown | -7.34% | -11.4% |
| Avg. Drawdown Days | 147.0 | 47.0 |
| Recovery Factor | 2.27 | 7.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-08-14 | 2023-06-20 | -21.31 | 675 |
| 2020-03-03 | 2021-07-06 | -15.11 | 490 |
| 2024-03-17 | 2024-03-24 | -9.58 | 7 |
| 2024-04-30 | 2024-05-20 | -8.71 | 20 |
| 2023-06-24 | 2023-12-02 | -7.25 | 161 |
| 2023-12-22 | 2024-02-26 | -4.93 | 66 |
| 2021-07-07 | 2021-08-13 | -3.86 | 37 |
| 2024-05-21 | 2024-05-30 | -1.98 | 9 |
| 2024-04-27 | 2024-04-29 | -0.51 | 2 |
| 2023-06-22 | 2023-06-23 | -0.18 | 1 |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Best Day | 9.42% | 19.48% |
| Worst Day | -8.95% | -39.01% |
| Best Week | 14.22% | 38.59% |
| Worst Week | -18.23% | -38.6% |
| Best Month | 13.17% | 47.19% |
| Worst Month | -19.65% | -37.12% |
| Best Year | 24.37% | 179.72% |
| Worst Year | -12.95% | -64.22% |
| Avg. Up Day | 2.54% | 2.6% |
| Avg. Down Day | -1.5% | -1.81% |
| Avg. Up Week | 4.02% | 7.06% |
| Avg. Down Week | -3.02% | -4.76% |
| Avg. Up Month | 5.21% | 18.42% |
| Avg. Down Month | -4.02% | -11.99% |
| Win Days % | 37.34% | 51.35% |
| Win Month % | 53.33% | 57.69% |
| Win Week % | 50.0% | 53.3% |
| Win Quarter % | 55.56% | 55.56% |
| Win Year % | 80.0% | 80.0% |