| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 122.43% | 616.51% |
| Max Drawdown | -40.1% | -76.67% |
| Sharpe | 0.93 | 1.09 |
| Sortino | 1.5 | 1.62 |
| Payoff Ratio | 1.36 | 1.15 |
| Profit Factor | 1.4 | 1.18 |
| Common Sense Ratio | 2.58 | 1.3 |
| CPC Index | 0.93 | 0.7 |
| Tail Ratio | 1.85 | 1.1 |
| Outlier Win Ratio | 30.36 | 3.07 |
| Outlier Loss Ratio | 4.01 | 3.07 |
| Volatility (ann.) | 24.39% | 63.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.54 | 0.81 |
| Skew | 1.12 | 0.05 |
| Kurtosis | 26.25 | 3.39 |
| Expected Daily % | 0.05% | 0.13% |
| Expected Monthly % | 1.64% | 4.1% |
| Expected Yearly % | 17.34% | 48.27% |
| Kelly Criterion | 11.79% | 8.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -5.25% |
| Expected Shortfall (cVaR) | -2.04% | -5.25% |
| Year | 12418131:BTCUSD | 12418131:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 203.97 | 30.71 | 0.15 | - |
| 2021 | 59.34 | -16.74 | -0.28 | - |
| 2022 | -64.22 | 11.95 | -0.19 | + |
| 2023 | 155.54 | 13.23 | 0.09 | - |
| 2024 | 61.77 | 61.25 | 0.99 | - |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| MTD | 15.53% | 12.75% |
| 3M | 29.95% | 19.72% |
| 6M | 64.83% | 80.6% |
| YTD | 61.25% | 61.77% |
| 1Y | 70.81% | 146.7% |
| 3Y (ann.) | 13.83% | 25.42% |
| 5Y (ann.) | 21.76% | 62.42% |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Max Drawdown | -40.1% | -76.67% |
| Longest DD Days | 936.0 | 846.0 |
| Avg. Drawdown | -4.08% | -10.13% |
| Avg. Drawdown Days | 66.0 | 42.0 |
| Recovery Factor | 3.05 | 8.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-06-16 | 2024-01-08 | -40.10 | 936 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2024-04-30 | 2024-05-03 | -4.03 | 3 |
| 2021-03-04 | 2021-03-07 | -3.98 | 3 |
| 2021-01-04 | 2021-03-03 | -3.70 | 58 |
| 2020-07-09 | 2020-07-22 | -3.31 | 13 |
| 2024-02-21 | 2024-02-26 | -2.73 | 5 |
| 2024-02-29 | 2024-04-22 | -2.16 | 53 |
| 2024-05-21 | 2024-05-30 | -1.98 | 9 |
| 2020-10-06 | 2020-10-08 | -1.75 | 2 |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 19.48% |
| Worst Day | -11.2% | -15.42% |
| Best Week | 22.83% | 38.59% |
| Worst Week | -11.8% | -29.64% |
| Best Month | 19.12% | 47.19% |
| Worst Month | -11.31% | -37.12% |
| Best Year | 61.25% | 203.97% |
| Worst Year | -16.74% | -64.22% |
| Avg. Up Day | 2.37% | 2.38% |
| Avg. Down Day | -1.74% | -2.07% |
| Avg. Up Week | 5.66% | 9.02% |
| Avg. Down Week | -3.9% | -5.45% |
| Avg. Up Month | 8.87% | 22.86% |
| Avg. Down Month | -5.41% | -14.55% |
| Win Days % | 49.1% | 51.19% |
| Win Month % | 64.29% | 57.14% |
| Win Week % | 58.33% | 52.09% |
| Win Quarter % | 56.25% | 52.94% |
| Win Year % | 80.0% | 80.0% |