| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 146.43% | 616.51% |
| Max Drawdown | -32.14% | -76.67% |
| Sharpe | 1.06 | 1.09 |
| Sortino | 1.74 | 1.62 |
| Payoff Ratio | 1.36 | 1.16 |
| Profit Factor | 1.46 | 1.18 |
| Common Sense Ratio | 2.89 | 1.3 |
| CPC Index | 0.98 | 0.7 |
| Tail Ratio | 1.98 | 1.1 |
| Outlier Win Ratio | 30.05 | 3.02 |
| Outlier Loss Ratio | 4.15 | 2.99 |
| Volatility (ann.) | 23.7% | 63.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.77 | 0.81 |
| Skew | 1.19 | 0.05 |
| Kurtosis | 27.81 | 3.39 |
| Expected Daily % | 0.06% | 0.13% |
| Expected Monthly % | 1.86% | 4.1% |
| Expected Yearly % | 19.77% | 48.27% |
| Kelly Criterion | 11.73% | 9.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -5.25% |
| Expected Shortfall (cVaR) | -1.97% | -5.25% |
| Year | 12418132:BTCUSD | 12418132:btcusd:triple_med_gx:lsma65_115 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 203.97 | 20.30 | 0.10 | - |
| 2021 | 59.34 | -5.15 | -0.09 | - |
| 2022 | -64.22 | 16.50 | -0.26 | + |
| 2023 | 155.54 | 20.43 | 0.13 | - |
| 2024 | 61.77 | 53.94 | 0.87 | - |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| MTD | 15.53% | 12.75% |
| 3M | 32.03% | 19.72% |
| 6M | 57.43% | 80.6% |
| YTD | 53.94% | 61.77% |
| 1Y | 64.44% | 146.7% |
| 3Y (ann.) | 20.79% | 25.42% |
| 5Y (ann.) | 24.87% | 62.42% |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Max Drawdown | -32.14% | -76.67% |
| Longest DD Days | 498.0 | 846.0 |
| Avg. Drawdown | -4.0% | -10.13% |
| Avg. Drawdown Days | 42.0 | 42.0 |
| Recovery Factor | 4.56 | 8.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-06-30 | 2022-11-10 | -32.14 | 498 |
| 2023-04-12 | 2023-12-20 | -13.11 | 252 |
| 2021-06-18 | 2021-06-29 | -11.96 | 11 |
| 2022-11-11 | 2023-01-14 | -7.14 | 64 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2023-12-23 | 2024-01-01 | -4.41 | 9 |
| 2024-04-30 | 2024-05-03 | -4.03 | 3 |
| 2021-03-04 | 2021-03-07 | -3.98 | 3 |
| 2020-07-09 | 2020-07-22 | -3.31 | 13 |
| 2024-02-21 | 2024-02-26 | -2.73 | 5 |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132: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 | 17.57% | 47.19% |
| Worst Month | -11.31% | -37.12% |
| Best Year | 53.94% | 203.97% |
| Worst Year | -5.15% | -64.22% |
| Avg. Up Day | 2.33% | 2.35% |
| Avg. Down Day | -1.71% | -2.03% |
| Avg. Up Week | 5.48% | 8.96% |
| Avg. Down Week | -3.63% | -4.96% |
| Avg. Up Month | 8.7% | 22.86% |
| Avg. Down Month | -4.63% | -10.79% |
| Win Days % | 49.11% | 51.19% |
| Win Month % | 66.67% | 57.14% |
| Win Week % | 59.32% | 52.09% |
| Win Quarter % | 56.25% | 52.94% |
| Win Year % | 80.0% | 80.0% |