| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 136.84% | 616.51% |
| Max Drawdown | -40.47% | -76.67% |
| Sharpe | 1.01 | 1.09 |
| Sortino | 1.78 | 1.62 |
| Payoff Ratio | 1.43 | 1.31 |
| Profit Factor | 1.46 | 1.18 |
| Common Sense Ratio | 2.43 | 1.3 |
| CPC Index | 0.98 | 0.79 |
| Tail Ratio | 1.66 | 1.1 |
| Outlier Win Ratio | 31.99 | 3.1 |
| Outlier Loss Ratio | 4.26 | 2.94 |
| Volatility (ann.) | 23.84% | 63.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.58 | 0.81 |
| Skew | 2.35 | 0.05 |
| Kurtosis | 29.52 | 3.39 |
| Expected Daily % | 0.06% | 0.13% |
| Expected Monthly % | 1.78% | 4.1% |
| Expected Yearly % | 18.82% | 48.27% |
| Kelly Criterion | 10.25% | 13.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -5.25% |
| Expected Shortfall (cVaR) | -1.99% | -5.25% |
| Year | 12420122:BTCUSD | 12420122:btcusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 203.97 | 29.37 | 0.14 | - |
| 2021 | 59.34 | -14.82 | -0.25 | - |
| 2022 | -64.22 | 16.07 | -0.25 | + |
| 2023 | 155.54 | 38.87 | 0.25 | - |
| 2024 | 61.77 | 33.34 | 0.54 | - |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| MTD | 11.09% | 12.75% |
| 3M | 20.54% | 19.72% |
| 6M | 32.99% | 80.6% |
| YTD | 33.34% | 61.77% |
| 1Y | 49.97% | 146.7% |
| 3Y (ann.) | 18.3% | 25.42% |
| 5Y (ann.) | 23.66% | 62.42% |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Max Drawdown | -40.47% | -76.67% |
| Longest DD Days | 569.0 | 846.0 |
| Avg. Drawdown | -4.54% | -10.13% |
| Avg. Drawdown Days | 44.0 | 42.0 |
| Recovery Factor | 3.38 | 8.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-06-30 | 2023-01-20 | -40.47 | 569 |
| 2023-04-15 | 2023-10-23 | -16.87 | 191 |
| 2021-06-25 | 2021-06-27 | -8.83 | 2 |
| 2024-01-03 | 2024-02-27 | -7.63 | 55 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2023-01-24 | 2023-03-31 | -4.62 | 66 |
| 2023-12-23 | 2024-01-01 | -4.50 | 9 |
| 2021-02-25 | 2021-03-10 | -4.36 | 13 |
| 2023-04-01 | 2023-04-10 | -2.32 | 9 |
| 2023-12-16 | 2023-12-18 | -2.28 | 2 |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Best Day | 10.96% | 19.48% |
| Worst Day | -8.83% | -15.42% |
| Best Week | 23.06% | 38.59% |
| Worst Week | -11.54% | -29.64% |
| Best Month | 25.73% | 47.19% |
| Worst Month | -16.65% | -37.12% |
| Best Year | 38.87% | 203.97% |
| Worst Year | -14.82% | -64.22% |
| Avg. Up Day | 2.41% | 2.43% |
| Avg. Down Day | -1.69% | -1.86% |
| Avg. Up Week | 6.53% | 10.12% |
| Avg. Down Week | -3.68% | -5.27% |
| Avg. Up Month | 10.03% | 21.83% |
| Avg. Down Month | -8.74% | -11.79% |
| Win Days % | 47.25% | 51.19% |
| Win Month % | 65.38% | 57.14% |
| Win Week % | 49.21% | 52.09% |
| Win Quarter % | 73.33% | 52.94% |
| Win Year % | 80.0% | 80.0% |