| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 108.71% | 625.13% |
| Max Drawdown | -41.64% | -76.67% |
| Sharpe | 0.73 | 1.1 |
| Sortino | 1.14 | 1.65 |
| Payoff Ratio | 1.23 | 0.97 |
| Profit Factor | 1.26 | 1.18 |
| Common Sense Ratio | 1.42 | 1.3 |
| CPC Index | 0.75 | 0.59 |
| Tail Ratio | 1.13 | 1.1 |
| Outlier Win Ratio | 24.15 | 3.66 |
| Outlier Loss Ratio | 3.99 | 3.54 |
| Volatility (ann.) | 32.41% | 63.02% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.48 | 0.83 |
| Skew | 0.99 | 0.06 |
| Kurtosis | 22.08 | 3.47 |
| Expected Daily % | 0.05% | 0.14% |
| Expected Monthly % | 1.51% | 4.13% |
| Expected Yearly % | 15.85% | 48.62% |
| Kelly Criterion | 6.12% | 0.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.73% | -5.24% |
| Expected Shortfall (cVaR) | -2.73% | -5.24% |
| Year | 12388206:BTCUSD | 12388206:btcusd:triple_med_gx:lsma140_20 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 207.62 | 7.80 | 0.04 | - |
| 2021 | 59.34 | -25.39 | -0.43 | - |
| 2022 | -64.22 | 1.32 | -0.02 | + |
| 2023 | 155.54 | 98.55 | 0.63 | - |
| 2024 | 61.77 | 28.99 | 0.47 | - |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 24.22% | 19.72% |
| 6M | 36.77% | 80.6% |
| YTD | 28.99% | 61.77% |
| 1Y | 61.15% | 146.7% |
| 3Y (ann.) | 35.21% | 25.42% |
| 5Y (ann.) | 20.17% | 63.99% |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Max Drawdown | -41.64% | -76.67% |
| Longest DD Days | 833.0 | 846.0 |
| Avg. Drawdown | -5.42% | -9.87% |
| Avg. Drawdown Days | 59.0 | 42.0 |
| Recovery Factor | 2.61 | 8.15 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-12-01 | 2023-03-14 | -41.64 | 833 |
| 2020-06-02 | 2020-11-12 | -14.39 | 163 |
| 2023-03-24 | 2023-06-23 | -12.04 | 91 |
| 2020-11-21 | 2020-11-30 | -10.79 | 9 |
| 2023-06-24 | 2023-10-23 | -7.88 | 121 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-03-29 | 2024-04-20 | -4.99 | 22 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2020-05-31 | 2020-06-01 | -2.67 | 1 |
| Metric | 12388206:btcusd:triple_med_gx:lsma140_20 | 12388206:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 19.48% |
| Worst Day | -14.39% | -15.42% |
| Best Week | 35.75% | 38.59% |
| Worst Week | -25.18% | -29.64% |
| Best Month | 32.79% | 47.19% |
| Worst Month | -24.01% | -37.12% |
| Best Year | 98.55% | 207.62% |
| Worst Year | -25.39% | -64.22% |
| Avg. Up Day | 2.55% | 2.57% |
| Avg. Down Day | -2.07% | -2.66% |
| Avg. Up Week | 6.38% | 8.1% |
| Avg. Down Week | -4.01% | -6.43% |
| Avg. Up Month | 10.05% | 19.96% |
| Avg. Down Month | -6.82% | -15.39% |
| Win Days % | 48.13% | 51.07% |
| Win Month % | 60.0% | 59.18% |
| Win Week % | 51.25% | 52.36% |
| Win Quarter % | 64.71% | 52.94% |
| Win Year % | 80.0% | 80.0% |