| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 172.34% | 616.51% |
| Max Drawdown | -35.46% | -76.67% |
| Sharpe | 1.17 | 1.09 |
| Sortino | 2.05 | 1.62 |
| Payoff Ratio | 1.47 | 1.25 |
| Profit Factor | 1.52 | 1.18 |
| Common Sense Ratio | 2.67 | 1.3 |
| CPC Index | 1.09 | 0.75 |
| Tail Ratio | 1.76 | 1.1 |
| Outlier Win Ratio | 30.58 | 3.1 |
| Outlier Loss Ratio | 4.3 | 2.95 |
| Volatility (ann.) | 23.6% | 63.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.79 | 0.81 |
| Skew | 2.12 | 0.05 |
| Kurtosis | 27.01 | 3.39 |
| Expected Daily % | 0.07% | 0.13% |
| Expected Monthly % | 2.07% | 4.1% |
| Expected Yearly % | 22.19% | 48.27% |
| Kelly Criterion | 13.38% | 12.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -5.25% |
| Expected Shortfall (cVaR) | -1.96% | -5.25% |
| Year | 12418133:BTCUSD | 12418133:btcusd:triple_med_gx:lsma70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 203.97 | 9.73 | 0.05 | - |
| 2021 | 59.34 | 0.87 | 0.01 | - |
| 2022 | -64.22 | 12.85 | -0.20 | + |
| 2023 | 155.54 | 42.11 | 0.27 | - |
| 2024 | 61.77 | 53.43 | 0.86 | - |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| MTD | 15.53% | 12.75% |
| 3M | 31.6% | 19.72% |
| 6M | 58.75% | 80.6% |
| YTD | 53.43% | 61.77% |
| 1Y | 81.27% | 146.7% |
| 3Y (ann.) | 29.4% | 25.42% |
| 5Y (ann.) | 27.99% | 62.42% |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Max Drawdown | -35.46% | -76.67% |
| Longest DD Days | 569.0 | 846.0 |
| Avg. Drawdown | -3.72% | -10.13% |
| Avg. Drawdown Days | 39.0 | 42.0 |
| Recovery Factor | 4.86 | 8.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-06-30 | 2023-01-20 | -35.46 | 569 |
| 2023-04-15 | 2023-10-23 | -13.59 | 191 |
| 2021-06-25 | 2021-06-27 | -8.83 | 2 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2023-01-24 | 2023-03-31 | -4.62 | 66 |
| 2024-03-12 | 2024-05-03 | -4.61 | 52 |
| 2023-12-23 | 2024-01-01 | -4.41 | 9 |
| 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 | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 19.48% |
| Worst Day | -8.83% | -15.42% |
| Best Week | 22.83% | 38.59% |
| Worst Week | -10.15% | -29.64% |
| Best Month | 19.64% | 47.19% |
| Worst Month | -11.31% | -37.12% |
| Best Year | 53.43% | 203.97% |
| Worst Year | 0.87% | -64.22% |
| Avg. Up Day | 2.39% | 2.41% |
| Avg. Down Day | -1.62% | -1.93% |
| Avg. Up Week | 5.81% | 9.01% |
| Avg. Down Week | -3.43% | -5.19% |
| Avg. Up Month | 8.76% | 21.12% |
| Avg. Down Month | -6.4% | -11.87% |
| Win Days % | 48.4% | 51.19% |
| Win Month % | 70.37% | 57.14% |
| Win Week % | 56.9% | 52.09% |
| Win Quarter % | 68.75% | 52.94% |
| Win Year % | 100.0% | 80.0% |