| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 246.03% | 781.01% |
| Max Drawdown | -28.55% | -73.41% |
| Sharpe | 6.66 | -4.6 |
| Sortino | 14.5 | -5.1 |
| Payoff Ratio | 3.85 | 1.82 |
| Profit Factor | 4.0 | 0.37 |
| Common Sense Ratio | 27.63 | 2.14 |
| CPC Index | 7.35 | 0.87 |
| Tail Ratio | 6.91 | 0.36 |
| Outlier Win Ratio | 121.33 | 2.09 |
| Outlier Loss Ratio | 1235.03 | 3.62 |
| Volatility (ann.) | 111.27% | 494.17% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.05 | -0.04 |
| Skew | 0.58 | -2.4 |
| Kurtosis | 3.43 | 15.89 |
| Expected Daily % | 1.87% | NaN% |
| Expected Monthly % | 4.09% | NaN% |
| Expected Yearly % | 22.98% | NaN% |
| Kelly Criterion | 25.08% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.55% | -1401.58% |
| Expected Shortfall (cVaR) | -7.55% | -2039.75% |
| Year | 12418133:BTCUSD | 12418133:btcusd:triple_med_gx:lsma70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 22.25 | 9.93 | 0.45 | - |
| 2021 | 343.01 | 0.87 | 0.00 | - |
| 2022 | -67.99 | 12.85 | -0.19 | + |
| 2023 | 160.62 | 42.10 | 0.26 | - |
| 2024 | 121.52 | 75.54 | 0.62 | - |
| 2025 | -11.98 | 10.87 | -0.91 | + |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| MTD | -0.18% | -20.89% |
| 3M | 10.67% | 28.14% |
| 6M | 10.67% | 28.14% |
| YTD | 10.87% | -11.98% |
| 1Y | 47.16% | 15.41% |
| 3Y (ann.) | 47.05% | 20.5% |
| 5Y (ann.) | 29.98% | 60.02% |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Max Drawdown | -28.55% | -73.41% |
| Longest DD Days | 430.0 | 815.0 |
| Avg. Drawdown | -2.11% | -38.0% |
| Avg. Drawdown Days | 40.0 | 303.0 |
| Recovery Factor | 8.62 | -7.76 |
| Ulcer Index | 0.98 | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-20 | 2023-01-24 | -28.55 | 430 |
| 2023-06-12 | 2023-10-16 | -6.54 | 126 |
| 2024-04-28 | 2024-04-29 | -0.18 | 1 |
| 2021-01-01 | 2021-01-02 | -0.18 | 1 |
| 2021-03-02 | 2021-03-07 | -0.18 | 5 |
| 2021-06-21 | 2021-07-12 | -0.18 | 21 |
| 2024-09-03 | 2024-09-24 | -0.18 | 21 |
| 2024-04-30 | 2024-05-21 | -0.18 | 21 |
| 2023-12-16 | 2024-01-02 | -0.18 | 17 |
| 2024-02-15 | 2024-03-01 | -0.18 | 15 |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Best Day | 20.02% | 1842.42% |
| Worst Day | -15.44% | -4357.3% |
| Best Week | 20.02% | 1842.42% |
| Worst Week | -15.44% | -1877.68% |
| Best Month | 24.65% | 1587.79% |
| Worst Month | -15.44% | -1643.26% |
| Best Year | 75.54% | 258.28% |
| Worst Year | 0.87% | -3114.85% |
| Avg. Up Day | 16.65% | 50.46% |
| Avg. Down Day | -0.98% | -375.6% |
| Avg. Up Week | 14.44% | 86.29% |
| Avg. Down Week | -2.89% | -519.2% |
| Avg. Up Month | 10.71% | 158.68% |
| Avg. Down Month | -4.39% | -414.93% |
| Win Days % | 37.88% | 23.08% |
| Win Month % | 64.52% | 26.67% |
| Win Week % | 54.55% | 25.58% |
| Win Quarter % | 68.42% | 22.22% |
| Win Year % | 100.0% | 33.33% |