| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 50.63% | 94.4% |
| Max Drawdown | -5.0% | -66.89% |
| Sharpe | 1.4 | 0.78 |
| Sortino | 3.02 | 1.19 |
| Payoff Ratio | 1.96 | 1.15 |
| Profit Factor | 1.86 | 1.13 |
| Common Sense Ratio | 2.25 | 1.24 |
| CPC Index | 1.79 | 0.67 |
| Tail Ratio | 1.2 | 1.1 |
| Outlier Win Ratio | 56.06 | 3.15 |
| Outlier Loss Ratio | 5.15 | 2.45 |
| Volatility (ann.) | 13.03% | 56.24% |
| R^2 | 0.05 | 0.05 |
| Calmar | 3.81 | 0.49 |
| Skew | 4.17 | 0.33 |
| Kurtosis | 36.43 | 3.59 |
| Expected Daily % | 0.05% | 0.08% |
| Expected Monthly % | 1.42% | 2.32% |
| Expected Yearly % | 14.63% | 24.8% |
| Kelly Criterion | 23.02% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -4.72% |
| Expected Shortfall (cVaR) | -1.07% | -4.72% |
| Year | 11383432:BTCUSD | 11383432:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.97 | 24.77 | -0.47 | + |
| 2023 | 154.85 | 8.09 | 0.05 | - |
| 2024 | 62.21 | 11.68 | 0.19 | - |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| MTD | 1.95% | 8.07% |
| 3M | 4.5% | 19.8% |
| 6M | 12.66% | 79.79% |
| YTD | 11.68% | 62.21% |
| 1Y | 13.08% | 152.55% |
| 3Y (ann.) | 19.04% | 32.68% |
| 5Y (ann.) | 19.04% | 32.68% |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Max Drawdown | -5.0% | -66.89% |
| Longest DD Days | 159.0 | 683.0 |
| Avg. Drawdown | -2.3% | -10.08% |
| Avg. Drawdown Days | 45.0 | 64.0 |
| Recovery Factor | 10.13 | 1.41 |
| Ulcer Index | 1.13 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-20 | 2023-01-26 | -5.00 | 159 |
| 2022-02-17 | 2022-05-30 | -4.24 | 102 |
| 2023-09-09 | 2024-02-10 | -3.92 | 154 |
| 2023-04-22 | 2023-06-07 | -3.46 | 46 |
| 2024-03-13 | 2024-05-18 | -3.44 | 66 |
| 2022-06-12 | 2022-07-05 | -3.20 | 23 |
| 2024-05-28 | 2024-05-31 | -3.20 | 3 |
| 2022-07-06 | 2022-07-18 | -3.05 | 12 |
| 2022-07-21 | 2022-07-29 | -2.38 | 8 |
| 2023-06-08 | 2023-09-08 | -1.48 | 92 |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Best Day | 6.84% | 14.21% |
| Worst Day | -3.2% | -14.67% |
| Best Week | 10.5% | 28.96% |
| Worst Week | -3.19% | -30.92% |
| Best Month | 17.79% | 45.57% |
| Worst Month | -2.08% | -36.86% |
| Best Year | 24.77% | 154.85% |
| Worst Year | 8.09% | -52.97% |
| Avg. Up Day | 1.97% | 2.52% |
| Avg. Down Day | -1.01% | -2.19% |
| Avg. Up Week | 2.76% | 6.58% |
| Avg. Down Week | -1.2% | -7.12% |
| Avg. Up Month | 4.28% | 18.02% |
| Avg. Down Month | -1.12% | -13.09% |
| Win Days % | 49.06% | 51.52% |
| Win Month % | 62.96% | 58.62% |
| Win Week % | 56.0% | 55.2% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |