| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 53.14% | 81.83% |
| Max Drawdown | -11.73% | -66.89% |
| Sharpe | 1.34 | 0.73 |
| Sortino | 2.95 | 1.11 |
| Payoff Ratio | 1.96 | 1.46 |
| Profit Factor | 1.73 | 1.12 |
| Common Sense Ratio | 1.9 | 1.23 |
| CPC Index | 1.59 | 0.84 |
| Tail Ratio | 1.1 | 1.09 |
| Outlier Win Ratio | 48.22 | 3.2 |
| Outlier Loss Ratio | 5.16 | 2.47 |
| Volatility (ann.) | 14.33% | 56.21% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.7 | 0.43 |
| Skew | 4.4 | 0.34 |
| Kurtosis | 37.2 | 3.61 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.48% | 2.08% |
| Expected Yearly % | 15.26% | 22.05% |
| Kelly Criterion | 19.72% | 18.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.73% |
| Expected Shortfall (cVaR) | -1.18% | -4.73% |
| Year | 11383434:BTCUSD | 11383434:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.01 | 38.76 | -0.69 | + |
| 2023 | 154.85 | -7.49 | -0.05 | - |
| 2024 | 62.21 | 19.30 | 0.31 | - |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| MTD | 4.38% | 8.07% |
| 3M | 11.9% | 19.8% |
| 6M | 18.61% | 79.79% |
| YTD | 19.3% | 62.21% |
| 1Y | 11.62% | 152.55% |
| 3Y (ann.) | 19.93% | 29.04% |
| 5Y (ann.) | 19.93% | 29.04% |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Max Drawdown | -11.73% | -66.89% |
| Longest DD Days | 353.0 | 683.0 |
| Avg. Drawdown | -3.05% | -10.08% |
| Avg. Drawdown Days | 49.0 | 64.0 |
| Recovery Factor | 4.53 | 1.22 |
| Ulcer Index | 1.04 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-27 | 2024-03-14 | -11.73 | 353 |
| 2022-10-10 | 2023-01-04 | -5.11 | 86 |
| 2022-07-30 | 2022-09-20 | -4.06 | 52 |
| 2024-05-28 | 2024-05-31 | -4.01 | 3 |
| 2022-06-12 | 2022-07-05 | -3.20 | 23 |
| 2024-04-05 | 2024-04-07 | -3.05 | 2 |
| 2022-02-17 | 2022-05-30 | -2.96 | 102 |
| 2022-07-21 | 2022-07-29 | -2.38 | 8 |
| 2023-01-27 | 2023-03-15 | -1.82 | 47 |
| 2022-07-09 | 2022-07-10 | -1.38 | 1 |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Best Day | 7.64% | 14.21% |
| Worst Day | -3.2% | -14.67% |
| Best Week | 12.99% | 28.96% |
| Worst Week | -4.01% | -30.92% |
| Best Month | 27.23% | 45.57% |
| Worst Month | -2.44% | -36.86% |
| Best Year | 38.76% | 154.85% |
| Worst Year | -7.49% | -56.01% |
| Avg. Up Day | 1.98% | 2.39% |
| Avg. Down Day | -1.01% | -1.64% |
| Avg. Up Week | 3.19% | 6.6% |
| Avg. Down Week | -1.41% | -6.58% |
| Avg. Up Month | 7.83% | 20.82% |
| Avg. Down Month | -0.9% | -14.89% |
| Win Days % | 46.83% | 51.4% |
| Win Month % | 44.44% | 55.17% |
| Win Week % | 52.83% | 54.4% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |