| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 53.14% | 81.94% |
| Max Drawdown | -13.0% | -67.18% |
| Sharpe | 0.64 | 0.37 |
| Sortino | 1.13 | 0.54 |
| Payoff Ratio | 1.41 | 1.23 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 0.29 | 1.06 |
| CPC Index | 0.9 | 0.67 |
| Tail Ratio | 0.21 | 1.0 |
| Outlier Win Ratio | 56.94 | 3.29 |
| Outlier Loss Ratio | 4.46 | 3.08 |
| Volatility (ann.) | 7.48% | 26.87% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.53 | 0.43 |
| Skew | 3.84 | 0.2 |
| Kurtosis | 70.99 | 6.14 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.48% | 2.09% |
| Expected Yearly % | 15.26% | 22.08% |
| Kelly Criterion | 8.68% | 11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.29% |
| Expected Shortfall (cVaR) | -0.63% | -2.29% |
| Year | 11383434:BTCUSD | 11383434:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 38.76 | -0.70 | + |
| 2023 | 155.54 | -7.37 | -0.05 | - |
| 2024 | 59.28 | 19.14 | 0.32 | - |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| MTD | 4.38% | 11.01% |
| 3M | 11.9% | 9.99% |
| 6M | 18.61% | 78.31% |
| YTD | 19.14% | 59.28% |
| 1Y | 11.62% | 147.14% |
| 3Y (ann.) | 19.93% | 29.07% |
| 5Y (ann.) | 19.93% | 29.07% |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Max Drawdown | -13.0% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -2.09% | -7.29% |
| Avg. Drawdown Days | 24.0 | 40.0 |
| Recovery Factor | 4.09 | 1.22 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-27 | 2024-04-07 | -13.00 | 377 |
| 2022-07-30 | 2022-09-19 | -6.15 | 51 |
| 2022-10-10 | 2023-01-04 | -5.29 | 86 |
| 2022-02-16 | 2022-05-30 | -5.08 | 103 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2024-05-27 | 2024-05-31 | -4.01 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-06-11 | 2022-07-04 | -3.20 | 23 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2023-01-26 | 2023-03-14 | -2.00 | 47 |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 8.99% |
| Worst Day | -3.83% | -7.86% |
| Best Week | 11.43% | 35.75% |
| Worst Week | -4.01% | -29.64% |
| Best Month | 27.5% | 43.77% |
| Worst Month | -2.75% | -37.12% |
| Best Year | 38.76% | 155.54% |
| Worst Year | -7.37% | -55.3% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.68% | -0.79% |
| Avg. Up Week | 2.93% | 6.62% |
| Avg. Down Week | -1.35% | -6.41% |
| Avg. Up Month | 7.85% | 21.43% |
| Avg. Down Month | -1.39% | -17.74% |
| Win Days % | 46.54% | 50.96% |
| Win Month % | 40.74% | 62.07% |
| Win Week % | 51.85% | 48.8% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |