| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 40.97% | 94.4% |
| Max Drawdown | -15.41% | -66.89% |
| Sharpe | 1.0 | 0.78 |
| Sortino | 2.01 | 1.19 |
| Payoff Ratio | 2.34 | 1.63 |
| Profit Factor | 1.55 | 1.13 |
| Common Sense Ratio | 0.87 | 1.24 |
| CPC Index | 1.37 | 0.95 |
| Tail Ratio | 0.56 | 1.1 |
| Outlier Win Ratio | 49.63 | 3.29 |
| Outlier Loss Ratio | 6.03 | 2.53 |
| Volatility (ann.) | 15.74% | 56.24% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.02 | 0.49 |
| Skew | 3.75 | 0.33 |
| Kurtosis | 40.57 | 3.59 |
| Expected Daily % | 0.04% | 0.08% |
| Expected Monthly % | 1.19% | 2.32% |
| Expected Yearly % | 12.13% | 24.8% |
| Kelly Criterion | 11.16% | 21.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -4.72% |
| Expected Shortfall (cVaR) | -1.31% | -4.72% |
| Year | 11383544:BTCUSD | 11383544:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.97 | 22.53 | -0.43 | + |
| 2023 | 154.85 | -4.20 | -0.03 | - |
| 2024 | 62.21 | 20.09 | 0.32 | - |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| MTD | 12.33% | 8.07% |
| 3M | 15.81% | 19.8% |
| 6M | 19.24% | 79.79% |
| YTD | 20.09% | 62.21% |
| 1Y | 15.32% | 152.55% |
| 3Y (ann.) | 15.73% | 32.68% |
| 5Y (ann.) | 15.73% | 32.68% |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Max Drawdown | -15.41% | -66.89% |
| Longest DD Days | 572.0 | 683.0 |
| Avg. Drawdown | -3.77% | -10.08% |
| Avg. Drawdown Days | 96.0 | 64.0 |
| Recovery Factor | 2.66 | 1.41 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-10 | 2024-05-04 | -15.41 | 572 |
| 2022-06-02 | 2022-09-08 | -6.97 | 98 |
| 2024-05-22 | 2024-05-31 | -3.51 | 9 |
| 2022-05-03 | 2022-05-30 | -1.46 | 27 |
| 2022-04-03 | 2022-05-02 | -1.40 | 29 |
| 2022-03-13 | 2022-04-02 | -0.94 | 20 |
| 2024-05-05 | 2024-05-21 | -0.29 | 16 |
| 2022-03-11 | 2022-03-12 | -0.18 | 1 |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Best Day | 8.6% | 14.21% |
| Worst Day | -5.78% | -14.67% |
| Best Week | 9.06% | 28.96% |
| Worst Week | -5.87% | -30.92% |
| Best Month | 15.73% | 45.57% |
| Worst Month | -7.48% | -36.86% |
| Best Year | 22.53% | 154.85% |
| Worst Year | -4.2% | -52.97% |
| Avg. Up Day | 2.25% | 2.74% |
| Avg. Down Day | -0.96% | -1.68% |
| Avg. Up Week | 2.89% | 7.69% |
| Avg. Down Week | -1.56% | -7.61% |
| Avg. Up Month | 3.65% | 17.74% |
| Avg. Down Month | -2.94% | -10.98% |
| Win Days % | 37.78% | 51.52% |
| Win Month % | 51.72% | 58.62% |
| Win Week % | 48.44% | 55.2% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |