| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 40.71% | 88.48% |
| Max Drawdown | -15.56% | -67.18% |
| Sharpe | 0.49 | 0.38 |
| Sortino | 0.9 | 0.56 |
| Payoff Ratio | 1.65 | 1.4 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.91 | 0.76 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 61.44 | 3.22 |
| Outlier Loss Ratio | 4.71 | 3.01 |
| Volatility (ann.) | 8.11% | 26.99% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.0 | 0.46 |
| Skew | 6.09 | 0.2 |
| Kurtosis | 125.7 | 6.04 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.21% |
| Expected Yearly % | 12.06% | 23.53% |
| Kelly Criterion | 5.99% | 16.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.3% |
| Expected Shortfall (cVaR) | -0.69% | -2.3% |
| Year | 11383544:BTCUSD | 11383544:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 22.31 | -0.42 | + |
| 2023 | 155.54 | -4.07 | -0.03 | - |
| 2024 | 59.28 | 19.93 | 0.34 | - |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| MTD | 12.33% | 11.01% |
| 3M | 15.81% | 9.99% |
| 6M | 19.24% | 78.31% |
| YTD | 19.93% | 59.28% |
| 1Y | 14.78% | 147.14% |
| 3Y (ann.) | 15.62% | 30.91% |
| 5Y (ann.) | 15.62% | 30.91% |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Max Drawdown | -15.56% | -67.18% |
| Longest DD Days | 572.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.55% |
| Avg. Drawdown Days | 51.0 | 33.0 |
| Recovery Factor | 2.62 | 1.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-09 | 2024-05-04 | -15.56 | 572 |
| 2022-06-01 | 2022-07-20 | -7.14 | 49 |
| 2022-07-30 | 2022-09-07 | -6.34 | 39 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| 2022-01-24 | 2022-01-24 | -4.42 | 0 |
| 2024-05-21 | 2024-05-31 | -3.84 | 10 |
| 2022-03-11 | 2022-04-01 | -2.96 | 21 |
| 2022-04-02 | 2022-05-02 | -2.50 | 29 |
| 2024-05-04 | 2024-05-20 | -2.10 | 16 |
| 2022-05-02 | 2022-05-30 | -1.69 | 27 |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 8.99% |
| Worst Day | -4.55% | -7.86% |
| Best Week | 11.03% | 35.75% |
| Worst Week | -5.87% | -29.64% |
| Best Month | 15.73% | 43.77% |
| Worst Month | -7.48% | -37.12% |
| Best Year | 22.31% | 155.54% |
| Worst Year | -4.07% | -53.69% |
| Avg. Up Day | 1.05% | 1.08% |
| Avg. Down Day | -0.64% | -0.77% |
| Avg. Up Week | 2.61% | 7.4% |
| Avg. Down Week | -1.66% | -7.3% |
| Avg. Up Month | 3.49% | 17.69% |
| Avg. Down Month | -3.5% | -13.23% |
| Win Days % | 41.43% | 50.96% |
| Win Month % | 51.72% | 62.07% |
| Win Week % | 52.46% | 48.8% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |