| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 88.12% | 82.6% |
| Max Drawdown | -28.23% | -67.18% |
| Sharpe | 0.55 | 0.38 |
| Sortino | 0.87 | 0.55 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.68 | 0.56 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 23.96 | 4.01 |
| Outlier Loss Ratio | 4.24 | 3.88 |
| Volatility (ann.) | 14.33% | 26.85% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.11 | 0.44 |
| Skew | 1.96 | 0.2 |
| Kurtosis | 38.23 | 6.22 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.28% | 2.17% |
| Expected Yearly % | 23.45% | 22.23% |
| Kelly Criterion | 6.83% | 3.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.28% |
| Expected Shortfall (cVaR) | -1.21% | -2.28% |
| Year | 11402483:BTCUSD | 11402483:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 4.15 | -0.08 | + |
| 2023 | 155.54 | 38.59 | 0.25 | - |
| 2024 | 59.28 | 30.33 | 0.51 | - |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| MTD | 2.98% | 11.01% |
| 3M | 26.05% | 9.99% |
| 6M | 31.48% | 78.31% |
| YTD | 30.33% | 59.28% |
| 1Y | 39.61% | 147.14% |
| 3Y (ann.) | 31.26% | 29.59% |
| 5Y (ann.) | 31.26% | 29.59% |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Max Drawdown | -28.23% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.66% | -8.18% |
| Avg. Drawdown Days | 25.0 | 49.0 |
| Recovery Factor | 3.12 | 1.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.23 | 302 |
| 2023-04-26 | 2024-01-01 | -13.62 | 250 |
| 2024-01-02 | 2024-03-24 | -12.66 | 82 |
| 2022-04-21 | 2022-05-13 | -9.73 | 21 |
| 2022-03-11 | 2022-04-20 | -7.21 | 39 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-03-14 | 2023-04-10 | -4.14 | 26 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -7.44% | -7.86% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -12.21% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -13.84% | -37.12% |
| Best Year | 38.59% | 155.54% |
| Worst Year | 4.15% | -55.14% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.83% | -0.9% |
| Avg. Up Week | 3.79% | 7.35% |
| Avg. Down Week | -2.9% | -5.76% |
| Avg. Up Month | 5.88% | 14.45% |
| Avg. Down Month | -5.41% | -12.17% |
| Win Days % | 50.97% | 51.05% |
| Win Month % | 74.07% | 60.71% |
| Win Week % | 60.0% | 48.39% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |