| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 89.14% | 82.13% |
| Max Drawdown | -26.67% | -66.89% |
| Sharpe | 1.05 | 0.74 |
| Sortino | 1.84 | 1.12 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 1.39 | 1.12 |
| Common Sense Ratio | 1.74 | 1.22 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | 1.25 | 1.09 |
| Outlier Win Ratio | 20.54 | 3.65 |
| Outlier Loss Ratio | 3.92 | 3.1 |
| Volatility (ann.) | 30.41% | 56.23% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.19 | 0.44 |
| Skew | 2.47 | 0.34 |
| Kurtosis | 28.65 | 3.66 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.3% | 2.16% |
| Expected Yearly % | 23.67% | 22.12% |
| Kelly Criterion | 12.44% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -4.73% |
| Expected Shortfall (cVaR) | -2.53% | -4.73% |
| Year | 11402484:BTCUSD | 11402484:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.94 | -1.49 | 0.03 | + |
| 2023 | 154.85 | 39.85 | 0.26 | - |
| 2024 | 62.21 | 37.29 | 0.60 | - |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| MTD | 3.16% | 8.07% |
| 3M | 28.01% | 19.8% |
| 6M | 34.6% | 79.79% |
| YTD | 37.29% | 62.21% |
| 1Y | 42.22% | 152.55% |
| 3Y (ann.) | 31.61% | 29.48% |
| 5Y (ann.) | 31.61% | 29.48% |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Max Drawdown | -26.67% | -66.89% |
| Longest DD Days | 272.0 | 683.0 |
| Avg. Drawdown | -5.74% | -12.0% |
| Avg. Drawdown Days | 57.0 | 82.0 |
| Recovery Factor | 3.34 | 1.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-15 | 2023-03-14 | -26.67 | 272 |
| 2023-04-27 | 2024-01-02 | -10.97 | 250 |
| 2022-03-12 | 2022-05-13 | -10.76 | 62 |
| 2024-01-03 | 2024-02-28 | -8.61 | 56 |
| 2022-05-14 | 2022-06-14 | -4.65 | 31 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2024-03-28 | 2024-04-05 | -1.74 | 8 |
| 2024-04-19 | 2024-04-20 | -1.35 | 1 |
| 2024-05-05 | 2024-05-06 | -0.53 | 1 |
| 2024-03-23 | 2024-03-25 | -0.43 | 2 |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 24.07% | 28.96% |
| Worst Week | -9.17% | -30.92% |
| Best Month | 23.83% | 45.57% |
| Worst Month | -14.71% | -36.86% |
| Best Year | 39.85% | 154.85% |
| Worst Year | -1.49% | -55.94% |
| Avg. Up Day | 1.99% | 2.08% |
| Avg. Down Day | -1.68% | -1.93% |
| Avg. Up Week | 4.57% | 6.46% |
| Avg. Down Week | -2.64% | -5.8% |
| Avg. Up Month | 6.75% | 15.34% |
| Avg. Down Month | -4.63% | -12.47% |
| Win Days % | 52.49% | 51.36% |
| Win Month % | 62.96% | 57.14% |
| Win Week % | 53.97% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |