| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 89.14% | 82.6% |
| Max Drawdown | -29.03% | -67.18% |
| Sharpe | 0.55 | 0.38 |
| Sortino | 0.88 | 0.55 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 23.51 | 3.98 |
| Outlier Loss Ratio | 4.3 | 3.88 |
| Volatility (ann.) | 14.33% | 26.85% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.09 | 0.44 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 38.07 | 6.22 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.3% | 2.17% |
| Expected Yearly % | 23.67% | 22.23% |
| Kelly Criterion | 6.63% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.28% |
| Expected Shortfall (cVaR) | -1.21% | -2.28% |
| Year | 11402484:BTCUSD | 11402484:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -1.63 | 0.03 | + |
| 2023 | 155.54 | 40.23 | 0.26 | - |
| 2024 | 59.28 | 37.11 | 0.63 | - |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| MTD | 3.16% | 11.01% |
| 3M | 28.01% | 9.99% |
| 6M | 35.77% | 78.31% |
| YTD | 37.11% | 59.28% |
| 1Y | 42.22% | 147.14% |
| 3Y (ann.) | 31.56% | 29.59% |
| 5Y (ann.) | 31.56% | 29.59% |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Max Drawdown | -29.03% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.74% | -8.18% |
| Avg. Drawdown Days | 27.0 | 49.0 |
| Recovery Factor | 3.07 | 1.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -29.03 | 302 |
| 2023-04-13 | 2024-01-01 | -11.71 | 263 |
| 2022-04-21 | 2022-05-13 | -11.66 | 21 |
| 2024-01-02 | 2024-03-23 | -11.37 | 81 |
| 2022-03-02 | 2022-04-21 | -7.84 | 50 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-03-14 | 2023-04-10 | -3.94 | 26 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -7.44% | -7.86% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -12.5% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -16.01% | -37.12% |
| Best Year | 40.23% | 155.54% |
| Worst Year | -1.63% | -55.14% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 4.04% | 7.48% |
| Avg. Down Week | -2.61% | -5.62% |
| Avg. Up Month | 7.04% | 15.28% |
| Avg. Down Month | -4.75% | -12.64% |
| Win Days % | 50.58% | 51.05% |
| Win Month % | 59.26% | 60.71% |
| Win Week % | 56.72% | 48.39% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |