| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 142.93% | 61.69% |
| Max Drawdown | -23.56% | -67.18% |
| Sharpe | 0.76 | 0.33 |
| Sortino | 1.28 | 0.47 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.56 | 1.05 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 24.57 | 4.04 |
| Outlier Loss Ratio | 4.28 | 3.76 |
| Volatility (ann.) | 13.82% | 26.77% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.98 | 0.34 |
| Skew | 2.56 | 0.17 |
| Kurtosis | 40.05 | 6.15 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.22% | 1.73% |
| Expected Yearly % | 34.43% | 17.37% |
| Kelly Criterion | 10.56% | 7.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.28% |
| Expected Shortfall (cVaR) | -1.16% | -2.28% |
| Year | 11405913:BTCUSD | 11405913:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 9.01 | -0.15 | + |
| 2023 | 155.54 | 48.87 | 0.31 | - |
| 2024 | 59.28 | 49.70 | 0.84 | - |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| MTD | 11.06% | 11.01% |
| 3M | 42.02% | 9.99% |
| 6M | 47.08% | 78.31% |
| YTD | 49.7% | 59.28% |
| 1Y | 47.74% | 147.14% |
| 3Y (ann.) | 46.73% | 23.07% |
| 5Y (ann.) | 46.73% | 23.07% |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Max Drawdown | -23.56% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.94% | -8.65% |
| Avg. Drawdown Days | 22.0 | 52.0 |
| Recovery Factor | 6.07 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -23.56 | 301 |
| 2023-04-26 | 2023-12-01 | -10.68 | 218 |
| 2024-01-17 | 2024-03-23 | -10.02 | 66 |
| 2022-03-11 | 2022-05-13 | -9.85 | 62 |
| 2023-12-01 | 2024-01-02 | -5.48 | 31 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2023-04-11 | 2023-04-26 | -3.00 | 14 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -10.68% | -29.64% |
| Best Month | 29.62% | 43.77% |
| Worst Month | -8.75% | -37.12% |
| Best Year | 49.7% | 155.54% |
| Worst Year | 9.01% | -60.27% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.59% | 6.92% |
| Avg. Down Week | -2.9% | -5.06% |
| Avg. Up Month | 8.61% | 12.16% |
| Avg. Down Month | -3.58% | -12.06% |
| Win Days % | 51.24% | 50.99% |
| Win Month % | 64.0% | 60.71% |
| Win Week % | 61.9% | 47.97% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |