| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 63.45% | 64.44% |
| Max Drawdown | -26.85% | -66.89% |
| Sharpe | 0.91 | 0.66 |
| Sortino | 1.55 | 1.0 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | 1.65 | 1.19 |
| CPC Index | 0.83 | 0.63 |
| Tail Ratio | 1.24 | 1.08 |
| Outlier Win Ratio | 22.8 | 3.58 |
| Outlier Loss Ratio | 3.86 | 2.98 |
| Volatility (ann.) | 27.44% | 55.87% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.88 | 0.36 |
| Skew | 2.3 | 0.31 |
| Kurtosis | 30.56 | 3.66 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.77% | 1.79% |
| Expected Yearly % | 17.8% | 18.03% |
| Kelly Criterion | 11.66% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -4.71% |
| Expected Shortfall (cVaR) | -2.29% | -4.71% |
| Year | 11405966:BTCUSD | 11405966:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | -12.29 | 0.20 | + |
| 2023 | 154.85 | 38.70 | 0.25 | - |
| 2024 | 62.21 | 34.36 | 0.55 | - |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| MTD | 4.6% | 8.07% |
| 3M | 27.3% | 19.8% |
| 6M | 33.83% | 79.79% |
| YTD | 34.36% | 62.21% |
| 1Y | 39.17% | 152.55% |
| 3Y (ann.) | 23.64% | 23.97% |
| 5Y (ann.) | 23.64% | 23.97% |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Max Drawdown | -26.85% | -66.89% |
| Longest DD Days | 327.0 | 683.0 |
| Avg. Drawdown | -5.87% | -12.0% |
| Avg. Drawdown Days | 59.0 | 82.0 |
| Recovery Factor | 2.36 | 0.96 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-14 | -26.85 | 327 |
| 2023-04-13 | 2023-12-03 | -13.29 | 234 |
| 2024-01-18 | 2024-03-25 | -7.01 | 67 |
| 2024-04-24 | 2024-05-04 | -6.81 | 10 |
| 2022-03-10 | 2022-04-20 | -5.98 | 41 |
| 2023-12-24 | 2024-01-02 | -4.03 | 9 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2024-03-28 | 2024-03-29 | -1.10 | 1 |
| 2024-04-20 | 2024-04-21 | -0.94 | 1 |
| 2024-04-04 | 2024-04-05 | -0.94 | 1 |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 24.87% | 28.96% |
| Worst Week | -6.19% | -30.92% |
| Best Month | 24.87% | 45.57% |
| Worst Month | -8.66% | -36.86% |
| Best Year | 38.7% | 154.85% |
| Worst Year | -12.29% | -60.22% |
| Avg. Up Day | 1.91% | 2.01% |
| Avg. Down Day | -1.58% | -1.82% |
| Avg. Up Week | 5.22% | 6.19% |
| Avg. Down Week | -2.84% | -5.95% |
| Avg. Up Month | 6.76% | 13.83% |
| Avg. Down Month | -4.24% | -12.18% |
| Win Days % | 51.65% | 51.24% |
| Win Month % | 60.0% | 53.57% |
| Win Week % | 50.85% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |