| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 63.45% | 61.69% |
| Max Drawdown | -29.3% | -67.18% |
| Sharpe | 0.46 | 0.33 |
| Sortino | 0.73 | 0.47 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.27 | 1.05 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 25.26 | 3.93 |
| Outlier Loss Ratio | 4.23 | 3.77 |
| Volatility (ann.) | 13.53% | 26.77% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.81 | 0.34 |
| Skew | 2.22 | 0.17 |
| Kurtosis | 40.42 | 6.15 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.77% | 1.73% |
| Expected Yearly % | 17.8% | 17.37% |
| Kelly Criterion | 5.85% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.28% |
| Expected Shortfall (cVaR) | -1.15% | -2.28% |
| Year | 11405966:BTCUSD | 11405966:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -12.41 | 0.21 | + |
| 2023 | 155.54 | 39.07 | 0.25 | - |
| 2024 | 59.28 | 34.18 | 0.58 | - |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| MTD | 5.78% | 11.01% |
| 3M | 27.3% | 9.99% |
| 6M | 34.99% | 78.31% |
| YTD | 34.18% | 59.28% |
| 1Y | 39.17% | 147.14% |
| 3Y (ann.) | 23.64% | 23.07% |
| 5Y (ann.) | 23.64% | 23.07% |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Max Drawdown | -29.3% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -4.1% | -8.65% |
| Avg. Drawdown Days | 30.0 | 52.0 |
| Recovery Factor | 2.17 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -29.30 | 302 |
| 2023-04-11 | 2024-01-01 | -14.30 | 265 |
| 2024-01-17 | 2024-03-23 | -10.02 | 66 |
| 2022-03-11 | 2022-04-20 | -7.43 | 39 |
| 2024-04-23 | 2024-05-03 | -7.41 | 10 |
| 2022-04-20 | 2022-05-15 | -6.31 | 25 |
| 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 | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -11.12% | -29.64% |
| Best Month | 24.87% | 43.77% |
| Worst Month | -10.05% | -37.12% |
| Best Year | 39.07% | 155.54% |
| Worst Year | -12.41% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.34% | 7.1% |
| Avg. Down Week | -2.8% | -6.11% |
| Avg. Up Month | 6.23% | 12.15% |
| Avg. Down Month | -5.14% | -12.59% |
| Win Days % | 50.11% | 50.99% |
| Win Month % | 68.0% | 60.71% |
| Win Week % | 53.23% | 47.97% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |