| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 86.73% | 64.44% |
| Max Drawdown | -24.18% | -66.89% |
| Sharpe | 1.1 | 0.66 |
| Sortino | 1.91 | 1.0 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.41 | 1.11 |
| Common Sense Ratio | 1.84 | 1.19 |
| CPC Index | 0.91 | 0.65 |
| Tail Ratio | 1.31 | 1.08 |
| Outlier Win Ratio | 21.87 | 3.66 |
| Outlier Loss Ratio | 3.86 | 2.98 |
| Volatility (ann.) | 28.06% | 55.87% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.28 | 0.36 |
| Skew | 2.25 | 0.31 |
| Kurtosis | 28.3 | 3.66 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 2.26% | 1.79% |
| Expected Yearly % | 23.14% | 18.03% |
| Kelly Criterion | 14.26% | 8.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -4.71% |
| Expected Shortfall (cVaR) | -2.33% | -4.71% |
| Year | 11405970:BTCUSD | 11405970:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | -9.32 | 0.15 | + |
| 2023 | 154.85 | 53.32 | 0.34 | - |
| 2024 | 62.21 | 34.30 | 0.55 | - |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| MTD | 10.56% | 8.07% |
| 3M | 29.41% | 19.8% |
| 6M | 33.77% | 79.79% |
| YTD | 34.3% | 62.21% |
| 1Y | 50.38% | 152.55% |
| 3Y (ann.) | 30.96% | 23.97% |
| 5Y (ann.) | 30.96% | 23.97% |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Max Drawdown | -24.18% | -66.89% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -5.54% | -12.0% |
| Avg. Drawdown Days | 59.0 | 82.0 |
| Recovery Factor | 3.59 | 0.96 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-03-14 | -24.18 | 376 |
| 2023-04-22 | 2023-11-16 | -12.65 | 208 |
| 2024-01-03 | 2024-03-25 | -10.90 | 82 |
| 2023-12-24 | 2024-01-02 | -4.03 | 9 |
| 2024-04-25 | 2024-05-04 | -3.52 | 9 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-11-17 | 2023-11-25 | -2.99 | 8 |
| 2023-11-26 | 2023-11-29 | -2.44 | 3 |
| 2024-03-28 | 2024-04-06 | -1.10 | 9 |
| 2024-04-20 | 2024-04-21 | -0.94 | 1 |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 25.13% | 28.96% |
| Worst Week | -6.19% | -30.92% |
| Best Month | 25.13% | 45.57% |
| Worst Month | -8.67% | -36.86% |
| Best Year | 53.32% | 154.85% |
| Worst Year | -9.32% | -60.22% |
| Avg. Up Day | 1.9% | 2.03% |
| Avg. Down Day | -1.57% | -1.76% |
| Avg. Up Week | 5.82% | 6.61% |
| Avg. Down Week | -2.84% | -5.94% |
| Avg. Up Month | 7.59% | 13.83% |
| Avg. Down Month | -4.14% | -13.23% |
| Win Days % | 52.99% | 51.24% |
| Win Month % | 60.0% | 53.57% |
| Win Week % | 50.0% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |