| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 27.96% | 75.79% |
| Max Drawdown | -12.31% | -66.89% |
| Sharpe | 0.74 | 0.7 |
| Sortino | 1.29 | 1.06 |
| Payoff Ratio | 1.41 | 1.64 |
| Profit Factor | 1.38 | 1.12 |
| Common Sense Ratio | 1.87 | 1.2 |
| CPC Index | 0.86 | 0.94 |
| Tail Ratio | 1.35 | 1.08 |
| Outlier Win Ratio | 49.58 | 3.02 |
| Outlier Loss Ratio | 4.87 | 2.64 |
| Volatility (ann.) | 15.84% | 56.4% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.89 | 0.4 |
| Skew | 2.96 | 0.32 |
| Kurtosis | 53.65 | 3.57 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.85% | 1.96% |
| Expected Yearly % | 8.57% | 20.69% |
| Kelly Criterion | 4.0% | 21.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -4.75% |
| Expected Shortfall (cVaR) | -1.33% | -4.75% |
| Year | 11420816:BTCUSD | 11420816:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.48 | 9.69 | -0.17 | + |
| 2023 | 154.85 | 15.35 | 0.10 | - |
| 2024 | 62.21 | 1.13 | 0.02 | - |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| MTD | -0.65% | 8.07% |
| 3M | 2.78% | 19.8% |
| 6M | 4.67% | 79.79% |
| YTD | 1.13% | 62.21% |
| 1Y | 10.4% | 152.55% |
| 3Y (ann.) | 11.02% | 27.02% |
| 5Y (ann.) | 11.02% | 27.02% |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Max Drawdown | -12.31% | -66.89% |
| Longest DD Days | 506.0 | 683.0 |
| Avg. Drawdown | -4.64% | -11.78% |
| Avg. Drawdown Days | 93.0 | 76.0 |
| Recovery Factor | 2.27 | 1.13 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2023-12-20 | -12.31 | 506 |
| 2024-03-15 | 2024-05-31 | -7.74 | 77 |
| 2023-12-22 | 2024-02-29 | -5.64 | 69 |
| 2022-05-06 | 2022-06-01 | -3.46 | 26 |
| 2022-06-22 | 2022-07-08 | -2.81 | 16 |
| 2022-04-16 | 2022-05-05 | -2.10 | 19 |
| 2022-01-30 | 2022-02-28 | -1.66 | 29 |
| 2022-03-14 | 2022-03-16 | -1.43 | 2 |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Best Day | 9.66% | 14.21% |
| Worst Day | -7.74% | -14.67% |
| Best Week | 9.46% | 28.96% |
| Worst Week | -7.74% | -30.92% |
| Best Month | 14.11% | 45.57% |
| Worst Month | -11.75% | -36.86% |
| Best Year | 15.35% | 154.85% |
| Worst Year | 1.13% | -57.48% |
| Avg. Up Day | 2.0% | 2.74% |
| Avg. Down Day | -1.41% | -1.67% |
| Avg. Up Week | 3.15% | 7.35% |
| Avg. Down Week | -1.61% | -4.01% |
| Avg. Up Month | 5.92% | 17.79% |
| Avg. Down Month | -2.66% | -10.11% |
| Win Days % | 43.8% | 51.34% |
| Win Month % | 44.83% | 55.17% |
| Win Week % | 49.09% | 54.4% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |