| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 27.96% | 65.27% |
| Max Drawdown | -12.32% | -67.18% |
| Sharpe | 0.38 | 0.33 |
| Sortino | 0.64 | 0.48 |
| Payoff Ratio | 1.33 | 1.13 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 66.03 | 3.26 |
| Outlier Loss Ratio | 4.2 | 3.03 |
| Volatility (ann.) | 7.57% | 27.07% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.89 | 0.35 |
| Skew | 3.53 | 0.18 |
| Kurtosis | 92.03 | 5.99 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.85% | 1.75% |
| Expected Yearly % | 8.57% | 18.23% |
| Kelly Criterion | 4.33% | 7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.31% |
| Expected Shortfall (cVaR) | -0.64% | -2.31% |
| Year | 11420816:BTCUSD | 11420816:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 9.69 | -0.16 | + |
| 2023 | 155.54 | 15.35 | 0.10 | - |
| 2024 | 59.28 | 1.13 | 0.02 | - |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| MTD | -0.65% | 11.01% |
| 3M | -4.28% | 9.99% |
| 6M | 4.67% | 78.31% |
| YTD | 1.13% | 59.28% |
| 1Y | 10.4% | 147.14% |
| 3Y (ann.) | 11.02% | 23.74% |
| 5Y (ann.) | 11.02% | 23.74% |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Max Drawdown | -12.32% | -67.18% |
| Longest DD Days | 506.0 | 683.0 |
| Avg. Drawdown | -3.63% | -8.68% |
| Avg. Drawdown Days | 55.0 | 47.0 |
| Recovery Factor | 2.27 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-31 | 2023-12-20 | -12.32 | 506 |
| 2023-12-20 | 2024-02-28 | -8.96 | 69 |
| 2024-03-14 | 2024-05-31 | -7.74 | 78 |
| 2022-05-05 | 2022-05-30 | -5.26 | 25 |
| 2022-06-21 | 2022-07-07 | -4.43 | 16 |
| 2022-03-16 | 2022-05-05 | -3.51 | 49 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-29 | 2022-02-27 | -1.88 | 28 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 8.99% |
| Worst Day | -5.55% | -7.86% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -7.51% | -29.64% |
| Best Month | 11.49% | 43.77% |
| Worst Month | -9.67% | -37.12% |
| Best Year | 15.35% | 155.54% |
| Worst Year | 1.13% | -59.39% |
| Avg. Up Day | 0.94% | 0.98% |
| Avg. Down Day | -0.71% | -0.86% |
| Avg. Up Week | 3.83% | 9.36% |
| Avg. Down Week | -1.2% | -2.41% |
| Avg. Up Month | 5.19% | 14.6% |
| Avg. Down Month | -2.27% | -13.96% |
| Win Days % | 45.43% | 50.9% |
| Win Month % | 41.38% | 58.62% |
| Win Week % | 40.74% | 48.41% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |