| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 26.72% | 65.27% |
| Max Drawdown | -8.94% | -67.18% |
| Sharpe | 0.38 | 0.33 |
| Sortino | 0.61 | 0.48 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 63.5 | 3.21 |
| Outlier Loss Ratio | 4.31 | 3.06 |
| Volatility (ann.) | 7.43% | 27.07% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.18 | 0.35 |
| Skew | 2.85 | 0.18 |
| Kurtosis | 86.81 | 5.99 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.82% | 1.75% |
| Expected Yearly % | 8.21% | 18.23% |
| Kelly Criterion | 2.96% | 7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.31% |
| Expected Shortfall (cVaR) | -0.63% | -2.31% |
| Year | 11420871:BTCUSD | 11420871:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 6.50 | -0.11 | + |
| 2023 | 155.54 | 15.40 | 0.10 | - |
| 2024 | 59.28 | 3.11 | 0.05 | - |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| MTD | -0.94% | 11.01% |
| 3M | -4.4% | 9.99% |
| 6M | 5.57% | 78.31% |
| YTD | 3.11% | 59.28% |
| 1Y | 12.96% | 147.14% |
| 3Y (ann.) | 10.56% | 23.74% |
| 5Y (ann.) | 10.56% | 23.74% |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Max Drawdown | -8.94% | -67.18% |
| Longest DD Days | 247.0 | 683.0 |
| Avg. Drawdown | -2.71% | -8.68% |
| Avg. Drawdown Days | 45.0 | 47.0 |
| Recovery Factor | 2.99 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-05-31 | -8.94 | 78 |
| 2022-06-21 | 2023-02-15 | -8.60 | 239 |
| 2023-12-20 | 2024-02-28 | -8.55 | 69 |
| 2023-03-06 | 2023-11-09 | -7.40 | 247 |
| 2022-02-27 | 2022-03-16 | -4.06 | 16 |
| 2022-05-05 | 2022-05-30 | -3.40 | 24 |
| 2022-03-16 | 2022-05-04 | -1.73 | 48 |
| 2023-11-11 | 2023-11-24 | -0.82 | 13 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-24 | 2023-12-20 | -0.48 | 25 |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Best Day | 6.65% | 8.99% |
| Worst Day | -5.72% | -7.86% |
| Best Week | 9.57% | 35.75% |
| Worst Week | -8.03% | -29.64% |
| Best Month | 12.5% | 43.77% |
| Worst Month | -6.49% | -37.12% |
| Best Year | 15.4% | 155.54% |
| Worst Year | 3.11% | -59.39% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 3.32% | 7.66% |
| Avg. Down Week | -1.4% | -3.39% |
| Avg. Up Month | 3.66% | 18.22% |
| Avg. Down Month | -2.49% | -14.58% |
| Win Days % | 46.11% | 50.9% |
| Win Month % | 55.17% | 58.62% |
| Win Week % | 47.46% | 48.41% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |