| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 92.48% | 64.44% |
| Max Drawdown | -25.29% | -66.89% |
| Sharpe | 1.13 | 0.66 |
| Sortino | 1.95 | 1.0 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.43 | 1.11 |
| Common Sense Ratio | 1.98 | 1.19 |
| CPC Index | 0.96 | 0.7 |
| Tail Ratio | 1.38 | 1.08 |
| Outlier Win Ratio | 22.82 | 3.81 |
| Outlier Loss Ratio | 3.87 | 3.05 |
| Volatility (ann.) | 28.53% | 55.87% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.29 | 0.36 |
| Skew | 2.16 | 0.31 |
| Kurtosis | 27.76 | 3.66 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.37% | 1.79% |
| Expected Yearly % | 24.39% | 18.03% |
| Kelly Criterion | 15.59% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -4.71% |
| Expected Shortfall (cVaR) | -2.37% | -4.71% |
| Year | 11442226:BTCUSD | 11442226:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | -1.42 | 0.02 | + |
| 2023 | 154.85 | 38.35 | 0.25 | - |
| 2024 | 62.21 | 41.13 | 0.66 | - |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| MTD | 9.34% | 8.07% |
| 3M | 34.21% | 19.8% |
| 6M | 38.2% | 79.79% |
| YTD | 41.13% | 62.21% |
| 1Y | 46.66% | 152.55% |
| 3Y (ann.) | 32.69% | 23.97% |
| 5Y (ann.) | 32.69% | 23.97% |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Max Drawdown | -25.29% | -66.89% |
| Longest DD Days | 305.0 | 683.0 |
| Avg. Drawdown | -5.24% | -12.0% |
| Avg. Drawdown Days | 50.0 | 82.0 |
| Recovery Factor | 3.66 | 0.96 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-14 | 2023-03-15 | -25.29 | 305 |
| 2022-03-12 | 2022-05-13 | -10.02 | 62 |
| 2023-07-15 | 2023-11-25 | -8.06 | 133 |
| 2024-01-03 | 2024-03-25 | -7.19 | 82 |
| 2023-04-29 | 2023-07-14 | -7.14 | 76 |
| 2023-12-23 | 2024-01-02 | -3.92 | 10 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-11-26 | 2023-11-29 | -2.44 | 3 |
| 2024-04-19 | 2024-04-20 | -2.41 | 1 |
| 2023-04-13 | 2023-04-28 | -1.15 | 15 |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 23.9% | 28.96% |
| Worst Week | -7.67% | -30.92% |
| Best Month | 21.39% | 45.57% |
| Worst Month | -8.05% | -36.86% |
| Best Year | 41.13% | 154.85% |
| Worst Year | -1.42% | -60.22% |
| Avg. Up Day | 2.02% | 2.17% |
| Avg. Down Day | -1.6% | -1.77% |
| Avg. Up Week | 5.32% | 6.32% |
| Avg. Down Week | -2.83% | -5.74% |
| Avg. Up Month | 7.44% | 14.04% |
| Avg. Down Month | -3.82% | -12.47% |
| Win Days % | 52.89% | 51.24% |
| Win Month % | 60.0% | 53.57% |
| Win Week % | 51.67% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |