| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 92.48% | 61.69% |
| Max Drawdown | -28.01% | -67.18% |
| Sharpe | 0.58 | 0.33 |
| Sortino | 0.96 | 0.47 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.42 | 1.05 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 25.12 | 4.0 |
| Outlier Loss Ratio | 4.29 | 3.77 |
| Volatility (ann.) | 13.76% | 26.77% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.17 | 0.34 |
| Skew | 2.54 | 0.17 |
| Kurtosis | 40.81 | 6.15 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.37% | 1.73% |
| Expected Yearly % | 24.39% | 17.37% |
| Kelly Criterion | 7.3% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.28% |
| Expected Shortfall (cVaR) | -1.16% | -2.28% |
| Year | 11442226:BTCUSD | 11442226:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.56 | 0.03 | + |
| 2023 | 155.54 | 38.72 | 0.25 | - |
| 2024 | 59.28 | 40.94 | 0.69 | - |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| MTD | 9.34% | 11.01% |
| 3M | 34.21% | 9.99% |
| 6M | 39.4% | 78.31% |
| YTD | 40.94% | 59.28% |
| 1Y | 46.66% | 147.14% |
| 3Y (ann.) | 32.69% | 23.07% |
| 5Y (ann.) | 32.69% | 23.07% |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Max Drawdown | -28.01% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.59% | -8.65% |
| Avg. Drawdown Days | 24.0 | 52.0 |
| Recovery Factor | 3.3 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.01 | 302 |
| 2022-03-02 | 2022-05-13 | -10.46 | 72 |
| 2024-01-17 | 2024-03-23 | -10.02 | 66 |
| 2023-07-14 | 2023-11-15 | -8.76 | 124 |
| 2023-04-11 | 2023-07-13 | -7.87 | 93 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2023-12-23 | 2024-01-01 | -5.02 | 9 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-08 | 2024-04-19 | -4.35 | 10 |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -10.68% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -9.45% | -37.12% |
| Best Year | 40.94% | 155.54% |
| Worst Year | -1.56% | -60.27% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.39% | 7.44% |
| Avg. Down Week | -2.58% | -5.38% |
| Avg. Up Month | 8.01% | 12.73% |
| Avg. Down Month | -3.79% | -12.64% |
| Win Days % | 50.45% | 50.99% |
| Win Month % | 56.0% | 60.71% |
| Win Week % | 53.23% | 47.97% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |