| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 52.82% | 88.48% |
| Max Drawdown | -6.33% | -67.18% |
| Sharpe | 0.68 | 0.38 |
| Sortino | 1.25 | 0.56 |
| Payoff Ratio | 1.5 | 1.19 |
| Profit Factor | 1.46 | 1.07 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.0 | 0.65 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 67.97 | 3.25 |
| Outlier Loss Ratio | 4.39 | 2.96 |
| Volatility (ann.) | 6.97% | 26.99% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.12 | 0.46 |
| Skew | 4.73 | 0.2 |
| Kurtosis | 87.99 | 6.04 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.47% | 2.21% |
| Expected Yearly % | 15.18% | 23.53% |
| Kelly Criterion | 9.63% | 9.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.3% |
| Expected Shortfall (cVaR) | -0.59% | -2.3% |
| Year | 11383432:BTCUSD | 11383432:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 26.59 | -0.50 | + |
| 2023 | 155.54 | 8.94 | 0.06 | - |
| 2024 | 59.28 | 10.82 | 0.18 | - |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| MTD | 1.95% | 11.01% |
| 3M | 4.5% | 9.99% |
| 6M | 12.66% | 78.31% |
| YTD | 10.82% | 59.28% |
| 1Y | 13.08% | 147.14% |
| 3Y (ann.) | 19.75% | 30.91% |
| 5Y (ann.) | 19.75% | 30.91% |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Max Drawdown | -6.33% | -67.18% |
| Longest DD Days | 159.0 | 683.0 |
| Avg. Drawdown | -2.07% | -6.55% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 8.35 | 1.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2022-05-30 | -6.33 | 103 |
| 2022-08-19 | 2023-01-25 | -5.17 | 159 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2023-09-08 | 2024-02-09 | -4.66 | 154 |
| 2024-03-11 | 2024-05-18 | -4.53 | 67 |
| 2022-07-05 | 2022-07-18 | -3.83 | 12 |
| 2024-05-27 | 2024-05-31 | -3.64 | 4 |
| 2023-04-21 | 2023-06-06 | -3.55 | 46 |
| 2022-06-11 | 2022-07-04 | -3.20 | 23 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 8.99% |
| Worst Day | -3.83% | -7.86% |
| Best Week | 9.67% | 35.75% |
| Worst Week | -3.19% | -29.64% |
| Best Month | 17.79% | 43.77% |
| Worst Month | -2.75% | -37.12% |
| Best Year | 26.59% | 155.54% |
| Worst Year | 8.94% | -53.69% |
| Avg. Up Day | 1.03% | 1.06% |
| Avg. Down Day | -0.69% | -0.89% |
| Avg. Up Week | 2.79% | 6.62% |
| Avg. Down Week | -1.34% | -6.55% |
| Avg. Up Month | 4.48% | 19.15% |
| Avg. Down Month | -1.48% | -17.94% |
| Win Days % | 45.82% | 50.96% |
| Win Month % | 53.57% | 62.07% |
| Win Week % | 55.77% | 48.8% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |