| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 122.89% | 64.65% |
| Max Drawdown | -26.84% | -66.89% |
| Sharpe | 1.32 | 0.66 |
| Sortino | 2.36 | 1.0 |
| Payoff Ratio | 1.32 | 1.23 |
| Profit Factor | 1.51 | 1.11 |
| Common Sense Ratio | 2.14 | 1.2 |
| CPC Index | 1.04 | 0.7 |
| Tail Ratio | 1.42 | 1.08 |
| Outlier Win Ratio | 22.0 | 4.02 |
| Outlier Loss Ratio | 4.05 | 3.01 |
| Volatility (ann.) | 29.28% | 55.84% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.54 | 0.36 |
| Skew | 2.21 | 0.31 |
| Kurtosis | 25.52 | 3.66 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.9% | 1.8% |
| Expected Yearly % | 30.63% | 18.08% |
| Kelly Criterion | 16.28% | 11.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -4.71% |
| Expected Shortfall (cVaR) | -2.41% | -4.71% |
| Year | 11404185:BTCUSD | 11404185:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.17 | 2.34 | -0.04 | + |
| 2023 | 154.85 | 53.87 | 0.35 | - |
| 2024 | 62.21 | 41.54 | 0.67 | - |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| MTD | 7.87% | 8.07% |
| 3M | 31.99% | 19.8% |
| 6M | 40.98% | 79.79% |
| YTD | 41.54% | 62.21% |
| 1Y | 52.36% | 152.55% |
| 3Y (ann.) | 41.31% | 24.0% |
| 5Y (ann.) | 41.31% | 24.0% |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Max Drawdown | -26.84% | -66.89% |
| Longest DD Days | 272.0 | 683.0 |
| Avg. Drawdown | -5.04% | -12.0% |
| Avg. Drawdown Days | 39.0 | 82.0 |
| Recovery Factor | 4.58 | 0.97 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-15 | 2023-03-14 | -26.84 | 272 |
| 2024-01-03 | 2024-02-27 | -11.81 | 55 |
| 2023-04-29 | 2023-10-16 | -9.99 | 170 |
| 2022-04-15 | 2022-04-20 | -5.77 | 5 |
| 2022-05-14 | 2022-06-14 | -4.65 | 31 |
| 2023-10-19 | 2023-11-16 | -4.03 | 28 |
| 2023-12-24 | 2024-01-02 | -4.03 | 9 |
| 2023-11-26 | 2023-12-03 | -3.80 | 7 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-11-17 | 2023-11-25 | -2.99 | 8 |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 23.9% | 28.96% |
| Worst Week | -7.78% | -30.92% |
| Best Month | 23.68% | 45.57% |
| Worst Month | -12.25% | -36.86% |
| Best Year | 53.87% | 154.85% |
| Worst Year | 2.34% | -60.17% |
| Avg. Up Day | 2.03% | 2.14% |
| Avg. Down Day | -1.53% | -1.75% |
| Avg. Up Week | 5.43% | 6.78% |
| Avg. Down Week | -2.64% | -5.59% |
| Avg. Up Month | 7.44% | 16.53% |
| Avg. Down Month | -4.86% | -11.03% |
| Win Days % | 52.31% | 51.3% |
| Win Month % | 66.67% | 53.57% |
| Win Week % | 48.44% | 54.47% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |