| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 122.89% | 61.71% |
| Max Drawdown | -28.94% | -67.18% |
| Sharpe | 0.68 | 0.33 |
| Sortino | 1.12 | 0.47 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.43 | 1.05 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 23.02 | 4.0 |
| Outlier Loss Ratio | 4.4 | 3.9 |
| Volatility (ann.) | 14.28% | 26.75% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.43 | 0.34 |
| Skew | 2.45 | 0.17 |
| Kurtosis | 37.72 | 6.17 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.9% | 1.73% |
| Expected Yearly % | 30.63% | 17.38% |
| Kelly Criterion | 8.65% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.28% |
| Expected Shortfall (cVaR) | -1.2% | -2.28% |
| Year | 11404185:BTCUSD | 11404185:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.20 | -0.04 | + |
| 2023 | 155.54 | 54.29 | 0.35 | - |
| 2024 | 59.28 | 41.35 | 0.70 | - |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| MTD | 7.87% | 11.01% |
| 3M | 31.99% | 9.99% |
| 6M | 42.2% | 78.31% |
| YTD | 41.35% | 59.28% |
| 1Y | 52.36% | 147.14% |
| 3Y (ann.) | 41.31% | 23.04% |
| 5Y (ann.) | 41.31% | 23.04% |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Max Drawdown | -28.94% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.3% | -8.18% |
| Avg. Drawdown Days | 22.0 | 49.0 |
| Recovery Factor | 4.25 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.94 | 302 |
| 2024-01-02 | 2024-03-23 | -14.48 | 80 |
| 2023-04-26 | 2023-10-16 | -10.71 | 172 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2023-11-16 | 2024-01-01 | -5.63 | 46 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2022-04-21 | 2022-05-13 | -4.68 | 21 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-18 | 2023-11-15 | -4.19 | 28 |
| 2023-03-14 | 2023-04-10 | -3.93 | 26 |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -9.66% | -29.64% |
| Best Month | 23.68% | 43.77% |
| Worst Month | -13.59% | -37.12% |
| Best Year | 54.29% | 155.54% |
| Worst Year | 2.2% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.7% | 8.57% |
| Avg. Down Week | -3.12% | -4.85% |
| Avg. Up Month | 7.48% | 14.64% |
| Avg. Down Month | -5.53% | -12.17% |
| Win Days % | 50.8% | 50.98% |
| Win Month % | 66.67% | 60.71% |
| Win Week % | 61.54% | 47.97% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |