| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 103.8% | 64.44% |
| Max Drawdown | -26.68% | -66.89% |
| Sharpe | 1.22 | 0.66 |
| Sortino | 2.15 | 1.0 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.48 | 1.11 |
| Common Sense Ratio | 2.15 | 1.19 |
| CPC Index | 0.98 | 0.67 |
| Tail Ratio | 1.45 | 1.08 |
| Outlier Win Ratio | 21.97 | 3.66 |
| Outlier Loss Ratio | 3.72 | 3.02 |
| Volatility (ann.) | 28.31% | 55.87% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.35 | 0.36 |
| Skew | 2.28 | 0.31 |
| Kurtosis | 28.06 | 3.66 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.58% | 1.79% |
| Expected Yearly % | 26.79% | 18.03% |
| Kelly Criterion | 17.13% | 10.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.34% | -4.71% |
| Expected Shortfall (cVaR) | -2.34% | -4.71% |
| Year | 11405912:BTCUSD | 11405912:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | -4.69 | 0.08 | + |
| 2023 | 154.85 | 45.74 | 0.30 | - |
| 2024 | 62.21 | 46.71 | 0.75 | - |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| MTD | 9.07% | 8.07% |
| 3M | 39.51% | 19.8% |
| 6M | 44.58% | 79.79% |
| YTD | 46.71% | 62.21% |
| 1Y | 49.14% | 152.55% |
| 3Y (ann.) | 36.01% | 23.97% |
| 5Y (ann.) | 36.01% | 23.97% |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Max Drawdown | -26.68% | -66.89% |
| Longest DD Days | 305.0 | 683.0 |
| Avg. Drawdown | -4.76% | -12.0% |
| Avg. Drawdown Days | 49.0 | 82.0 |
| Recovery Factor | 3.89 | 0.96 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-14 | 2023-03-15 | -26.68 | 305 |
| 2023-04-29 | 2023-11-29 | -8.68 | 214 |
| 2022-03-10 | 2022-05-13 | -8.44 | 64 |
| 2024-01-03 | 2024-03-25 | -7.28 | 82 |
| 2023-12-23 | 2024-01-02 | -4.56 | 10 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-04-21 | 2023-04-28 | -2.93 | 7 |
| 2024-05-01 | 2024-05-03 | -1.97 | 2 |
| 2024-03-28 | 2024-03-29 | -1.10 | 1 |
| 2024-04-04 | 2024-04-05 | -0.82 | 1 |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 29.62% | 28.96% |
| Worst Week | -6.15% | -30.92% |
| Best Month | 29.62% | 45.57% |
| Worst Month | -8.77% | -36.86% |
| Best Year | 46.71% | 154.85% |
| Worst Year | -4.69% | -60.22% |
| Avg. Up Day | 2.0% | 2.16% |
| Avg. Down Day | -1.64% | -1.82% |
| Avg. Up Week | 5.07% | 6.04% |
| Avg. Down Week | -2.69% | -5.45% |
| Avg. Up Month | 7.51% | 14.04% |
| Avg. Down Month | -3.18% | -13.05% |
| Win Days % | 54.43% | 51.24% |
| Win Month % | 56.0% | 53.57% |
| Win Week % | 54.1% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |