| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 103.8% | 61.69% |
| Max Drawdown | -29.34% | -67.18% |
| Sharpe | 0.63 | 0.33 |
| Sortino | 1.04 | 0.47 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.45 | 1.05 |
| CPC Index | 0.74 | 0.59 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 25.25 | 4.0 |
| Outlier Loss Ratio | 4.22 | 3.76 |
| Volatility (ann.) | 13.72% | 26.77% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.23 | 0.34 |
| Skew | 2.55 | 0.17 |
| Kurtosis | 41.05 | 6.15 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.58% | 1.73% |
| Expected Yearly % | 26.79% | 17.37% |
| Kelly Criterion | 8.47% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.28% |
| Expected Shortfall (cVaR) | -1.16% | -2.28% |
| Year | 11405912:BTCUSD | 11405912:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.82 | 0.08 | + |
| 2023 | 155.54 | 46.14 | 0.30 | - |
| 2024 | 59.28 | 46.51 | 0.78 | - |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| MTD | 11.06% | 11.01% |
| 3M | 39.51% | 9.99% |
| 6M | 45.83% | 78.31% |
| YTD | 46.51% | 59.28% |
| 1Y | 49.14% | 147.14% |
| 3Y (ann.) | 36.01% | 23.07% |
| 5Y (ann.) | 36.01% | 23.07% |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Max Drawdown | -29.34% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.14% | -8.65% |
| Avg. Drawdown Days | 22.0 | 52.0 |
| Recovery Factor | 3.54 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -29.34 | 302 |
| 2024-01-02 | 2024-03-23 | -10.08 | 81 |
| 2023-04-26 | 2023-11-28 | -10.03 | 215 |
| 2022-03-11 | 2022-05-13 | -9.85 | 62 |
| 2023-12-22 | 2024-01-01 | -5.19 | 10 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-11 | 2023-04-26 | -3.85 | 14 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-03-26 | 2024-04-04 | -2.90 | 8 |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -10.66% | -29.64% |
| Best Month | 29.62% | 43.77% |
| Worst Month | -10.16% | -37.12% |
| Best Year | 46.51% | 155.54% |
| Worst Year | -4.82% | -60.27% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 4.32% | 7.57% |
| Avg. Down Week | -2.96% | -4.83% |
| Avg. Up Month | 7.62% | 12.16% |
| Avg. Down Month | -3.56% | -13.12% |
| Win Days % | 50.52% | 50.99% |
| Win Month % | 60.0% | 60.71% |
| Win Week % | 60.32% | 47.97% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |