| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 142.93% | 64.44% |
| Max Drawdown | -20.68% | -66.89% |
| Sharpe | 1.49 | 0.66 |
| Sortino | 2.68 | 1.0 |
| Payoff Ratio | 1.27 | 1.25 |
| Profit Factor | 1.6 | 1.11 |
| Common Sense Ratio | 2.46 | 1.19 |
| CPC Index | 1.14 | 0.71 |
| Tail Ratio | 1.54 | 1.08 |
| Outlier Win Ratio | 20.91 | 3.66 |
| Outlier Loss Ratio | 3.74 | 2.98 |
| Volatility (ann.) | 28.41% | 55.87% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.26 | 0.36 |
| Skew | 2.29 | 0.31 |
| Kurtosis | 27.45 | 3.66 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.22% | 1.79% |
| Expected Yearly % | 34.43% | 18.03% |
| Kelly Criterion | 21.08% | 12.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -4.71% |
| Expected Shortfall (cVaR) | -2.33% | -4.71% |
| Year | 11405913:BTCUSD | 11405913:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | 9.16 | -0.15 | + |
| 2023 | 154.85 | 48.46 | 0.31 | - |
| 2024 | 62.21 | 49.90 | 0.80 | - |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| MTD | 11.06% | 8.07% |
| 3M | 42.02% | 19.8% |
| 6M | 45.81% | 79.79% |
| YTD | 49.9% | 62.21% |
| 1Y | 47.74% | 152.55% |
| 3Y (ann.) | 46.73% | 23.97% |
| 5Y (ann.) | 46.73% | 23.97% |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Max Drawdown | -20.68% | -66.89% |
| Longest DD Days | 303.0 | 683.0 |
| Avg. Drawdown | -3.88% | -12.0% |
| Avg. Drawdown Days | 44.0 | 82.0 |
| Recovery Factor | 6.91 | 0.96 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-14 | 2023-03-13 | -20.68 | 303 |
| 2023-05-11 | 2023-12-02 | -9.75 | 205 |
| 2022-03-13 | 2022-04-22 | -8.15 | 40 |
| 2024-01-18 | 2024-03-25 | -7.01 | 67 |
| 2023-12-23 | 2024-01-02 | -4.56 | 10 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-04-13 | 2023-04-27 | -1.88 | 14 |
| 2024-03-28 | 2024-03-29 | -1.10 | 1 |
| 2023-04-29 | 2023-05-01 | -0.73 | 2 |
| 2024-05-05 | 2024-05-06 | -0.29 | 1 |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913: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 | -7.34% | -36.86% |
| Best Year | 49.9% | 154.85% |
| Worst Year | 9.16% | -60.22% |
| Avg. Up Day | 2.01% | 2.14% |
| Avg. Down Day | -1.58% | -1.71% |
| Avg. Up Week | 5.66% | 6.27% |
| Avg. Down Week | -2.75% | -5.95% |
| Avg. Up Month | 8.67% | 14.04% |
| Avg. Down Month | -3.43% | -11.8% |
| Win Days % | 55.79% | 51.24% |
| Win Month % | 64.0% | 53.57% |
| Win Week % | 56.67% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |