| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 132.88% | 64.44% |
| Max Drawdown | -21.9% | -66.89% |
| Sharpe | 1.42 | 0.66 |
| Sortino | 2.54 | 1.0 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.56 | 1.11 |
| Common Sense Ratio | 2.31 | 1.19 |
| CPC Index | 1.09 | 0.69 |
| Tail Ratio | 1.48 | 1.08 |
| Outlier Win Ratio | 21.82 | 3.84 |
| Outlier Loss Ratio | 3.9 | 2.98 |
| Volatility (ann.) | 28.61% | 55.87% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.01 | 0.36 |
| Skew | 2.3 | 0.31 |
| Kurtosis | 27.03 | 3.66 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.07% | 1.79% |
| Expected Yearly % | 32.55% | 18.03% |
| Kelly Criterion | 19.38% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.35% | -4.71% |
| Expected Shortfall (cVaR) | -2.35% | -4.71% |
| Year | 11405914:BTCUSD | 11405914:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | 5.94 | -0.10 | + |
| 2023 | 154.85 | 55.61 | 0.36 | - |
| 2024 | 62.21 | 41.26 | 0.66 | - |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| MTD | 10.98% | 8.07% |
| 3M | 37.9% | 19.8% |
| 6M | 39.94% | 79.79% |
| YTD | 41.26% | 62.21% |
| 1Y | 56.2% | 152.55% |
| 3Y (ann.) | 44.07% | 23.97% |
| 5Y (ann.) | 44.07% | 23.97% |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Max Drawdown | -21.9% | -66.89% |
| Longest DD Days | 211.0 | 683.0 |
| Avg. Drawdown | -5.38% | -12.0% |
| Avg. Drawdown Days | 41.0 | 82.0 |
| Recovery Factor | 6.07 | 0.96 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-03-13 | -21.90 | 211 |
| 2022-05-14 | 2022-08-13 | -18.72 | 91 |
| 2023-04-29 | 2023-10-17 | -11.82 | 171 |
| 2024-01-03 | 2024-03-25 | -9.83 | 82 |
| 2022-03-12 | 2022-05-13 | -8.31 | 62 |
| 2023-12-23 | 2024-01-02 | -4.56 | 10 |
| 2023-10-19 | 2023-11-16 | -4.08 | 28 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-11-17 | 2023-11-25 | -2.99 | 8 |
| 2023-11-26 | 2023-11-29 | -2.44 | 3 |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 24.87% | 28.96% |
| Worst Week | -6.15% | -30.92% |
| Best Month | 24.87% | 45.57% |
| Worst Month | -5.67% | -36.86% |
| Best Year | 55.61% | 154.85% |
| Worst Year | 5.94% | -60.22% |
| Avg. Up Day | 1.97% | 2.13% |
| Avg. Down Day | -1.55% | -1.76% |
| Avg. Up Week | 5.29% | 6.32% |
| Avg. Down Week | -3.02% | -5.74% |
| Avg. Up Month | 7.84% | 14.04% |
| Avg. Down Month | -3.79% | -13.12% |
| Win Days % | 54.94% | 51.24% |
| Win Month % | 64.0% | 53.57% |
| Win Week % | 55.74% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |