| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 132.88% | 61.69% |
| Max Drawdown | -23.09% | -67.18% |
| Sharpe | 0.72 | 0.33 |
| Sortino | 1.2 | 0.47 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.48 | 1.05 |
| CPC Index | 0.77 | 0.61 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 23.43 | 3.96 |
| Outlier Loss Ratio | 4.34 | 3.79 |
| Volatility (ann.) | 14.06% | 26.77% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.91 | 0.34 |
| Skew | 2.57 | 0.17 |
| Kurtosis | 39.77 | 6.15 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.07% | 1.73% |
| Expected Yearly % | 32.55% | 17.37% |
| Kelly Criterion | 9.74% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.28% |
| Expected Shortfall (cVaR) | -1.18% | -2.28% |
| Year | 11405914:BTCUSD | 11405914:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 5.79 | -0.10 | + |
| 2023 | 155.54 | 56.03 | 0.36 | - |
| 2024 | 59.28 | 41.07 | 0.69 | - |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| MTD | 10.98% | 11.01% |
| 3M | 37.9% | 9.99% |
| 6M | 41.15% | 78.31% |
| YTD | 41.07% | 59.28% |
| 1Y | 56.2% | 147.14% |
| 3Y (ann.) | 44.07% | 23.07% |
| 5Y (ann.) | 44.07% | 23.07% |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Max Drawdown | -23.09% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -3.19% | -8.65% |
| Avg. Drawdown Days | 23.0 | 52.0 |
| Recovery Factor | 5.75 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -23.09 | 301 |
| 2023-04-26 | 2023-10-16 | -12.82 | 173 |
| 2024-01-02 | 2024-03-24 | -12.55 | 82 |
| 2022-03-02 | 2022-05-13 | -8.77 | 72 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| 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 |
| 2023-03-14 | 2023-04-10 | -4.40 | 27 |
| 2023-10-18 | 2023-11-15 | -4.24 | 28 |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -8.37% | -29.64% |
| Best Month | 24.87% | 43.77% |
| Worst Month | -6.37% | -37.12% |
| Best Year | 56.03% | 155.54% |
| Worst Year | 5.79% | -60.27% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.35% | 7.55% |
| Avg. Down Week | -2.87% | -5.55% |
| Avg. Up Month | 7.22% | 12.15% |
| Avg. Down Month | -3.88% | -12.81% |
| Win Days % | 50.98% | 50.99% |
| Win Month % | 68.0% | 60.71% |
| Win Week % | 60.94% | 47.97% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |