| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 62.39% | 64.44% |
| Max Drawdown | -27.59% | -66.89% |
| Sharpe | 0.89 | 0.66 |
| Sortino | 1.53 | 1.0 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.32 | 1.11 |
| Common Sense Ratio | 1.62 | 1.19 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.22 | 1.08 |
| Outlier Win Ratio | 22.57 | 3.58 |
| Outlier Loss Ratio | 3.87 | 2.98 |
| Volatility (ann.) | 27.58% | 55.87% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.84 | 0.36 |
| Skew | 2.28 | 0.31 |
| Kurtosis | 29.96 | 3.66 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.75% | 1.79% |
| Expected Yearly % | 17.54% | 18.03% |
| Kelly Criterion | 11.51% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -4.71% |
| Expected Shortfall (cVaR) | -2.31% | -4.71% |
| Year | 11405969:BTCUSD | 11405969:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | -13.55 | 0.23 | + |
| 2023 | 154.85 | 42.75 | 0.28 | - |
| 2024 | 62.21 | 31.59 | 0.51 | - |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| MTD | 5.33% | 8.07% |
| 3M | 28.45% | 19.8% |
| 6M | 28.65% | 79.79% |
| YTD | 31.59% | 62.21% |
| 1Y | 32.94% | 152.55% |
| 3Y (ann.) | 23.3% | 23.97% |
| 5Y (ann.) | 23.3% | 23.97% |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Max Drawdown | -27.59% | -66.89% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -6.92% | -12.0% |
| Avg. Drawdown Days | 81.0 | 82.0 |
| Recovery Factor | 2.26 | 0.96 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-12 | 2023-03-14 | -27.59 | 367 |
| 2023-04-14 | 2023-12-02 | -9.85 | 232 |
| 2024-01-03 | 2024-03-25 | -9.83 | 82 |
| 2024-04-24 | 2024-05-04 | -5.45 | 10 |
| 2023-12-03 | 2024-01-02 | -4.24 | 30 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2024-03-28 | 2024-04-05 | -1.10 | 8 |
| 2024-04-20 | 2024-04-21 | -0.94 | 1 |
| 2024-05-05 | 2024-05-06 | -0.29 | 1 |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 24.87% | 28.96% |
| Worst Week | -6.5% | -30.92% |
| Best Month | 24.87% | 45.57% |
| Worst Month | -12.08% | -36.86% |
| Best Year | 42.75% | 154.85% |
| Worst Year | -13.55% | -60.22% |
| Avg. Up Day | 1.91% | 2.05% |
| Avg. Down Day | -1.57% | -1.76% |
| Avg. Up Week | 5.4% | 6.49% |
| Avg. Down Week | -2.84% | -6.41% |
| Avg. Up Month | 7.19% | 14.04% |
| Avg. Down Month | -4.11% | -12.18% |
| Win Days % | 51.43% | 51.24% |
| Win Month % | 56.0% | 53.57% |
| Win Week % | 50.88% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |