| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 62.39% | 61.69% |
| Max Drawdown | -29.01% | -67.18% |
| Sharpe | 0.45 | 0.33 |
| Sortino | 0.72 | 0.47 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.29 | 1.05 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 24.38 | 3.83 |
| Outlier Loss Ratio | 4.26 | 3.81 |
| Volatility (ann.) | 13.59% | 26.77% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.8 | 0.34 |
| Skew | 2.14 | 0.17 |
| Kurtosis | 39.72 | 6.15 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.75% | 1.73% |
| Expected Yearly % | 17.54% | 17.37% |
| Kelly Criterion | 5.73% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.28% |
| Expected Shortfall (cVaR) | -1.15% | -2.28% |
| Year | 11405969:BTCUSD | 11405969:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -13.67 | 0.23 | + |
| 2023 | 155.54 | 43.14 | 0.28 | - |
| 2024 | 59.28 | 31.41 | 0.53 | - |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| MTD | 5.52% | 11.01% |
| 3M | 28.45% | 9.99% |
| 6M | 29.77% | 78.31% |
| YTD | 31.41% | 59.28% |
| 1Y | 32.94% | 147.14% |
| 3Y (ann.) | 23.3% | 23.07% |
| 5Y (ann.) | 23.3% | 23.07% |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Max Drawdown | -29.01% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -4.38% | -8.65% |
| Avg. Drawdown Days | 34.0 | 52.0 |
| Recovery Factor | 2.15 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -29.01 | 302 |
| 2024-01-02 | 2024-03-25 | -12.55 | 82 |
| 2023-04-11 | 2023-12-01 | -10.72 | 233 |
| 2022-03-02 | 2022-04-21 | -8.06 | 50 |
| 2022-04-21 | 2022-05-15 | -6.91 | 24 |
| 2024-04-23 | 2024-05-03 | -6.06 | 10 |
| 2023-12-01 | 2024-01-01 | -4.99 | 31 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-03-14 | 2023-04-10 | -4.14 | 26 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -11.47% | -29.64% |
| Best Month | 24.87% | 43.77% |
| Worst Month | -13.42% | -37.12% |
| Best Year | 43.14% | 155.54% |
| Worst Year | -13.67% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.26% | 7.22% |
| Avg. Down Week | -2.79% | -6.17% |
| Avg. Up Month | 7.13% | 12.73% |
| Avg. Down Month | -4.52% | -12.45% |
| Win Days % | 50.22% | 50.99% |
| Win Month % | 56.0% | 60.71% |
| Win Week % | 53.23% | 47.97% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |