| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 86.73% | 61.69% |
| Max Drawdown | -26.65% | -67.18% |
| Sharpe | 0.56 | 0.33 |
| Sortino | 0.9 | 0.47 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.31 | 1.05 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 23.56 | 3.86 |
| Outlier Loss Ratio | 4.38 | 3.87 |
| Volatility (ann.) | 13.79% | 26.77% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.16 | 0.34 |
| Skew | 2.34 | 0.17 |
| Kurtosis | 39.95 | 6.15 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.26% | 1.73% |
| Expected Yearly % | 23.14% | 17.37% |
| Kelly Criterion | 7.37% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.28% |
| Expected Shortfall (cVaR) | -1.17% | -2.28% |
| Year | 11405970:BTCUSD | 11405970:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -9.44 | 0.16 | + |
| 2023 | 155.54 | 53.74 | 0.35 | - |
| 2024 | 59.28 | 34.12 | 0.58 | - |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| MTD | 10.56% | 11.01% |
| 3M | 29.41% | 9.99% |
| 6M | 34.93% | 78.31% |
| YTD | 34.12% | 59.28% |
| 1Y | 50.38% | 147.14% |
| 3Y (ann.) | 30.96% | 23.07% |
| 5Y (ann.) | 30.96% | 23.07% |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Max Drawdown | -26.65% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -3.67% | -8.65% |
| Avg. Drawdown Days | 28.0 | 52.0 |
| Recovery Factor | 3.25 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-13 | -26.65 | 326 |
| 2024-01-02 | 2024-03-24 | -13.59 | 82 |
| 2023-04-21 | 2023-11-15 | -13.09 | 208 |
| 2022-03-02 | 2022-04-20 | -6.45 | 49 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| 2023-12-23 | 2024-01-01 | -4.67 | 9 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-03-14 | 2023-04-10 | -3.94 | 26 |
| 2024-04-23 | 2024-05-03 | -3.87 | 10 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 25.13% | 43.77% |
| Worst Month | -10.06% | -37.12% |
| Best Year | 53.74% | 155.54% |
| Worst Year | -9.44% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.73% | 7.9% |
| Avg. Down Week | -2.75% | -6.58% |
| Avg. Up Month | 6.92% | 12.15% |
| Avg. Down Month | -4.48% | -13.12% |
| Win Days % | 50.86% | 50.99% |
| Win Month % | 64.0% | 60.71% |
| Win Week % | 55.56% | 47.97% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |