| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 27.44% | 75.79% |
| Max Drawdown | -17.53% | -66.89% |
| Sharpe | 0.7 | 0.7 |
| Sortino | 1.33 | 1.06 |
| Payoff Ratio | 1.53 | 1.48 |
| Profit Factor | 1.34 | 1.12 |
| Common Sense Ratio | 1.27 | 1.2 |
| CPC Index | 0.86 | 0.85 |
| Tail Ratio | 0.95 | 1.08 |
| Outlier Win Ratio | 46.43 | 3.16 |
| Outlier Loss Ratio | 5.39 | 2.68 |
| Volatility (ann.) | 16.53% | 56.4% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.62 | 0.4 |
| Skew | 4.05 | 0.32 |
| Kurtosis | 45.93 | 3.57 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.84% | 1.96% |
| Expected Yearly % | 8.42% | 20.69% |
| Kelly Criterion | 4.11% | 18.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -4.75% |
| Expected Shortfall (cVaR) | -1.39% | -4.75% |
| Year | 11420815:BTCUSD | 11420815:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.48 | 16.72 | -0.29 | + |
| 2023 | 154.85 | 3.96 | 0.03 | - |
| 2024 | 62.21 | 5.02 | 0.08 | - |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| MTD | -1.51% | 8.07% |
| 3M | 9.64% | 19.8% |
| 6M | 5.86% | 79.79% |
| YTD | 5.02% | 62.21% |
| 1Y | 12.68% | 152.55% |
| 3Y (ann.) | 10.82% | 27.02% |
| 5Y (ann.) | 10.82% | 27.02% |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Max Drawdown | -17.53% | -66.89% |
| Longest DD Days | 592.0 | 683.0 |
| Avg. Drawdown | -3.8% | -11.78% |
| Avg. Drawdown Days | 75.0 | 76.0 |
| Recovery Factor | 1.57 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-12 | 2024-03-26 | -17.53 | 592 |
| 2024-04-09 | 2024-05-31 | -5.05 | 52 |
| 2022-07-31 | 2022-08-11 | -4.14 | 11 |
| 2022-05-06 | 2022-05-31 | -3.58 | 25 |
| 2022-06-22 | 2022-07-08 | -2.64 | 16 |
| 2022-01-30 | 2022-02-28 | -2.05 | 29 |
| 2022-04-17 | 2022-05-05 | -1.75 | 18 |
| 2022-03-14 | 2022-03-16 | -0.91 | 2 |
| 2022-01-28 | 2022-01-29 | -0.18 | 1 |
| 2022-07-19 | 2022-07-20 | -0.18 | 1 |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Best Day | 9.66% | 14.21% |
| Worst Day | -5.98% | -14.67% |
| Best Week | 9.88% | 28.96% |
| Worst Week | -6.58% | -30.92% |
| Best Month | 14.0% | 45.57% |
| Worst Month | -7.21% | -36.86% |
| Best Year | 16.72% | 154.85% |
| Worst Year | 3.96% | -57.48% |
| Avg. Up Day | 1.89% | 2.55% |
| Avg. Down Day | -1.24% | -1.72% |
| Avg. Up Week | 3.01% | 7.67% |
| Avg. Down Week | -1.72% | -4.55% |
| Avg. Up Month | 5.37% | 16.05% |
| Avg. Down Month | -2.92% | -7.09% |
| Win Days % | 42.07% | 51.34% |
| Win Month % | 55.17% | 55.17% |
| Win Week % | 46.77% | 54.4% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |