| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 27.44% | 65.27% |
| Max Drawdown | -17.98% | -67.18% |
| Sharpe | 0.35 | 0.33 |
| Sortino | 0.57 | 0.48 |
| Payoff Ratio | 1.26 | 1.14 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 0.51 | 1.06 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 0.43 | 1.0 |
| Outlier Win Ratio | 55.19 | 3.36 |
| Outlier Loss Ratio | 4.41 | 3.13 |
| Volatility (ann.) | 8.29% | 27.07% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.6 | 0.35 |
| Skew | 2.89 | 0.18 |
| Kurtosis | 69.37 | 5.99 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.84% | 1.75% |
| Expected Yearly % | 8.42% | 18.23% |
| Kelly Criterion | 1.27% | 7.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.31% |
| Expected Shortfall (cVaR) | -0.71% | -2.31% |
| Year | 11420815:BTCUSD | 11420815:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 16.72 | -0.28 | + |
| 2023 | 155.54 | 3.96 | 0.03 | - |
| 2024 | 59.28 | 5.02 | 0.08 | - |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| MTD | -1.51% | 11.01% |
| 3M | 2.12% | 9.99% |
| 6M | 5.86% | 78.31% |
| YTD | 5.02% | 59.28% |
| 1Y | 12.68% | 147.14% |
| 3Y (ann.) | 10.82% | 23.74% |
| 5Y (ann.) | 10.82% | 23.74% |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Max Drawdown | -17.98% | -67.18% |
| Longest DD Days | 592.0 | 683.0 |
| Avg. Drawdown | -3.11% | -8.68% |
| Avg. Drawdown Days | 44.0 | 47.0 |
| Recovery Factor | 1.53 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2024-03-25 | -17.98 | 592 |
| 2024-03-25 | 2024-05-31 | -5.64 | 66 |
| 2022-05-16 | 2022-05-30 | -5.10 | 14 |
| 2022-06-21 | 2022-07-07 | -4.43 | 16 |
| 2022-07-31 | 2022-08-10 | -4.35 | 10 |
| 2022-05-05 | 2022-05-15 | -3.75 | 10 |
| 2022-03-13 | 2022-03-14 | -3.00 | 1 |
| 2022-04-16 | 2022-05-04 | -2.83 | 18 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-29 | 2022-03-13 | -2.27 | 43 |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 8.99% |
| Worst Day | -4.75% | -7.86% |
| Best Week | 9.88% | 35.75% |
| Worst Week | -6.34% | -29.64% |
| Best Month | 12.01% | 43.77% |
| Worst Month | -5.6% | -37.12% |
| Best Year | 16.72% | 155.54% |
| Worst Year | 3.96% | -59.39% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.72% | -0.83% |
| Avg. Up Week | 3.34% | 8.58% |
| Avg. Down Week | -1.54% | -2.96% |
| Avg. Up Month | 4.86% | 13.95% |
| Avg. Down Month | -2.69% | -8.3% |
| Win Days % | 44.86% | 50.9% |
| Win Month % | 55.17% | 58.62% |
| Win Week % | 45.76% | 48.41% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |