| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 26.72% | 75.79% |
| Max Drawdown | -8.44% | -66.89% |
| Sharpe | 0.7 | 0.7 |
| Sortino | 1.25 | 1.06 |
| Payoff Ratio | 1.47 | 1.48 |
| Profit Factor | 1.36 | 1.12 |
| Common Sense Ratio | 1.61 | 1.2 |
| CPC Index | 0.91 | 0.85 |
| Tail Ratio | 1.18 | 1.08 |
| Outlier Win Ratio | 51.5 | 3.17 |
| Outlier Loss Ratio | 4.88 | 2.67 |
| Volatility (ann.) | 16.14% | 56.4% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.25 | 0.4 |
| Skew | 3.51 | 0.32 |
| Kurtosis | 55.88 | 3.57 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.82% | 1.96% |
| Expected Yearly % | 8.21% | 20.69% |
| Kelly Criterion | 8.09% | 18.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -4.75% |
| Expected Shortfall (cVaR) | -1.36% | -4.75% |
| Year | 11420871:BTCUSD | 11420871:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.48 | 6.50 | -0.11 | + |
| 2023 | 154.85 | 15.40 | 0.10 | - |
| 2024 | 62.21 | 3.11 | 0.05 | - |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| MTD | -0.94% | 8.07% |
| 3M | 4.46% | 19.8% |
| 6M | 5.57% | 79.79% |
| YTD | 3.11% | 62.21% |
| 1Y | 12.96% | 152.55% |
| 3Y (ann.) | 10.56% | 27.02% |
| 5Y (ann.) | 10.56% | 27.02% |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Max Drawdown | -8.44% | -66.89% |
| Longest DD Days | 217.0 | 683.0 |
| Avg. Drawdown | -3.16% | -11.78% |
| Avg. Drawdown Days | 50.0 | 76.0 |
| Recovery Factor | 3.16 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2023-02-16 | -8.44 | 199 |
| 2024-03-14 | 2024-05-31 | -8.19 | 78 |
| 2024-01-03 | 2024-02-29 | -5.86 | 57 |
| 2023-04-06 | 2023-11-09 | -5.70 | 217 |
| 2022-02-28 | 2022-03-17 | -3.81 | 17 |
| 2022-06-22 | 2022-07-08 | -3.64 | 16 |
| 2022-05-06 | 2022-05-30 | -3.13 | 24 |
| 2023-03-08 | 2023-04-05 | -3.13 | 28 |
| 2022-04-02 | 2022-05-05 | -0.86 | 33 |
| 2022-07-09 | 2022-07-21 | -0.59 | 12 |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Best Day | 9.53% | 14.21% |
| Worst Day | -7.86% | -14.67% |
| Best Week | 9.57% | 28.96% |
| Worst Week | -8.03% | -30.92% |
| Best Month | 11.01% | 45.57% |
| Worst Month | -6.49% | -36.86% |
| Best Year | 15.4% | 154.85% |
| Worst Year | 3.11% | -57.48% |
| Avg. Up Day | 1.92% | 2.43% |
| Avg. Down Day | -1.3% | -1.64% |
| Avg. Up Week | 3.03% | 6.3% |
| Avg. Down Week | -1.33% | -4.31% |
| Avg. Up Month | 4.01% | 22.03% |
| Avg. Down Month | -2.27% | -13.72% |
| Win Days % | 45.24% | 51.34% |
| Win Month % | 55.17% | 55.17% |
| Win Week % | 49.15% | 54.4% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |