| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 60.83% | 64.65% |
| Max Drawdown | -22.09% | -66.89% |
| Sharpe | 0.85 | 0.66 |
| Sortino | 1.43 | 1.0 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.29 | 1.11 |
| Common Sense Ratio | 1.47 | 1.2 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.14 | 1.08 |
| Outlier Win Ratio | 20.33 | 3.58 |
| Outlier Loss Ratio | 4.08 | 3.11 |
| Volatility (ann.) | 28.81% | 55.84% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.03 | 0.36 |
| Skew | 2.01 | 0.31 |
| Kurtosis | 25.64 | 3.66 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.71% | 1.8% |
| Expected Yearly % | 17.16% | 18.08% |
| Kelly Criterion | 8.14% | 9.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -4.71% |
| Expected Shortfall (cVaR) | -2.41% | -4.71% |
| Year | 11440605:BTCUSD | 11440605:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.17 | -6.55 | 0.11 | + |
| 2023 | 154.85 | 30.63 | 0.20 | - |
| 2024 | 62.21 | 31.74 | 0.51 | - |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| MTD | -3.31% | 8.07% |
| 3M | 17.88% | 19.8% |
| 6M | 29.79% | 79.79% |
| YTD | 31.74% | 62.21% |
| 1Y | 38.45% | 152.55% |
| 3Y (ann.) | 22.75% | 24.0% |
| 5Y (ann.) | 22.75% | 24.0% |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Max Drawdown | -22.09% | -66.89% |
| Longest DD Days | 366.0 | 683.0 |
| Avg. Drawdown | -5.42% | -12.0% |
| Avg. Drawdown Days | 70.0 | 82.0 |
| Recovery Factor | 2.75 | 0.97 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-13 | 2023-03-14 | -22.09 | 366 |
| 2023-04-22 | 2024-01-02 | -16.10 | 255 |
| 2024-01-03 | 2024-02-27 | -8.60 | 55 |
| 2024-05-01 | 2024-05-31 | -3.31 | 30 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-03-16 | 2023-04-11 | -2.08 | 26 |
| 2024-03-28 | 2024-04-05 | -1.78 | 8 |
| 2024-04-10 | 2024-04-22 | -1.48 | 12 |
| 2022-03-03 | 2022-03-12 | -0.73 | 9 |
| 2024-03-23 | 2024-03-24 | -0.18 | 1 |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 17.61% | 28.96% |
| Worst Week | -9.35% | -30.92% |
| Best Month | 18.68% | 45.57% |
| Worst Month | -8.54% | -36.86% |
| Best Year | 31.74% | 154.85% |
| Worst Year | -6.55% | -60.17% |
| Avg. Up Day | 1.95% | 2.11% |
| Avg. Down Day | -1.6% | -1.81% |
| Avg. Up Week | 4.82% | 6.9% |
| Avg. Down Week | -2.77% | -5.36% |
| Avg. Up Month | 6.99% | 17.17% |
| Avg. Down Month | -3.88% | -11.11% |
| Win Days % | 49.62% | 51.3% |
| Win Month % | 51.85% | 53.57% |
| Win Week % | 50.75% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |