| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 60.83% | 61.71% |
| Max Drawdown | -24.6% | -67.18% |
| Sharpe | 0.44 | 0.33 |
| Sortino | 0.69 | 0.47 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.27 | 1.05 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 23.79 | 3.97 |
| Outlier Loss Ratio | 4.29 | 3.9 |
| Volatility (ann.) | 14.02% | 26.75% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.93 | 0.34 |
| Skew | 2.02 | 0.17 |
| Kurtosis | 35.78 | 6.17 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.71% | 1.73% |
| Expected Yearly % | 17.16% | 17.38% |
| Kelly Criterion | 4.87% | 6.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.28% |
| Expected Shortfall (cVaR) | -1.19% | -2.28% |
| Year | 11440605:BTCUSD | 11440605:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.67 | 0.11 | + |
| 2023 | 155.54 | 30.99 | 0.20 | - |
| 2024 | 59.28 | 31.56 | 0.53 | - |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| MTD | -3.31% | 11.01% |
| 3M | 15.47% | 9.99% |
| 6M | 30.57% | 78.31% |
| YTD | 31.56% | 59.28% |
| 1Y | 38.45% | 147.14% |
| 3Y (ann.) | 22.75% | 23.04% |
| 5Y (ann.) | 22.75% | 23.04% |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Max Drawdown | -24.6% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -4.14% | -8.18% |
| Avg. Drawdown Days | 31.0 | 49.0 |
| Recovery Factor | 2.47 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -24.60 | 301 |
| 2023-04-21 | 2024-01-02 | -16.27 | 255 |
| 2022-03-11 | 2022-05-15 | -12.81 | 65 |
| 2024-01-02 | 2024-02-27 | -11.36 | 55 |
| 2023-03-14 | 2023-04-11 | -5.64 | 27 |
| 2024-04-23 | 2024-05-31 | -4.61 | 38 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-08 | 2024-04-22 | -3.95 | 13 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 17.61% | 35.75% |
| Worst Week | -10.9% | -29.64% |
| Best Month | 20.19% | 43.77% |
| Worst Month | -9.93% | -37.12% |
| Best Year | 31.56% | 155.54% |
| Worst Year | -6.67% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.95% | 8.41% |
| Avg. Down Week | -2.53% | -5.35% |
| Avg. Up Month | 6.87% | 15.46% |
| Avg. Down Month | -4.46% | -12.64% |
| Win Days % | 49.73% | 50.98% |
| Win Month % | 51.85% | 60.71% |
| Win Week % | 46.27% | 47.97% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |