| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 102.49% | 64.44% |
| Max Drawdown | -22.61% | -66.89% |
| Sharpe | 1.18 | 0.66 |
| Sortino | 2.04 | 1.0 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.45 | 1.11 |
| Common Sense Ratio | 2.17 | 1.19 |
| CPC Index | 0.96 | 0.66 |
| Tail Ratio | 1.49 | 1.08 |
| Outlier Win Ratio | 22.31 | 3.85 |
| Outlier Loss Ratio | 3.78 | 3.15 |
| Volatility (ann.) | 29.29% | 55.87% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.58 | 0.36 |
| Skew | 2.02 | 0.31 |
| Kurtosis | 25.32 | 3.66 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.55% | 1.79% |
| Expected Yearly % | 26.51% | 18.03% |
| Kelly Criterion | 16.38% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.43% | -4.71% |
| Expected Shortfall (cVaR) | -2.43% | -4.71% |
| Year | 11442224:BTCUSD | 11442224:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | 6.40 | -0.11 | + |
| 2023 | 154.85 | 40.86 | 0.26 | - |
| 2024 | 62.21 | 35.10 | 0.56 | - |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| MTD | 4.89% | 8.07% |
| 3M | 28.87% | 19.8% |
| 6M | 32.46% | 79.79% |
| YTD | 35.1% | 62.21% |
| 1Y | 41.8% | 152.55% |
| 3Y (ann.) | 35.63% | 23.97% |
| 5Y (ann.) | 35.63% | 23.97% |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Max Drawdown | -22.61% | -66.89% |
| Longest DD Days | 272.0 | 683.0 |
| Avg. Drawdown | -5.83% | -12.0% |
| Avg. Drawdown Days | 52.0 | 82.0 |
| Recovery Factor | 4.53 | 0.96 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-15 | 2023-03-14 | -22.61 | 272 |
| 2022-03-10 | 2022-06-14 | -13.17 | 96 |
| 2023-07-15 | 2023-11-16 | -8.65 | 124 |
| 2023-04-20 | 2023-07-14 | -7.67 | 85 |
| 2024-01-03 | 2024-03-25 | -7.57 | 82 |
| 2024-04-23 | 2024-05-04 | -4.20 | 11 |
| 2023-12-03 | 2024-01-02 | -3.97 | 30 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-11-17 | 2023-11-25 | -2.99 | 8 |
| 2024-03-28 | 2024-04-06 | -2.74 | 9 |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 28.34% | 28.96% |
| Worst Week | -7.67% | -30.92% |
| Best Month | 25.75% | 45.57% |
| Worst Month | -7.95% | -36.86% |
| Best Year | 40.86% | 154.85% |
| Worst Year | 6.4% | -60.22% |
| Avg. Up Day | 2.04% | 2.15% |
| Avg. Down Day | -1.68% | -1.86% |
| Avg. Up Week | 5.47% | 6.49% |
| Avg. Down Week | -2.74% | -6.01% |
| Avg. Up Month | 6.97% | 14.04% |
| Avg. Down Month | -3.49% | -12.47% |
| Win Days % | 54.17% | 51.24% |
| Win Month % | 60.0% | 53.57% |
| Win Week % | 51.67% | 54.47% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |