| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 102.49% | 61.69% |
| Max Drawdown | -24.77% | -67.18% |
| Sharpe | 0.61 | 0.33 |
| Sortino | 1.0 | 0.47 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.44 | 1.05 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 25.25 | 4.05 |
| Outlier Loss Ratio | 4.29 | 3.84 |
| Volatility (ann.) | 14.09% | 26.77% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.44 | 0.34 |
| Skew | 2.43 | 0.17 |
| Kurtosis | 41.16 | 6.15 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.55% | 1.73% |
| Expected Yearly % | 26.51% | 17.37% |
| Kelly Criterion | 7.69% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.28% |
| Expected Shortfall (cVaR) | -1.19% | -2.28% |
| Year | 11442224:BTCUSD | 11442224:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.25 | -0.10 | + |
| 2023 | 155.54 | 41.24 | 0.27 | - |
| 2024 | 59.28 | 34.92 | 0.59 | - |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| MTD | 8.74% | 11.01% |
| 3M | 28.87% | 9.99% |
| 6M | 33.61% | 78.31% |
| YTD | 34.92% | 59.28% |
| 1Y | 41.8% | 147.14% |
| 3Y (ann.) | 35.63% | 23.07% |
| 5Y (ann.) | 35.63% | 23.07% |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Max Drawdown | -24.77% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.39% | -8.65% |
| Avg. Drawdown Days | 25.0 | 52.0 |
| Recovery Factor | 4.14 | 0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -24.77 | 302 |
| 2022-03-09 | 2022-05-15 | -14.88 | 67 |
| 2024-01-02 | 2024-03-23 | -10.37 | 81 |
| 2023-04-11 | 2023-11-15 | -9.73 | 218 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| 2023-12-23 | 2024-01-01 | -5.02 | 9 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-30 | 2024-05-03 | -4.49 | 3 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-03-26 | 2024-04-04 | -3.25 | 9 |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -6.51% | -7.86% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.63% | -29.64% |
| Best Month | 25.75% | 43.77% |
| Worst Month | -9.35% | -37.12% |
| Best Year | 41.24% | 155.54% |
| Worst Year | 6.25% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.13% | 7.44% |
| Avg. Down Week | -2.78% | -5.61% |
| Avg. Up Month | 7.26% | 12.16% |
| Avg. Down Month | -3.49% | -12.64% |
| Win Days % | 50.11% | 50.99% |
| Win Month % | 60.0% | 60.71% |
| Win Week % | 58.73% | 47.97% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |