| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 49.05% | 55.78% |
| Max Drawdown | -13.89% | -66.89% |
| Sharpe | 0.99 | 0.62 |
| Sortino | 1.99 | 0.93 |
| Payoff Ratio | 1.56 | 1.44 |
| Profit Factor | 1.58 | 1.1 |
| Common Sense Ratio | 0.87 | 1.18 |
| CPC Index | 1.18 | 0.81 |
| Tail Ratio | 0.55 | 1.07 |
| Outlier Win Ratio | 45.82 | 3.47 |
| Outlier Loss Ratio | 3.98 | 2.76 |
| Volatility (ann.) | 19.23% | 55.85% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.36 | 0.32 |
| Skew | 4.95 | 0.31 |
| Kurtosis | 61.9 | 3.69 |
| Expected Daily % | 0.05% | 0.05% |
| Expected Monthly % | 1.44% | 1.6% |
| Expected Yearly % | 14.23% | 15.92% |
| Kelly Criterion | 14.25% | 17.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.71% |
| Expected Shortfall (cVaR) | -1.6% | -4.71% |
| Year | 11442631:BTCUSD | 11442631:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.32 | 14.71 | -0.24 | + |
| 2023 | 154.85 | 23.85 | 0.15 | - |
| 2024 | 62.21 | 4.92 | 0.08 | - |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| MTD | -3.08% | 8.07% |
| 3M | 8.53% | 19.8% |
| 6M | 11.37% | 79.79% |
| YTD | 4.92% | 62.21% |
| 1Y | 12.26% | 152.55% |
| 3Y (ann.) | 18.91% | 21.21% |
| 5Y (ann.) | 18.91% | 21.21% |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Max Drawdown | -13.89% | -66.89% |
| Longest DD Days | 221.0 | 683.0 |
| Avg. Drawdown | -6.51% | -11.47% |
| Avg. Drawdown Days | 85.0 | 68.0 |
| Recovery Factor | 3.53 | 0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-28 | 2023-04-10 | -13.89 | 164 |
| 2023-12-24 | 2024-04-20 | -9.59 | 118 |
| 2022-06-17 | 2022-10-27 | -9.54 | 132 |
| 2023-04-29 | 2023-12-06 | -9.22 | 221 |
| 2022-05-14 | 2022-05-16 | -3.48 | 2 |
| 2022-02-26 | 2022-03-01 | -3.12 | 3 |
| 2024-05-06 | 2024-05-31 | -3.08 | 25 |
| 2023-04-14 | 2023-04-28 | -0.20 | 14 |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Best Day | 13.93% | 14.21% |
| Worst Day | -6.09% | -14.67% |
| Best Week | 15.46% | 28.96% |
| Worst Week | -8.88% | -30.92% |
| Best Month | 13.93% | 45.57% |
| Worst Month | -8.88% | -36.86% |
| Best Year | 23.85% | 154.85% |
| Worst Year | 4.92% | -62.32% |
| Avg. Up Day | 2.48% | 2.66% |
| Avg. Down Day | -1.59% | -1.85% |
| Avg. Up Week | 5.59% | 8.81% |
| Avg. Down Week | -2.53% | -6.99% |
| Avg. Up Month | 6.39% | 13.17% |
| Avg. Down Month | -3.83% | -12.97% |
| Win Days % | 47.71% | 51.13% |
| Win Month % | 56.52% | 53.57% |
| Win Week % | 50.0% | 53.66% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |