| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 49.05% | 51.48% |
| Max Drawdown | -14.87% | -67.18% |
| Sharpe | 0.53 | 0.3 |
| Sortino | 1.0 | 0.44 |
| Payoff Ratio | 1.34 | 1.28 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 0.13 | 1.04 |
| CPC Index | 0.86 | 0.69 |
| Tail Ratio | 0.1 | 0.99 |
| Outlier Win Ratio | 55.43 | 3.38 |
| Outlier Loss Ratio | 4.01 | 3.15 |
| Volatility (ann.) | 8.88% | 26.75% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.27 | 0.29 |
| Skew | 6.46 | 0.17 |
| Kurtosis | 117.25 | 6.21 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.44% | 1.49% |
| Expected Yearly % | 14.23% | 14.85% |
| Kelly Criterion | 8.63% | 12.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.28% |
| Expected Shortfall (cVaR) | -0.75% | -2.28% |
| Year | 11442631:BTCUSD | 11442631:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 14.71 | -0.23 | + |
| 2023 | 155.54 | 23.85 | 0.15 | - |
| 2024 | 59.28 | 4.92 | 0.08 | - |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| MTD | -3.08% | 11.01% |
| 3M | 8.53% | 9.99% |
| 6M | 11.37% | 78.31% |
| YTD | 4.92% | 59.28% |
| 1Y | 12.26% | 147.14% |
| 3Y (ann.) | 18.91% | 19.75% |
| 5Y (ann.) | 18.91% | 19.75% |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Max Drawdown | -14.87% | -67.18% |
| Longest DD Days | 298.0 | 683.0 |
| Avg. Drawdown | -3.11% | -10.3% |
| Avg. Drawdown Days | 38.0 | 64.0 |
| Recovery Factor | 3.3 | 0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-04-10 | -14.87 | 298 |
| 2023-12-23 | 2024-04-18 | -10.29 | 117 |
| 2023-04-28 | 2023-12-04 | -9.22 | 220 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-31 | -3.71 | 38 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-04-11 | 2023-04-27 | -1.06 | 15 |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -4.09% | -7.86% |
| Best Week | 15.46% | 35.75% |
| Worst Week | -7.28% | -29.64% |
| Best Month | 12.92% | 43.77% |
| Worst Month | -8.88% | -37.12% |
| Best Year | 23.85% | 155.54% |
| Worst Year | 4.92% | -62.78% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 6.0% | 11.43% |
| Avg. Down Week | -3.04% | -7.59% |
| Avg. Up Month | 5.55% | 12.13% |
| Avg. Down Month | -3.93% | -13.34% |
| Win Days % | 47.61% | 50.95% |
| Win Month % | 59.09% | 57.14% |
| Win Week % | 51.28% | 47.15% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |