| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 38.49% | 144.51% |
| Max Drawdown | -5.74% | -22.86% |
| Sharpe | 0.57 | 0.61 |
| Sortino | 1.03 | 0.88 |
| Payoff Ratio | 1.39 | 1.36 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 0.94 | 1.16 |
| CPC Index | 0.8 | 0.78 |
| Tail Ratio | 0.75 | 1.05 |
| Outlier Win Ratio | 39.67 | 3.48 |
| Outlier Loss Ratio | 3.7 | 3.06 |
| Volatility (ann.) | 3.85% | 10.33% |
| R^2 | 0.13 | 0.13 |
| Calmar | 11.47 | 13.16 |
| Skew | 4.31 | -0.05 |
| Kurtosis | 69.93 | 8.66 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 4.15% | 11.82% |
| Expected Yearly % | 17.68% | 56.37% |
| Kelly Criterion | 6.89% | 16.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -0.87% |
| Expected Shortfall (cVaR) | -0.33% | -0.87% |
| Year | 12173975:BTCUSD | 12173975:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.08 | 2.57 | 0.05 | - |
| 2024 | 59.73 | 35.02 | 0.59 | - |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| MTD | 0.77% | 11.33% |
| 3M | 12.97% | 10.3% |
| 6M | 32.48% | 78.82% |
| YTD | 35.02% | 59.73% |
| 1Y | 38.49% | 144.51% |
| 3Y (ann.) | 65.82% | 300.95% |
| 5Y (ann.) | 65.82% | 300.95% |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Max Drawdown | -5.74% | -22.86% |
| Longest DD Days | 62.0 | 78.0 |
| Avg. Drawdown | -1.4% | -2.02% |
| Avg. Drawdown Days | 5.0 | 2.0 |
| Recovery Factor | 6.7 | 6.32 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-06 | 2024-01-08 | -5.74 | 62 |
| 2024-03-17 | 2024-04-19 | -5.60 | 32 |
| 2024-05-23 | 2024-05-31 | -3.94 | 8 |
| 2024-01-22 | 2024-02-05 | -3.77 | 14 |
| 2024-02-05 | 2024-02-12 | -2.74 | 7 |
| 2024-05-07 | 2024-05-13 | -2.29 | 6 |
| 2024-04-22 | 2024-04-29 | -2.20 | 7 |
| 2024-03-08 | 2024-03-17 | -2.18 | 8 |
| 2024-05-13 | 2024-05-20 | -2.15 | 6 |
| 2023-10-10 | 2023-10-16 | -1.68 | 6 |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Best Day | 4.1% | 5.23% |
| Worst Day | -2.01% | -4.43% |
| Best Week | 6.59% | 23.06% |
| Worst Week | -2.67% | -8.21% |
| Best Month | 10.81% | 43.77% |
| Worst Month | -1.88% | -14.98% |
| Best Year | 35.02% | 59.73% |
| Worst Year | 2.57% | 53.08% |
| Avg. Up Day | 0.43% | 0.44% |
| Avg. Down Day | -0.31% | -0.32% |
| Avg. Up Week | 2.25% | 8.42% |
| Avg. Down Week | -1.21% | -2.65% |
| Avg. Up Month | 6.55% | 19.59% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 45.92% | 51.68% |
| Win Month % | 75.0% | 87.5% |
| Win Week % | 58.82% | 57.14% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |