| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 43.66% | 148.37% |
| Max Drawdown | -15.54% | -20.58% |
| Sharpe | 1.88 | 2.96 |
| Sortino | 3.55 | 4.96 |
| Payoff Ratio | 1.51 | 1.38 |
| Profit Factor | 1.56 | 1.55 |
| Common Sense Ratio | 2.84 | 2.29 |
| CPC Index | 1.18 | 1.21 |
| Tail Ratio | 1.82 | 1.48 |
| Outlier Win Ratio | 11.45 | 3.3 |
| Outlier Loss Ratio | 3.91 | 2.89 |
| Volatility (ann.) | 32.68% | 52.34% |
| R^2 | 0.44 | 0.44 |
| Calmar | 4.89 | 15.22 |
| Skew | 1.65 | 0.33 |
| Kurtosis | 9.33 | 1.61 |
| Expected Daily % | 0.15% | 0.39% |
| Expected Monthly % | 4.63% | 12.04% |
| Expected Yearly % | 19.86% | 57.6% |
| Kelly Criterion | 16.82% | 25.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.64% | -4.08% |
| Expected Shortfall (cVaR) | -2.64% | -4.08% |
| Year | 12177887:BTCUSD | 12177887:btcusd:triple_med_gx:lsma180_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.67 | 23.30 | 0.43 | - |
| 2024 | 61.63 | 16.51 | 0.27 | - |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| MTD | -2.0% | 6.03% |
| 3M | -2.09% | 19.98% |
| 6M | 21.13% | 80.42% |
| YTD | 16.51% | 61.63% |
| 1Y | 43.66% | 148.37% |
| 3Y (ann.) | 75.96% | 313.31% |
| 5Y (ann.) | 75.96% | 313.31% |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Max Drawdown | -15.54% | -20.58% |
| Longest DD Days | 64.0 | 77.0 |
| Avg. Drawdown | -3.67% | -4.63% |
| Avg. Drawdown Days | 14.0 | 11.0 |
| Recovery Factor | 2.81 | 7.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-28 | 2024-05-31 | -15.54 | 64 |
| 2023-11-17 | 2023-12-05 | -7.78 | 18 |
| 2024-01-10 | 2024-02-08 | -6.93 | 29 |
| 2024-03-06 | 2024-03-21 | -6.80 | 15 |
| 2023-12-12 | 2023-12-19 | -2.98 | 7 |
| 2023-12-27 | 2024-01-09 | -2.61 | 13 |
| 2023-11-14 | 2023-11-16 | -2.56 | 2 |
| 2024-02-09 | 2024-02-27 | -2.46 | 18 |
| 2023-10-30 | 2023-11-10 | -2.40 | 11 |
| 2024-03-22 | 2024-03-26 | -0.36 | 4 |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Best Day | 10.28% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 12.22% | 19.61% |
| Worst Week | -6.33% | -10.89% |
| Best Month | 17.08% | 43.01% |
| Worst Month | -10.49% | -7.63% |
| Best Year | 23.3% | 61.63% |
| Worst Year | 16.51% | 53.67% |
| Avg. Up Day | 2.36% | 3.15% |
| Avg. Down Day | -1.56% | -2.29% |
| Avg. Up Week | 3.91% | 7.6% |
| Avg. Down Week | -2.25% | -3.29% |
| Avg. Up Month | 8.71% | 17.5% |
| Avg. Down Month | -10.49% | -7.63% |
| Win Days % | 50.0% | 56.84% |
| Win Month % | 75.0% | 87.5% |
| Win Week % | 58.82% | 65.71% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |