| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 43.24% | 144.62% |
| Max Drawdown | -16.65% | -22.86% |
| Sharpe | 0.43 | 0.61 |
| Sortino | 0.68 | 0.88 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.38 | 1.16 |
| CPC Index | 0.66 | 0.68 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 22.73 | 3.87 |
| Outlier Loss Ratio | 3.47 | 3.6 |
| Volatility (ann.) | 5.78% | 10.32% |
| R^2 | 0.31 | 0.31 |
| Calmar | 4.49 | 13.18 |
| Skew | 1.76 | -0.05 |
| Kurtosis | 39.91 | 8.67 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 4.59% | 11.83% |
| Expected Yearly % | 19.68% | 56.4% |
| Kelly Criterion | 4.08% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -0.87% |
| Expected Shortfall (cVaR) | -0.49% | -0.87% |
| Year | 12177887:BTCUSD | 12177887:btcusd:triple_med_gx:lsma180_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.14 | 23.20 | 0.44 | - |
| 2024 | 59.73 | 16.27 | 0.27 | - |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| MTD | -0.52% | 11.33% |
| 3M | -1.99% | 10.3% |
| 6M | 21.0% | 78.82% |
| YTD | 16.27% | 59.73% |
| 1Y | 43.24% | 144.62% |
| 3Y (ann.) | 74.73% | 301.23% |
| 5Y (ann.) | 74.73% | 301.23% |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Max Drawdown | -16.65% | -22.86% |
| Longest DD Days | 66.0 | 78.0 |
| Avg. Drawdown | -1.87% | -1.98% |
| Avg. Drawdown Days | 4.0 | 2.0 |
| Recovery Factor | 2.6 | 6.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2024-05-31 | -16.65 | 66 |
| 2024-03-05 | 2024-03-19 | -9.81 | 14 |
| 2023-11-16 | 2023-12-04 | -8.96 | 18 |
| 2024-01-08 | 2024-02-07 | -8.35 | 30 |
| 2024-03-19 | 2024-03-20 | -5.29 | 1 |
| 2023-12-11 | 2023-12-19 | -5.04 | 7 |
| 2023-11-14 | 2023-11-15 | -3.74 | 1 |
| 2023-12-25 | 2024-01-02 | -3.29 | 7 |
| 2023-10-30 | 2023-11-09 | -3.21 | 9 |
| 2024-02-12 | 2024-02-26 | -3.13 | 13 |
| Metric | 12177887:btcusd:triple_med_gx:lsma180_45 | 12177887:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.39% | -4.43% |
| Best Week | 12.22% | 23.06% |
| Worst Week | -6.33% | -8.21% |
| Best Month | 15.66% | 43.77% |
| Worst Month | -12.16% | -14.98% |
| Best Year | 23.2% | 59.73% |
| Worst Year | 16.27% | 53.14% |
| Avg. Up Day | 0.46% | 0.46% |
| Avg. Down Day | -0.38% | -0.39% |
| Avg. Up Week | 3.83% | 7.99% |
| Avg. Down Week | -2.17% | -2.78% |
| Avg. Up Month | 8.7% | 17.92% |
| Avg. Down Month | -12.16% | -14.98% |
| Win Days % | 47.62% | 51.67% |
| Win Month % | 75.0% | 87.5% |
| Win Week % | 52.94% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |