| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 44.87% | 97.34% |
| Max Drawdown | -28.99% | -66.89% |
| Sharpe | 0.8 | 0.82 |
| Sortino | 1.41 | 1.24 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.41 | 1.14 |
| Common Sense Ratio | 1.61 | 1.25 |
| CPC Index | 0.93 | 0.7 |
| Tail Ratio | 1.15 | 1.1 |
| Outlier Win Ratio | 36.36 | 3.57 |
| Outlier Loss Ratio | 3.5 | 2.94 |
| Volatility (ann.) | 24.13% | 55.47% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.61 | 0.52 |
| Skew | 3.09 | 0.35 |
| Kurtosis | 47.89 | 3.8 |
| Expected Daily % | 0.04% | 0.08% |
| Expected Monthly % | 1.33% | 2.46% |
| Expected Yearly % | 13.15% | 25.43% |
| Kelly Criterion | 12.81% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.65% |
| Expected Shortfall (cVaR) | -2.02% | -4.65% |
| Year | 11402462:BTCUSD | 11402462:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.26 | 7.43 | -0.14 | + |
| 2023 | 154.85 | 20.00 | 0.13 | - |
| 2024 | 62.21 | 12.37 | 0.20 | - |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| MTD | 3.97% | 8.07% |
| 3M | 3.7% | 19.8% |
| 6M | 10.12% | 79.79% |
| YTD | 12.37% | 62.21% |
| 1Y | 33.27% | 152.55% |
| 3Y (ann.) | 17.77% | 34.99% |
| 5Y (ann.) | 17.77% | 34.99% |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Max Drawdown | -28.99% | -66.89% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -7.14% | -10.4% |
| Avg. Drawdown Days | 111.0 | 73.0 |
| Recovery Factor | 1.55 | 1.46 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-07-14 | -28.99 | 498 |
| 2023-11-17 | 2024-02-27 | -5.92 | 102 |
| 2023-07-15 | 2023-10-16 | -4.91 | 93 |
| 2023-11-14 | 2023-11-16 | -3.49 | 2 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2024-05-22 | 2024-05-31 | -2.08 | 9 |
| 2024-03-11 | 2024-05-21 | -1.53 | 71 |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 18.45% | 28.96% |
| Worst Week | -12.41% | -30.92% |
| Best Month | 16.51% | 45.57% |
| Worst Month | -12.55% | -36.86% |
| Best Year | 20.0% | 154.85% |
| Worst Year | 7.43% | -52.26% |
| Avg. Up Day | 2.2% | 2.34% |
| Avg. Down Day | -1.7% | -1.96% |
| Avg. Up Week | 5.05% | 6.16% |
| Avg. Down Week | -3.18% | -5.84% |
| Avg. Up Month | 7.67% | 17.55% |
| Avg. Down Month | -3.98% | -15.76% |
| Win Days % | 50.74% | 51.63% |
| Win Month % | 54.55% | 57.14% |
| Win Week % | 48.72% | 55.37% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |