| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 31.84% | 76.58% |
| Max Drawdown | -29.21% | -67.18% |
| Sharpe | 0.33 | 0.37 |
| Sortino | 0.53 | 0.53 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 42.87 | 3.6 |
| Outlier Loss Ratio | 3.7 | 3.4 |
| Volatility (ann.) | 10.86% | 26.66% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.44 | 0.42 |
| Skew | 2.62 | 0.19 |
| Kurtosis | 72.12 | 6.37 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.05% |
| Expected Yearly % | 9.65% | 20.87% |
| Kelly Criterion | 4.86% | 8.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.27% |
| Expected Shortfall (cVaR) | -0.92% | -2.27% |
| Year | 11402462:BTCUSD | 11402462:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -2.24 | 0.04 | + |
| 2023 | 155.54 | 20.00 | 0.13 | - |
| 2024 | 59.28 | 12.37 | 0.21 | - |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| MTD | 3.97% | 11.01% |
| 3M | 3.7% | 9.99% |
| 6M | 10.12% | 78.31% |
| YTD | 12.37% | 59.28% |
| 1Y | 33.27% | 147.14% |
| 3Y (ann.) | 12.96% | 28.49% |
| 5Y (ann.) | 12.96% | 28.49% |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Max Drawdown | -29.21% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -5.74% | -7.83% |
| Avg. Drawdown Days | 67.0 | 45.0 |
| Recovery Factor | 1.09 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -29.21 | 498 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-11-16 | 2024-02-27 | -7.97 | 103 |
| 2023-07-14 | 2023-10-16 | -5.38 | 94 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-17 | 2023-11-15 | -4.19 | 29 |
| 2024-03-10 | 2024-05-20 | -3.01 | 71 |
| 2024-05-21 | 2024-05-31 | -2.42 | 10 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 8.99% |
| Worst Day | -6.96% | -7.86% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.51% | 43.77% |
| Worst Month | -12.55% | -37.12% |
| Best Year | 20.0% | 155.54% |
| Worst Year | -2.24% | -56.62% |
| Avg. Up Day | 1.01% | 1.01% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.3% | 6.31% |
| Avg. Down Week | -2.07% | -6.38% |
| Avg. Up Month | 7.31% | 15.99% |
| Avg. Down Month | -3.32% | -13.59% |
| Win Days % | 48.09% | 51.04% |
| Win Month % | 45.45% | 60.71% |
| Win Week % | 45.0% | 48.76% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |