| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 59.75% | 68.29% |
| Max Drawdown | -20.48% | -66.89% |
| Sharpe | 1.05 | 0.69 |
| Sortino | 1.95 | 1.03 |
| Payoff Ratio | 1.6 | 1.29 |
| Profit Factor | 1.64 | 1.11 |
| Common Sense Ratio | 1.42 | 1.21 |
| CPC Index | 1.3 | 0.74 |
| Tail Ratio | 0.86 | 1.08 |
| Outlier Win Ratio | 41.02 | 3.51 |
| Outlier Loss Ratio | 3.91 | 2.72 |
| Volatility (ann.) | 21.64% | 55.81% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.11 | 0.38 |
| Skew | 3.41 | 0.32 |
| Kurtosis | 60.98 | 3.73 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.69% | 1.88% |
| Expected Yearly % | 16.9% | 18.95% |
| Kelly Criterion | 18.11% | 13.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.7% |
| Expected Shortfall (cVaR) | -1.8% | -4.7% |
| Year | 11402513:BTCUSD | 11402513:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.29 | 18.29 | -0.31 | + |
| 2023 | 154.85 | 24.12 | 0.16 | - |
| 2024 | 62.21 | 8.80 | 0.14 | - |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| MTD | 3.8% | 8.07% |
| 3M | 7.23% | 19.8% |
| 6M | 7.96% | 79.79% |
| YTD | 8.8% | 62.21% |
| 1Y | 28.08% | 152.55% |
| 3Y (ann.) | 22.78% | 25.62% |
| 5Y (ann.) | 22.78% | 25.62% |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Max Drawdown | -20.48% | -66.89% |
| Longest DD Days | 371.0 | 683.0 |
| Avg. Drawdown | -3.84% | -11.46% |
| Avg. Drawdown Days | 60.0 | 74.0 |
| Recovery Factor | 2.92 | 1.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-15 | 2023-06-21 | -20.48 | 371 |
| 2023-11-17 | 2024-03-12 | -5.24 | 116 |
| 2023-07-15 | 2023-10-16 | -5.12 | 93 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-11-15 | 2023-11-16 | -2.82 | 1 |
| 2022-03-30 | 2022-04-14 | -2.27 | 15 |
| 2022-03-03 | 2022-03-28 | -2.21 | 25 |
| 2024-05-22 | 2024-05-31 | -1.97 | 9 |
| 2023-06-23 | 2023-07-14 | -1.38 | 21 |
| 2022-04-15 | 2022-06-14 | -1.14 | 60 |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 17.03% | 28.96% |
| Worst Week | -7.67% | -30.92% |
| Best Month | 22.58% | 45.57% |
| Worst Month | -13.83% | -36.86% |
| Best Year | 24.12% | 154.85% |
| Worst Year | 8.8% | -59.29% |
| Avg. Up Day | 2.44% | 2.57% |
| Avg. Down Day | -1.52% | -1.99% |
| Avg. Up Week | 4.53% | 6.35% |
| Avg. Down Week | -1.71% | -5.55% |
| Avg. Up Month | 6.6% | 17.06% |
| Avg. Down Month | -3.07% | -13.93% |
| Win Days % | 49.59% | 51.38% |
| Win Month % | 57.14% | 53.57% |
| Win Week % | 50.0% | 54.55% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |