| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 43.06% | 80.08% |
| Max Drawdown | -24.15% | -66.89% |
| Sharpe | 0.79 | 0.74 |
| Sortino | 1.4 | 1.12 |
| Payoff Ratio | 1.43 | 1.24 |
| Profit Factor | 1.41 | 1.12 |
| Common Sense Ratio | 1.56 | 1.23 |
| CPC Index | 0.98 | 0.72 |
| Tail Ratio | 1.11 | 1.09 |
| Outlier Win Ratio | 37.41 | 3.52 |
| Outlier Loss Ratio | 3.85 | 2.88 |
| Volatility (ann.) | 23.24% | 55.75% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.71 | 0.44 |
| Skew | 3.19 | 0.33 |
| Kurtosis | 52.98 | 3.76 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.29% | 2.12% |
| Expected Yearly % | 12.68% | 21.66% |
| Kelly Criterion | 12.51% | 12.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.69% |
| Expected Shortfall (cVaR) | -1.95% | -4.69% |
| Year | 11402517:BTCUSD | 11402517:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.44 | 7.61 | -0.13 | + |
| 2023 | 154.85 | 22.94 | 0.15 | - |
| 2024 | 62.21 | 8.13 | 0.13 | - |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| MTD | 3.8% | 8.07% |
| 3M | 6.57% | 19.8% |
| 6M | 6.71% | 79.79% |
| YTD | 8.13% | 62.21% |
| 1Y | 30.29% | 152.55% |
| 3Y (ann.) | 17.1% | 29.6% |
| 5Y (ann.) | 17.1% | 29.6% |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Max Drawdown | -24.15% | -66.89% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.85% | -10.26% |
| Avg. Drawdown Days | 87.0 | 67.0 |
| Recovery Factor | 1.78 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-22 | -24.15 | 476 |
| 2023-07-15 | 2023-10-17 | -6.01 | 94 |
| 2023-11-17 | 2024-03-12 | -3.30 | 116 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-11-15 | 2023-11-16 | -2.82 | 1 |
| 2024-05-22 | 2024-05-31 | -1.97 | 9 |
| 2023-06-23 | 2023-07-14 | -1.38 | 21 |
| 2024-03-23 | 2024-05-21 | -0.79 | 59 |
| 2022-02-24 | 2022-02-25 | -0.18 | 1 |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517: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 | 15.63% | 45.57% |
| Worst Month | -11.53% | -36.86% |
| Best Year | 22.94% | 154.85% |
| Worst Year | 7.61% | -56.44% |
| Avg. Up Day | 2.29% | 2.41% |
| Avg. Down Day | -1.6% | -1.94% |
| Avg. Up Week | 5.01% | 6.05% |
| Avg. Down Week | -2.58% | -5.78% |
| Avg. Up Month | 5.98% | 17.06% |
| Avg. Down Month | -3.02% | -13.93% |
| Win Days % | 48.55% | 51.57% |
| Win Month % | 54.55% | 53.57% |
| Win Week % | 46.15% | 55.37% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |