| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 30.41% | 75.31% |
| Max Drawdown | -23.72% | -66.89% |
| Sharpe | 0.63 | 0.72 |
| Sortino | 1.06 | 1.09 |
| Payoff Ratio | 1.35 | 1.24 |
| Profit Factor | 1.3 | 1.12 |
| Common Sense Ratio | 1.47 | 1.21 |
| CPC Index | 0.84 | 0.71 |
| Tail Ratio | 1.13 | 1.08 |
| Outlier Win Ratio | 36.63 | 3.45 |
| Outlier Loss Ratio | 3.84 | 2.89 |
| Volatility (ann.) | 22.49% | 55.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.53 | 0.42 |
| Skew | 2.61 | 0.31 |
| Kurtosis | 52.28 | 3.78 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.95% | 2.03% |
| Expected Yearly % | 9.25% | 20.58% |
| Kelly Criterion | 9.3% | 12.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.63% |
| Expected Shortfall (cVaR) | -1.9% | -4.63% |
| Year | 11402520:BTCUSD | 11402520:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.59 | -2.47 | 0.04 | + |
| 2023 | 154.85 | 20.66 | 0.13 | - |
| 2024 | 62.21 | 10.81 | 0.17 | - |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| MTD | 3.8% | 8.07% |
| 3M | 9.21% | 19.8% |
| 6M | 9.12% | 79.79% |
| YTD | 10.81% | 62.21% |
| 1Y | 33.54% | 152.55% |
| 3Y (ann.) | 12.46% | 28.19% |
| 5Y (ann.) | 12.46% | 28.19% |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Max Drawdown | -23.72% | -66.89% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.74% | -10.4% |
| Avg. Drawdown Days | 80.0 | 73.0 |
| Recovery Factor | 1.28 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-22 | -23.72 | 476 |
| 2023-07-15 | 2023-10-16 | -5.24 | 93 |
| 2023-11-17 | 2024-03-12 | -3.87 | 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 | 2024-03-24 | -0.43 | 1 |
| 2024-05-19 | 2024-05-21 | -0.18 | 2 |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520: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 | -7.41% | -36.86% |
| Best Year | 20.66% | 154.85% |
| Worst Year | -2.47% | -57.59% |
| Avg. Up Day | 2.13% | 2.19% |
| Avg. Down Day | -1.58% | -1.77% |
| Avg. Up Week | 3.75% | 5.39% |
| Avg. Down Week | -2.71% | -5.98% |
| Avg. Up Month | 5.42% | 18.99% |
| Avg. Down Month | -2.69% | -12.57% |
| Win Days % | 47.95% | 51.52% |
| Win Month % | 52.17% | 53.57% |
| Win Week % | 52.5% | 55.0% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |