| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 30.41% | 72.37% |
| Max Drawdown | -23.96% | -67.18% |
| Sharpe | 0.33 | 0.36 |
| Sortino | 0.54 | 0.52 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 42.02 | 3.57 |
| Outlier Loss Ratio | 4.0 | 3.43 |
| Volatility (ann.) | 10.41% | 26.47% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.52 | 0.41 |
| Skew | 3.04 | 0.2 |
| Kurtosis | 69.6 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 1.96% |
| Expected Yearly % | 9.25% | 19.9% |
| Kelly Criterion | 4.38% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.25% |
| Expected Shortfall (cVaR) | -0.89% | -2.25% |
| Year | 11402520:BTCUSD | 11402520:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -2.60 | 0.05 | + |
| 2023 | 155.54 | 20.82 | 0.13 | - |
| 2024 | 59.28 | 10.81 | 0.18 | - |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| MTD | 3.8% | 11.01% |
| 3M | 9.21% | 9.99% |
| 6M | 9.12% | 78.31% |
| YTD | 10.81% | 59.28% |
| 1Y | 33.54% | 147.14% |
| 3Y (ann.) | 12.46% | 27.24% |
| 5Y (ann.) | 12.46% | 27.24% |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Max Drawdown | -23.96% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -4.4% | -7.73% |
| Avg. Drawdown Days | 63.0 | 48.0 |
| Recovery Factor | 1.27 | 1.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-22 | -23.96 | 477 |
| 2023-11-16 | 2024-03-11 | -5.96 | 116 |
| 2023-07-14 | 2023-10-16 | -5.54 | 94 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-17 | 2023-11-15 | -3.31 | 29 |
| 2024-05-21 | 2024-05-31 | -2.31 | 10 |
| 2024-03-11 | 2024-03-23 | -2.00 | 11 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2023-06-22 | 2023-07-13 | -1.55 | 21 |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 8.99% |
| Worst Day | -5.72% | -7.86% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 15.63% | 43.77% |
| Worst Month | -7.41% | -37.12% |
| Best Year | 20.82% | 155.54% |
| Worst Year | -2.6% | -57.65% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.14% | 6.66% |
| Avg. Down Week | -2.18% | -6.41% |
| Avg. Up Month | 4.94% | 16.67% |
| Avg. Down Month | -3.04% | -13.22% |
| Win Days % | 47.51% | 50.99% |
| Win Month % | 54.55% | 60.71% |
| Win Week % | 57.14% | 49.17% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |