| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 42.19% | 55.77% |
| Max Drawdown | -24.09% | -67.18% |
| Sharpe | 0.45 | 0.32 |
| Sortino | 0.7 | 0.46 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.1 | 1.04 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 0.88 | 0.99 |
| Outlier Win Ratio | 48.56 | 3.51 |
| Outlier Loss Ratio | 3.82 | 3.23 |
| Volatility (ann.) | 9.72% | 26.76% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.69 | 0.32 |
| Skew | 2.02 | 0.17 |
| Kurtosis | 79.74 | 6.24 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.27% | 1.6% |
| Expected Yearly % | 12.45% | 15.92% |
| Kelly Criterion | 7.02% | 9.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.28% |
| Expected Shortfall (cVaR) | -0.82% | -2.28% |
| Year | 11438822:BTCUSD | 11438822:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 6.86 | -0.11 | + |
| 2023 | 155.54 | 17.52 | 0.11 | - |
| 2024 | 59.28 | 13.23 | 0.22 | - |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| MTD | 3.01% | 11.01% |
| 3M | 6.41% | 9.99% |
| 6M | 12.34% | 78.31% |
| YTD | 13.23% | 59.28% |
| 1Y | 27.78% | 147.14% |
| 3Y (ann.) | 16.66% | 21.41% |
| 5Y (ann.) | 16.66% | 21.41% |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Max Drawdown | -24.09% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.94% | -9.65% |
| Avg. Drawdown Days | 53.0 | 55.0 |
| Recovery Factor | 1.75 | 0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -24.09 | 436 |
| 2023-07-14 | 2024-03-11 | -9.75 | 241 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-02 | 2022-03-27 | -2.82 | 25 |
| 2024-05-21 | 2024-05-31 | -2.56 | 10 |
| 2024-05-19 | 2024-05-20 | -2.19 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-03-29 | 2022-04-10 | -1.22 | 12 |
| 2024-03-11 | 2024-05-17 | -0.99 | 66 |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 8.99% |
| Worst Day | -6.96% | -7.86% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 16.93% | 43.77% |
| Worst Month | -23.28% | -37.12% |
| Best Year | 17.52% | 155.54% |
| Worst Year | 6.86% | -61.73% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 4.2% | 8.33% |
| Avg. Down Week | -2.33% | -6.64% |
| Avg. Up Month | 6.79% | 14.21% |
| Avg. Down Month | -8.25% | -18.39% |
| Win Days % | 48.2% | 50.96% |
| Win Month % | 66.67% | 60.71% |
| Win Week % | 60.0% | 47.54% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |