| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 37.96% | 80.08% |
| Max Drawdown | -29.42% | -66.89% |
| Sharpe | 0.71 | 0.74 |
| Sortino | 1.2 | 1.12 |
| Payoff Ratio | 1.4 | 1.35 |
| Profit Factor | 1.33 | 1.12 |
| Common Sense Ratio | 1.69 | 1.23 |
| CPC Index | 0.88 | 0.78 |
| Tail Ratio | 1.26 | 1.09 |
| Outlier Win Ratio | 34.43 | 3.52 |
| Outlier Loss Ratio | 3.82 | 2.92 |
| Volatility (ann.) | 24.09% | 55.75% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.52 | 0.44 |
| Skew | 2.67 | 0.33 |
| Kurtosis | 46.98 | 3.76 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.16% | 2.12% |
| Expected Yearly % | 11.32% | 21.66% |
| Kelly Criterion | 9.75% | 15.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -4.69% |
| Expected Shortfall (cVaR) | -2.03% | -4.69% |
| Year | 11438826:BTCUSD | 11438826:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.44 | 1.03 | -0.02 | + |
| 2023 | 154.85 | 21.84 | 0.14 | - |
| 2024 | 62.21 | 12.08 | 0.19 | - |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| MTD | 3.01% | 8.07% |
| 3M | 8.59% | 19.8% |
| 6M | 10.58% | 79.79% |
| YTD | 12.08% | 62.21% |
| 1Y | 32.32% | 152.55% |
| 3Y (ann.) | 15.24% | 29.6% |
| 5Y (ann.) | 15.24% | 29.6% |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Max Drawdown | -29.42% | -66.89% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.86% | -10.26% |
| Avg. Drawdown Days | 78.0 | 67.0 |
| Recovery Factor | 1.29 | 1.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-22 | -29.42 | 476 |
| 2023-07-15 | 2023-11-16 | -8.08 | 124 |
| 2022-02-24 | 2022-02-25 | -7.13 | 1 |
| 2023-11-17 | 2024-02-28 | -3.93 | 103 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2024-05-22 | 2024-05-31 | -2.22 | 9 |
| 2024-05-19 | 2024-05-21 | -1.78 | 2 |
| 2024-03-11 | 2024-03-12 | -1.58 | 1 |
| 2024-03-23 | 2024-05-18 | -1.20 | 56 |
| 2023-07-13 | 2023-07-14 | -0.18 | 1 |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 18.45% | 28.96% |
| Worst Week | -11.8% | -30.92% |
| Best Month | 17.03% | 45.57% |
| Worst Month | -11.94% | -36.86% |
| Best Year | 21.84% | 154.85% |
| Worst Year | 1.03% | -56.44% |
| Avg. Up Day | 2.34% | 2.72% |
| Avg. Down Day | -1.67% | -2.02% |
| Avg. Up Week | 4.95% | 6.05% |
| Avg. Down Week | -3.1% | -6.16% |
| Avg. Up Month | 6.21% | 17.06% |
| Avg. Down Month | -4.27% | -14.87% |
| Win Days % | 47.33% | 51.57% |
| Win Month % | 63.64% | 53.57% |
| Win Week % | 48.89% | 55.37% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |