| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 36.03% | 80.8% |
| Max Drawdown | -28.34% | -66.89% |
| Sharpe | 0.71 | 0.75 |
| Sortino | 1.18 | 1.13 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.32 | 1.12 |
| Common Sense Ratio | 2.12 | 1.22 |
| CPC Index | 0.84 | 0.74 |
| Tail Ratio | 1.6 | 1.09 |
| Outlier Win Ratio | 33.97 | 3.42 |
| Outlier Loss Ratio | 4.04 | 2.92 |
| Volatility (ann.) | 22.75% | 55.1% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.52 | 0.45 |
| Skew | 2.45 | 0.31 |
| Kurtosis | 49.95 | 3.77 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.1% | 2.14% |
| Expected Yearly % | 10.8% | 21.82% |
| Kelly Criterion | 8.52% | 13.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.63% |
| Expected Shortfall (cVaR) | -1.91% | -4.63% |
| Year | 11438830:BTCUSD | 11438830:btcusd:triple_med_gx:lsma230_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.26 | -1.30 | 0.02 | + |
| 2023 | 154.85 | 19.51 | 0.13 | - |
| 2024 | 62.21 | 15.32 | 0.25 | - |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| MTD | 3.01% | 8.07% |
| 3M | 11.74% | 19.8% |
| 6M | 12.01% | 79.79% |
| YTD | 15.32% | 62.21% |
| 1Y | 34.97% | 152.55% |
| 3Y (ann.) | 14.62% | 30.04% |
| 5Y (ann.) | 14.62% | 30.04% |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Max Drawdown | -28.34% | -66.89% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.06% | -11.13% |
| Avg. Drawdown Days | 80.0 | 80.0 |
| Recovery Factor | 1.27 | 1.21 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-22 | -28.34 | 476 |
| 2023-07-15 | 2023-11-16 | -7.67 | 124 |
| 2023-11-17 | 2024-02-28 | -3.18 | 103 |
| 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 | 2024-03-24 | -0.43 | 1 |
| 2024-05-17 | 2024-05-18 | -0.18 | 1 |
| 2023-07-13 | 2023-07-14 | -0.18 | 1 |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 17.85% | 28.96% |
| Worst Week | -11.8% | -30.92% |
| Best Month | 16.33% | 45.57% |
| Worst Month | -12.96% | -36.86% |
| Best Year | 19.51% | 154.85% |
| Worst Year | -1.3% | -56.26% |
| Avg. Up Day | 2.07% | 2.4% |
| Avg. Down Day | -1.58% | -1.88% |
| Avg. Up Week | 4.5% | 5.82% |
| Avg. Down Week | -3.28% | -6.16% |
| Avg. Up Month | 5.95% | 18.99% |
| Avg. Down Month | -4.64% | -14.87% |
| Win Days % | 48.1% | 51.64% |
| Win Month % | 63.64% | 55.56% |
| Win Week % | 51.11% | 55.0% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |