| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 30.3% | 70.3% |
| Max Drawdown | -28.56% | -67.18% |
| Sharpe | 0.33 | 0.36 |
| Sortino | 0.52 | 0.52 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 40.45 | 3.6 |
| Outlier Loss Ratio | 4.09 | 3.45 |
| Volatility (ann.) | 10.59% | 26.48% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.44 | 0.4 |
| Skew | 2.76 | 0.2 |
| Kurtosis | 66.29 | 6.29 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 1.92% |
| Expected Yearly % | 9.22% | 19.42% |
| Kelly Criterion | 4.21% | 8.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.25% |
| Expected Shortfall (cVaR) | -0.9% | -2.25% |
| Year | 11438830:BTCUSD | 11438830:btcusd:triple_med_gx:lsma230_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -5.58 | 0.10 | + |
| 2023 | 155.54 | 19.67 | 0.13 | - |
| 2024 | 59.28 | 15.32 | 0.26 | - |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| MTD | 3.01% | 11.01% |
| 3M | 8.38% | 9.99% |
| 6M | 12.01% | 78.31% |
| YTD | 15.32% | 59.28% |
| 1Y | 34.97% | 147.14% |
| 3Y (ann.) | 12.44% | 26.59% |
| 5Y (ann.) | 12.44% | 26.59% |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Max Drawdown | -28.56% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -5.54% | -8.64% |
| Avg. Drawdown Days | 75.0 | 54.0 |
| Recovery Factor | 1.06 | 1.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -28.56 | 498 |
| 2023-07-14 | 2023-11-15 | -8.13 | 124 |
| 2023-11-16 | 2024-02-28 | -5.50 | 104 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-05-21 | 2024-05-31 | -2.56 | 10 |
| 2024-05-19 | 2024-05-20 | -2.19 | 1 |
| 2024-03-11 | 2024-03-23 | -2.00 | 11 |
| 2024-03-10 | 2024-03-11 | -1.58 | 0 |
| 2024-05-17 | 2024-05-17 | -0.18 | 0 |
| 2024-05-19 | 2024-05-19 | -0.18 | 0 |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 8.99% |
| Worst Day | -5.72% | -7.86% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 16.33% | 43.77% |
| Worst Month | -12.96% | -37.12% |
| Best Year | 19.67% | 155.54% |
| Worst Year | -5.58% | -58.16% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.71% | 7.79% |
| Avg. Down Week | -2.56% | -5.66% |
| Avg. Up Month | 5.72% | 17.71% |
| Avg. Down Month | -5.13% | -18.12% |
| Win Days % | 47.47% | 51.0% |
| Win Month % | 60.87% | 60.71% |
| Win Week % | 55.32% | 48.33% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |