| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 30.08% | 75.31% |
| Max Drawdown | -25.88% | -66.89% |
| Sharpe | 0.62 | 0.72 |
| Sortino | 1.05 | 1.09 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.3 | 1.12 |
| Common Sense Ratio | 1.27 | 1.21 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 0.98 | 1.08 |
| Outlier Win Ratio | 36.65 | 3.43 |
| Outlier Loss Ratio | 3.6 | 2.95 |
| Volatility (ann.) | 23.03% | 55.05% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.48 | 0.42 |
| Skew | 2.71 | 0.31 |
| Kurtosis | 50.14 | 3.78 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.94% | 2.03% |
| Expected Yearly % | 9.16% | 20.58% |
| Kelly Criterion | 9.57% | 8.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.63% |
| Expected Shortfall (cVaR) | -1.94% | -4.63% |
| Year | 11402464:BTCUSD | 11402464:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.59 | -5.28 | 0.09 | + |
| 2023 | 154.85 | 21.14 | 0.14 | - |
| 2024 | 62.21 | 13.36 | 0.21 | - |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| MTD | 3.97% | 8.07% |
| 3M | 4.61% | 19.8% |
| 6M | 12.18% | 79.79% |
| YTD | 13.36% | 62.21% |
| 1Y | 36.0% | 152.55% |
| 3Y (ann.) | 12.34% | 28.19% |
| 5Y (ann.) | 12.34% | 28.19% |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Max Drawdown | -25.88% | -66.89% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -6.64% | -10.4% |
| Avg. Drawdown Days | 111.0 | 73.0 |
| Recovery Factor | 1.16 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-07-14 | -25.88 | 498 |
| 2023-11-17 | 2024-02-27 | -5.55 | 102 |
| 2023-07-15 | 2023-10-16 | -5.11 | 93 |
| 2023-11-14 | 2023-11-16 | -3.49 | 2 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2024-05-22 | 2024-05-31 | -2.08 | 9 |
| 2024-03-11 | 2024-05-21 | -1.36 | 71 |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 18.45% | 28.96% |
| Worst Week | -12.41% | -30.92% |
| Best Month | 16.51% | 45.57% |
| Worst Month | -16.07% | -36.86% |
| Best Year | 21.14% | 154.85% |
| Worst Year | -5.28% | -57.59% |
| Avg. Up Day | 2.01% | 2.12% |
| Avg. Down Day | -1.65% | -1.9% |
| Avg. Up Week | 4.04% | 5.28% |
| Avg. Down Week | -3.23% | -5.88% |
| Avg. Up Month | 5.97% | 19.95% |
| Avg. Down Month | -4.99% | -12.81% |
| Win Days % | 50.35% | 51.52% |
| Win Month % | 60.87% | 53.57% |
| Win Week % | 53.66% | 55.0% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |