| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 30.08% | 72.37% |
| Max Drawdown | -26.11% | -67.18% |
| Sharpe | 0.33 | 0.36 |
| Sortino | 0.53 | 0.52 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 42.72 | 3.6 |
| Outlier Loss Ratio | 3.87 | 3.4 |
| Volatility (ann.) | 10.51% | 26.47% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.47 | 0.41 |
| Skew | 2.86 | 0.2 |
| Kurtosis | 68.79 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 1.96% |
| Expected Yearly % | 9.16% | 19.9% |
| Kelly Criterion | 4.8% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.25% |
| Expected Shortfall (cVaR) | -0.9% | -2.25% |
| Year | 11402464:BTCUSD | 11402464:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -5.41 | 0.09 | + |
| 2023 | 155.54 | 21.31 | 0.14 | - |
| 2024 | 59.28 | 13.36 | 0.23 | - |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| MTD | 3.97% | 11.01% |
| 3M | 4.61% | 9.99% |
| 6M | 12.18% | 78.31% |
| YTD | 13.36% | 59.28% |
| 1Y | 36.0% | 147.14% |
| 3Y (ann.) | 12.34% | 27.24% |
| 5Y (ann.) | 12.34% | 27.24% |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Max Drawdown | -26.11% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -5.05% | -7.73% |
| Avg. Drawdown Days | 73.0 | 48.0 |
| Recovery Factor | 1.15 | 1.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -26.11 | 498 |
| 2023-11-16 | 2024-02-26 | -7.61 | 102 |
| 2023-07-14 | 2023-10-16 | -5.59 | 94 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-17 | 2023-11-15 | -4.19 | 29 |
| 2024-03-10 | 2024-05-20 | -2.45 | 71 |
| 2024-05-21 | 2024-05-31 | -2.42 | 10 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-10-16 | 2023-10-16 | -0.57 | 0 |
| 2022-02-26 | 2022-02-26 | -0.19 | 0 |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 8.99% |
| Worst Day | -5.72% | -7.86% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.51% | 43.77% |
| Worst Month | -16.07% | -37.12% |
| Best Year | 21.31% | 155.54% |
| Worst Year | -5.41% | -57.65% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.15% | 6.06% |
| Avg. Down Week | -2.22% | -7.17% |
| Avg. Up Month | 5.7% | 17.97% |
| Avg. Down Month | -4.42% | -12.84% |
| Win Days % | 48.07% | 50.99% |
| Win Month % | 56.52% | 60.71% |
| Win Week % | 46.34% | 49.17% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |