| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 59.75% | 55.77% |
| Max Drawdown | -20.7% | -67.18% |
| Sharpe | 0.58 | 0.32 |
| Sortino | 1.0 | 0.46 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 1.01 | 1.04 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | 0.75 | 0.99 |
| Outlier Win Ratio | 48.57 | 3.51 |
| Outlier Loss Ratio | 3.84 | 3.22 |
| Volatility (ann.) | 9.7% | 26.76% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.1 | 0.32 |
| Skew | 4.38 | 0.17 |
| Kurtosis | 92.0 | 6.24 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.69% | 1.6% |
| Expected Yearly % | 16.9% | 15.92% |
| Kelly Criterion | 10.07% | 10.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.28% |
| Expected Shortfall (cVaR) | -0.82% | -2.28% |
| Year | 11402513:BTCUSD | 11402513:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 18.29 | -0.30 | + |
| 2023 | 155.54 | 24.12 | 0.16 | - |
| 2024 | 59.28 | 8.80 | 0.15 | - |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| MTD | 3.8% | 11.01% |
| 3M | 7.23% | 9.99% |
| 6M | 7.96% | 78.31% |
| YTD | 8.8% | 59.28% |
| 1Y | 28.08% | 147.14% |
| 3Y (ann.) | 22.75% | 21.41% |
| 5Y (ann.) | 22.75% | 21.41% |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Max Drawdown | -20.7% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.43% | -9.65% |
| Avg. Drawdown Days | 51.0 | 55.0 |
| Recovery Factor | 2.89 | 0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-20 | -20.70 | 436 |
| 2023-11-16 | 2024-03-11 | -7.30 | 116 |
| 2023-07-14 | 2023-11-14 | -5.43 | 123 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-11-14 | 2023-11-15 | -2.97 | 1 |
| 2022-03-02 | 2022-03-27 | -2.69 | 25 |
| 2024-05-21 | 2024-05-31 | -2.31 | 10 |
| 2024-03-11 | 2024-05-20 | -2.23 | 69 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-06-22 | 2023-07-13 | -1.55 | 21 |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 8.99% |
| Worst Day | -5.72% | -7.86% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -13.83% | -37.12% |
| Best Year | 24.12% | 155.54% |
| Worst Year | 8.8% | -61.73% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 3.76% | 7.2% |
| Avg. Down Week | -1.5% | -7.58% |
| Avg. Up Month | 6.3% | 12.91% |
| Avg. Down Month | -3.02% | -13.65% |
| Win Days % | 48.87% | 50.96% |
| Win Month % | 57.14% | 60.71% |
| Win Week % | 52.78% | 47.54% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |