| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 43.06% | 79.22% |
| Max Drawdown | -24.39% | -67.18% |
| Sharpe | 0.43 | 0.37 |
| Sortino | 0.71 | 0.54 |
| Payoff Ratio | 1.23 | 1.13 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 43.1 | 3.57 |
| Outlier Loss Ratio | 3.79 | 3.35 |
| Volatility (ann.) | 10.52% | 26.67% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.7 | 0.44 |
| Skew | 3.48 | 0.19 |
| Kurtosis | 73.59 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.11% |
| Expected Yearly % | 12.68% | 21.47% |
| Kelly Criterion | 6.56% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.27% |
| Expected Shortfall (cVaR) | -0.89% | -2.27% |
| Year | 11402517:BTCUSD | 11402517:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 7.61 | -0.14 | + |
| 2023 | 155.54 | 22.94 | 0.15 | - |
| 2024 | 59.28 | 8.13 | 0.14 | - |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| MTD | 3.8% | 11.01% |
| 3M | 6.57% | 9.99% |
| 6M | 6.71% | 78.31% |
| YTD | 8.13% | 59.28% |
| 1Y | 30.29% | 147.14% |
| 3Y (ann.) | 17.08% | 29.29% |
| 5Y (ann.) | 17.08% | 29.29% |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Max Drawdown | -24.39% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -4.84% | -7.55% |
| Avg. Drawdown Days | 74.0 | 43.0 |
| Recovery Factor | 1.77 | 1.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-22 | -24.39 | 477 |
| 2023-07-14 | 2023-10-16 | -6.31 | 94 |
| 2023-11-16 | 2024-03-11 | -5.41 | 116 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-17 | 2023-11-15 | -3.31 | 29 |
| 2024-03-11 | 2024-05-20 | -2.83 | 69 |
| 2024-05-21 | 2024-05-31 | -2.31 | 10 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-06-22 | 2023-07-13 | -1.55 | 21 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517: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 | -11.53% | -37.12% |
| Best Year | 22.94% | 155.54% |
| Worst Year | 7.61% | -55.97% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.81% | -0.89% |
| Avg. Up Week | 4.32% | 6.92% |
| Avg. Down Week | -1.9% | -5.71% |
| Avg. Up Month | 6.72% | 14.96% |
| Avg. Down Month | -3.47% | -13.22% |
| Win Days % | 48.39% | 51.06% |
| Win Month % | 52.38% | 60.71% |
| Win Week % | 51.28% | 48.76% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |