| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 42.19% | 68.29% |
| Max Drawdown | -23.28% | -66.89% |
| Sharpe | 0.81 | 0.69 |
| Sortino | 1.39 | 1.03 |
| Payoff Ratio | 1.5 | 1.41 |
| Profit Factor | 1.44 | 1.11 |
| Common Sense Ratio | 1.77 | 1.21 |
| CPC Index | 1.02 | 0.81 |
| Tail Ratio | 1.23 | 1.08 |
| Outlier Win Ratio | 39.92 | 3.42 |
| Outlier Loss Ratio | 3.85 | 2.76 |
| Volatility (ann.) | 21.83% | 55.81% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.72 | 0.38 |
| Skew | 2.71 | 0.32 |
| Kurtosis | 59.77 | 3.73 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.27% | 1.88% |
| Expected Yearly % | 12.45% | 18.95% |
| Kelly Criterion | 12.0% | 16.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.7% |
| Expected Shortfall (cVaR) | -1.83% | -4.7% |
| Year | 11438822:BTCUSD | 11438822:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.29 | 6.86 | -0.12 | + |
| 2023 | 154.85 | 17.52 | 0.11 | - |
| 2024 | 62.21 | 13.23 | 0.21 | - |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| MTD | 3.01% | 8.07% |
| 3M | 9.71% | 19.8% |
| 6M | 12.34% | 79.79% |
| YTD | 13.23% | 62.21% |
| 1Y | 27.78% | 152.55% |
| 3Y (ann.) | 16.68% | 25.62% |
| 5Y (ann.) | 16.68% | 25.62% |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Max Drawdown | -23.28% | -66.89% |
| Longest DD Days | 373.0 | 683.0 |
| Avg. Drawdown | -4.6% | -11.46% |
| Avg. Drawdown Days | 61.0 | 74.0 |
| Recovery Factor | 1.81 | 1.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2023-06-22 | -23.28 | 373 |
| 2023-07-15 | 2024-03-12 | -8.46 | 241 |
| 2022-02-24 | 2022-02-25 | -7.13 | 1 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2022-03-03 | 2022-03-28 | -2.34 | 25 |
| 2024-05-22 | 2024-05-31 | -2.22 | 9 |
| 2024-05-19 | 2024-05-21 | -1.78 | 2 |
| 2022-04-11 | 2022-04-14 | -1.68 | 3 |
| 2022-03-30 | 2022-04-10 | -0.32 | 11 |
| 2023-07-13 | 2023-07-14 | -0.18 | 1 |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.36% | -14.67% |
| Best Week | 18.45% | 28.96% |
| Worst Week | -13.02% | -30.92% |
| Best Month | 22.41% | 45.57% |
| Worst Month | -23.28% | -36.86% |
| Best Year | 17.52% | 154.85% |
| Worst Year | 6.86% | -59.29% |
| Avg. Up Day | 2.37% | 2.82% |
| Avg. Down Day | -1.58% | -2.0% |
| Avg. Up Week | 4.78% | 6.35% |
| Avg. Down Week | -2.3% | -5.76% |
| Avg. Up Month | 7.53% | 17.79% |
| Avg. Down Month | -6.86% | -14.14% |
| Win Days % | 47.24% | 51.38% |
| Win Month % | 66.67% | 53.57% |
| Win Week % | 56.41% | 54.55% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |