| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 37.96% | 79.22% |
| Max Drawdown | -29.65% | -67.18% |
| Sharpe | 0.38 | 0.37 |
| Sortino | 0.61 | 0.54 |
| Payoff Ratio | 1.26 | 1.17 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.69 | 1.07 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.42 | 1.01 |
| Outlier Win Ratio | 41.76 | 3.6 |
| Outlier Loss Ratio | 3.86 | 3.35 |
| Volatility (ann.) | 10.82% | 26.67% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.51 | 0.44 |
| Skew | 2.64 | 0.19 |
| Kurtosis | 72.49 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.11% |
| Expected Yearly % | 11.32% | 21.47% |
| Kelly Criterion | 5.47% | 9.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.27% |
| Expected Shortfall (cVaR) | -0.92% | -2.27% |
| Year | 11438826:BTCUSD | 11438826:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 1.03 | -0.02 | + |
| 2023 | 155.54 | 21.84 | 0.14 | - |
| 2024 | 59.28 | 12.08 | 0.20 | - |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| MTD | 3.01% | 11.01% |
| 3M | 5.33% | 9.99% |
| 6M | 10.58% | 78.31% |
| YTD | 12.08% | 59.28% |
| 1Y | 32.32% | 147.14% |
| 3Y (ann.) | 15.22% | 29.29% |
| 5Y (ann.) | 15.22% | 29.29% |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Max Drawdown | -29.65% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.46% | -7.55% |
| Avg. Drawdown Days | 66.0 | 43.0 |
| Recovery Factor | 1.28 | 1.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -29.65 | 476 |
| 2023-07-14 | 2023-11-15 | -8.53 | 124 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2023-11-16 | 2024-02-28 | -6.03 | 104 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-11 | 2024-05-20 | -2.66 | 70 |
| 2024-05-21 | 2024-05-31 | -2.56 | 10 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-03-10 | 2024-03-11 | -1.58 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 8.99% |
| Worst Day | -6.96% | -7.86% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 17.03% | 43.77% |
| Worst Month | -11.94% | -37.12% |
| Best Year | 21.84% | 155.54% |
| Worst Year | 1.03% | -55.97% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 4.39% | 7.42% |
| Avg. Down Week | -2.52% | -5.31% |
| Avg. Up Month | 6.68% | 16.06% |
| Avg. Down Month | -4.66% | -18.12% |
| Win Days % | 47.36% | 51.06% |
| Win Month % | 59.09% | 60.71% |
| Win Week % | 54.55% | 48.76% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |