| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 53.89% | 97.34% |
| Max Drawdown | -26.51% | -66.89% |
| Sharpe | 0.92 | 0.82 |
| Sortino | 1.62 | 1.24 |
| Payoff Ratio | 1.45 | 1.38 |
| Profit Factor | 1.45 | 1.14 |
| Common Sense Ratio | 2.32 | 1.25 |
| CPC Index | 1.01 | 0.81 |
| Tail Ratio | 1.6 | 1.1 |
| Outlier Win Ratio | 33.43 | 3.52 |
| Outlier Loss Ratio | 4.05 | 2.91 |
| Volatility (ann.) | 23.71% | 55.47% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.79 | 0.52 |
| Skew | 3.0 | 0.35 |
| Kurtosis | 48.83 | 3.8 |
| Expected Daily % | 0.05% | 0.08% |
| Expected Monthly % | 1.55% | 2.46% |
| Expected Yearly % | 15.45% | 25.43% |
| Kelly Criterion | 12.28% | 16.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -4.65% |
| Expected Shortfall (cVaR) | -1.98% | -4.65% |
| Year | 11438827:BTCUSD | 11438827:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.26 | 13.36 | -0.26 | + |
| 2023 | 154.85 | 20.63 | 0.13 | - |
| 2024 | 62.21 | 12.53 | 0.20 | - |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| MTD | 3.01% | 8.07% |
| 3M | 9.04% | 19.8% |
| 6M | 10.79% | 79.79% |
| YTD | 12.53% | 62.21% |
| 1Y | 33.73% | 152.55% |
| 3Y (ann.) | 20.96% | 34.99% |
| 5Y (ann.) | 20.96% | 34.99% |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Max Drawdown | -26.51% | -66.89% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.26% | -10.4% |
| Avg. Drawdown Days | 86.0 | 73.0 |
| Recovery Factor | 2.03 | 1.46 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-21 | -26.51 | 475 |
| 2023-07-15 | 2023-11-16 | -7.32 | 124 |
| 2023-11-17 | 2024-02-28 | -3.88 | 103 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2024-05-22 | 2024-05-31 | -2.22 | 9 |
| 2024-05-19 | 2024-05-21 | -1.78 | 2 |
| 2024-03-11 | 2024-03-12 | -1.58 | 1 |
| 2024-03-23 | 2024-05-18 | -0.79 | 56 |
| 2023-07-13 | 2023-07-14 | -0.18 | 1 |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 18.45% | 28.96% |
| Worst Week | -11.8% | -30.92% |
| Best Month | 17.03% | 45.57% |
| Worst Month | -11.94% | -36.86% |
| Best Year | 20.63% | 154.85% |
| Worst Year | 12.53% | -52.26% |
| Avg. Up Day | 2.3% | 2.66% |
| Avg. Down Day | -1.58% | -1.92% |
| Avg. Up Week | 5.42% | 6.62% |
| Avg. Down Week | -3.14% | -6.02% |
| Avg. Up Month | 6.48% | 16.34% |
| Avg. Down Month | -4.55% | -14.14% |
| Win Days % | 48.05% | 51.63% |
| Win Month % | 68.18% | 57.14% |
| Win Week % | 50.0% | 55.37% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |