| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 42.92% | 76.58% |
| Max Drawdown | -26.74% | -67.18% |
| Sharpe | 0.41 | 0.37 |
| Sortino | 0.66 | 0.53 |
| Payoff Ratio | 1.26 | 1.17 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 2.04 | 1.07 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.69 | 1.0 |
| Outlier Win Ratio | 40.71 | 3.64 |
| Outlier Loss Ratio | 3.97 | 3.43 |
| Volatility (ann.) | 10.93% | 26.66% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.64 | 0.42 |
| Skew | 2.6 | 0.19 |
| Kurtosis | 70.11 | 6.37 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.05% |
| Expected Yearly % | 12.64% | 20.87% |
| Kelly Criterion | 6.09% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.27% |
| Expected Shortfall (cVaR) | -0.93% | -2.27% |
| Year | 11438827:BTCUSD | 11438827:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 5.28 | -0.09 | + |
| 2023 | 155.54 | 20.63 | 0.13 | - |
| 2024 | 59.28 | 12.53 | 0.21 | - |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| MTD | 3.01% | 11.01% |
| 3M | 5.76% | 9.99% |
| 6M | 10.79% | 78.31% |
| YTD | 12.53% | 59.28% |
| 1Y | 33.73% | 147.14% |
| 3Y (ann.) | 17.05% | 28.49% |
| 5Y (ann.) | 17.05% | 28.49% |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Max Drawdown | -26.74% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.73% | -7.83% |
| Avg. Drawdown Days | 60.0 | 45.0 |
| Recovery Factor | 1.61 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -26.74 | 476 |
| 2023-07-14 | 2023-11-15 | -7.78 | 124 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2023-11-16 | 2024-02-28 | -5.98 | 104 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-05-21 | 2024-05-31 | -2.56 | 10 |
| 2024-03-11 | 2024-05-20 | -2.26 | 70 |
| 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 | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827: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 | 20.63% | 155.54% |
| Worst Year | 5.28% | -56.62% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 4.03% | 7.46% |
| Avg. Down Week | -2.42% | -5.36% |
| Avg. Up Month | 6.6% | 15.89% |
| Avg. Down Month | -5.16% | -18.39% |
| Win Days % | 47.64% | 51.04% |
| Win Month % | 63.64% | 60.71% |
| Win Week % | 58.7% | 48.76% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |