| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 36.95% | 75.31% |
| Max Drawdown | -26.85% | -66.89% |
| Sharpe | 0.72 | 0.72 |
| Sortino | 1.21 | 1.09 |
| Payoff Ratio | 1.35 | 1.29 |
| Profit Factor | 1.33 | 1.12 |
| Common Sense Ratio | 2.03 | 1.21 |
| CPC Index | 0.87 | 0.74 |
| Tail Ratio | 1.52 | 1.08 |
| Outlier Win Ratio | 34.02 | 3.43 |
| Outlier Loss Ratio | 4.04 | 2.92 |
| Volatility (ann.) | 22.71% | 55.05% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.56 | 0.42 |
| Skew | 2.49 | 0.31 |
| Kurtosis | 50.24 | 3.78 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.13% | 2.03% |
| Expected Yearly % | 11.05% | 20.58% |
| Kelly Criterion | 10.22% | 13.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.63% |
| Expected Shortfall (cVaR) | -1.91% | -4.63% |
| Year | 11438829:BTCUSD | 11438829:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.59 | -2.59 | 0.04 | + |
| 2023 | 154.85 | 21.90 | 0.14 | - |
| 2024 | 62.21 | 15.32 | 0.25 | - |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| MTD | 3.01% | 8.07% |
| 3M | 11.74% | 19.8% |
| 6M | 13.54% | 79.79% |
| YTD | 15.32% | 62.21% |
| 1Y | 38.24% | 152.55% |
| 3Y (ann.) | 14.92% | 28.19% |
| 5Y (ann.) | 14.92% | 28.19% |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Max Drawdown | -26.85% | -66.89% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.53% | -10.4% |
| Avg. Drawdown Days | 62.0 | 73.0 |
| Recovery Factor | 1.38 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-22 | -26.85 | 476 |
| 2023-07-15 | 2023-11-16 | -7.60 | 124 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-11-17 | 2023-11-21 | -2.99 | 4 |
| 2023-12-25 | 2024-02-28 | -2.94 | 65 |
| 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 | 2024-03-24 | -0.43 | 1 |
| 2024-05-17 | 2024-05-18 | -0.18 | 1 |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829: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 | -12.96% | -36.86% |
| Best Year | 21.9% | 154.85% |
| Worst Year | -2.59% | -57.59% |
| Avg. Up Day | 2.07% | 2.4% |
| Avg. Down Day | -1.53% | -1.86% |
| Avg. Up Week | 4.36% | 5.65% |
| Avg. Down Week | -3.31% | -6.02% |
| Avg. Up Month | 5.99% | 18.99% |
| Avg. Down Month | -4.86% | -11.92% |
| Win Days % | 48.43% | 51.52% |
| Win Month % | 65.22% | 53.57% |
| Win Week % | 54.35% | 55.0% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |