| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 36.95% | 72.37% |
| Max Drawdown | -27.08% | -67.18% |
| Sharpe | 0.38 | 0.36 |
| Sortino | 0.61 | 0.52 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.69 | 1.07 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 40.61 | 3.62 |
| Outlier Loss Ratio | 4.07 | 3.43 |
| Volatility (ann.) | 10.58% | 26.47% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.55 | 0.41 |
| Skew | 2.82 | 0.2 |
| Kurtosis | 66.47 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.13% | 1.96% |
| Expected Yearly % | 11.05% | 19.9% |
| Kelly Criterion | 5.46% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.25% |
| Expected Shortfall (cVaR) | -0.9% | -2.25% |
| Year | 11438829:BTCUSD | 11438829:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -2.72 | 0.05 | + |
| 2023 | 155.54 | 22.07 | 0.14 | - |
| 2024 | 59.28 | 15.32 | 0.26 | - |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| MTD | 3.01% | 11.01% |
| 3M | 8.38% | 9.99% |
| 6M | 13.54% | 78.31% |
| YTD | 15.32% | 59.28% |
| 1Y | 38.24% | 147.14% |
| 3Y (ann.) | 14.92% | 27.24% |
| 5Y (ann.) | 14.92% | 27.24% |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Max Drawdown | -27.08% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.97% | -7.73% |
| Avg. Drawdown Days | 52.0 | 48.0 |
| Recovery Factor | 1.36 | 1.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -27.08 | 476 |
| 2023-07-14 | 2023-11-15 | -8.06 | 124 |
| 2023-11-16 | 2024-02-27 | -4.87 | 103 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-05-21 | 2024-05-31 | -2.56 | 10 |
| 2024-05-19 | 2024-05-20 | -2.19 | 1 |
| 2024-03-11 | 2024-03-23 | -2.00 | 11 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-03-10 | 2024-03-11 | -1.58 | 0 |
| 2023-06-21 | 2023-06-22 | -0.26 | 0 |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 8.99% |
| Worst Day | -5.72% | -7.86% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 17.03% | 43.77% |
| Worst Month | -12.96% | -37.12% |
| Best Year | 22.07% | 155.54% |
| Worst Year | -2.72% | -57.65% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 3.52% | 7.38% |
| Avg. Down Week | -2.63% | -6.16% |
| Avg. Up Month | 5.91% | 17.83% |
| Avg. Down Month | -6.18% | -18.39% |
| Win Days % | 47.63% | 50.99% |
| Win Month % | 65.22% | 60.71% |
| Win Week % | 60.42% | 49.17% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |