| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 259.74% | 530.86% |
| Max Drawdown | -22.75% | -76.67% |
| Sharpe | 1.2 | 1.08 |
| Sortino | 1.94 | 1.61 |
| Payoff Ratio | 1.43 | 1.27 |
| Profit Factor | 1.39 | 1.18 |
| Common Sense Ratio | 1.95 | 1.29 |
| CPC Index | 0.94 | 0.77 |
| Tail Ratio | 1.4 | 1.09 |
| Outlier Win Ratio | 18.31 | 3.47 |
| Outlier Loss Ratio | 4.44 | 3.42 |
| Volatility (ann.) | 32.59% | 63.7% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.76 | 0.81 |
| Skew | 0.76 | 0.05 |
| Kurtosis | 15.06 | 3.43 |
| Expected Daily % | 0.09% | 0.13% |
| Expected Monthly % | 2.76% | 4.0% |
| Expected Yearly % | 29.18% | 44.54% |
| Kelly Criterion | 10.65% | 12.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -5.3% |
| Expected Shortfall (cVaR) | -2.7% | -5.3% |
| Year | 11153954:BTCUSD | 11153954:btcusd:triple_gx:lsma195_25_30 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 213.85 | 26.74 | 0.13 | - |
| 2021 | 59.34 | 40.82 | 0.69 | - |
| 2022 | -64.22 | -1.13 | 0.02 | + |
| 2023 | 155.54 | 70.54 | 0.45 | - |
| 2024 | 37.95 | 19.55 | 0.52 | - |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| MTD | 0.0% | -3.85% |
| 3M | 13.87% | 34.56% |
| 6M | 46.96% | 68.94% |
| YTD | 19.55% | 37.95% |
| 1Y | 59.94% | 107.54% |
| 3Y (ann.) | 27.73% | 0.27% |
| 5Y (ann.) | 40.03% | 62.31% |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Max Drawdown | -22.75% | -76.67% |
| Longest DD Days | 214.0 | 846.0 |
| Avg. Drawdown | -5.76% | -9.5% |
| Avg. Drawdown Days | 30.0 | 40.0 |
| Recovery Factor | 11.42 | 6.92 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-09-07 | 2021-11-08 | -22.75 | 62 |
| 2022-04-10 | 2022-11-10 | -20.25 | 214 |
| 2020-08-18 | 2020-11-30 | -17.31 | 104 |
| 2021-01-18 | 2021-02-03 | -17.05 | 16 |
| 2022-11-11 | 2023-03-13 | -15.66 | 122 |
| 2023-07-14 | 2023-11-09 | -9.82 | 118 |
| 2021-03-14 | 2021-03-29 | -9.35 | 15 |
| 2020-12-01 | 2020-12-16 | -8.43 | 15 |
| 2024-04-01 | 2024-05-01 | -8.17 | 30 |
| 2021-11-09 | 2022-04-09 | -8.00 | 151 |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 19.48% |
| Worst Day | -13.12% | -15.42% |
| Best Week | 26.33% | 38.59% |
| Worst Week | -10.34% | -29.64% |
| Best Month | 40.44% | 47.19% |
| Worst Month | -10.39% | -37.12% |
| Best Year | 70.54% | 213.85% |
| Worst Year | -1.13% | -64.22% |
| Avg. Up Day | 2.55% | 2.56% |
| Avg. Down Day | -1.79% | -2.02% |
| Avg. Up Week | 6.46% | 7.65% |
| Avg. Down Week | -3.69% | -5.44% |
| Avg. Up Month | 12.16% | 21.23% |
| Avg. Down Month | -5.57% | -9.71% |
| Win Days % | 47.49% | 51.12% |
| Win Month % | 65.62% | 57.45% |
| Win Week % | 54.44% | 52.97% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 80.0% | 80.0% |