| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 149.2% | 43.57% |
| Max Drawdown | -20.75% | -67.18% |
| Sharpe | 0.78 | 0.28 |
| Sortino | 1.21 | 0.41 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.54 | 1.03 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 19.95 | 4.14 |
| Outlier Loss Ratio | 4.6 | 3.79 |
| Volatility (ann.) | 14.3% | 26.76% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.41 | 0.26 |
| Skew | 0.73 | 0.16 |
| Kurtosis | 24.98 | 6.28 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.31% | 1.3% |
| Expected Yearly % | 35.58% | 12.81% |
| Kelly Criterion | 9.1% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.28% |
| Expected Shortfall (cVaR) | -1.2% | -2.28% |
| Year | 4056832:BTCUSD | 4056832:btcusd:triple_gx:lsma165_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 19.61 | -0.32 | + |
| 2023 | 155.54 | 70.04 | 0.45 | - |
| 2024 | 45.69 | 22.53 | 0.49 | - |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| MTD | 0.64% | 1.54% |
| 3M | 21.46% | 23.23% |
| 6M | 33.45% | 68.64% |
| YTD | 22.53% | 45.69% |
| 1Y | 53.51% | 128.53% |
| 3Y (ann.) | 49.92% | 17.4% |
| 5Y (ann.) | 49.92% | 17.4% |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Max Drawdown | -20.75% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.52% | -8.55% |
| Avg. Drawdown Days | 20.0 | 50.0 |
| Recovery Factor | 7.19 | 0.65 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-09-12 | -20.75 | 166 |
| 2022-09-13 | 2022-12-14 | -18.07 | 92 |
| 2023-03-22 | 2023-10-24 | -14.85 | 215 |
| 2023-12-09 | 2024-02-14 | -13.07 | 67 |
| 2022-03-09 | 2022-03-27 | -10.51 | 18 |
| 2023-01-21 | 2023-03-17 | -7.49 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-05-10 | 2024-05-14 | -4.55 | 4 |
| 2022-02-11 | 2022-02-15 | -3.82 | 3 |
| 2022-02-16 | 2022-03-09 | -3.66 | 21 |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 17.46% | 35.75% |
| Worst Week | -8.46% | -29.64% |
| Best Month | 35.64% | 43.77% |
| Worst Month | -11.8% | -37.12% |
| Best Year | 70.04% | 155.54% |
| Worst Year | 19.61% | -61.44% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.79% | 7.46% |
| Avg. Down Week | -2.85% | -5.26% |
| Avg. Up Month | 10.82% | 16.49% |
| Avg. Down Month | -7.13% | -12.51% |
| Win Days % | 50.49% | 50.91% |
| Win Month % | 68.0% | 60.71% |
| Win Week % | 56.72% | 47.11% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |