| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 143.63% | 48.13% |
| Max Drawdown | -18.16% | -66.89% |
| Sharpe | 1.54 | 0.59 |
| Sortino | 2.59 | 0.88 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 1.49 | 1.1 |
| Common Sense Ratio | 2.07 | 1.13 |
| CPC Index | 0.99 | 0.69 |
| Tail Ratio | 1.39 | 1.03 |
| Outlier Win Ratio | 16.93 | 3.64 |
| Outlier Loss Ratio | 3.93 | 3.03 |
| Volatility (ann.) | 28.3% | 56.1% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.67 | 0.29 |
| Skew | 1.16 | 0.3 |
| Kurtosis | 14.45 | 3.69 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.23% | 1.41% |
| Expected Yearly % | 34.56% | 13.99% |
| Kelly Criterion | 16.85% | 11.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.32% | -4.74% |
| Expected Shortfall (cVaR) | -2.32% | -4.74% |
| Year | 4056833:BTCUSD | 4056833:btcusd:triple_gx:lsma170_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.86 | 16.53 | -0.27 | + |
| 2023 | 154.85 | 65.76 | 0.42 | - |
| 2024 | 48.51 | 26.13 | 0.54 | - |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| MTD | 2.45% | -1.06% |
| 3M | 23.55% | 29.84% |
| 6M | 30.92% | 68.77% |
| YTD | 26.13% | 48.51% |
| 1Y | 53.13% | 133.4% |
| 3Y (ann.) | 48.57% | 19.09% |
| 5Y (ann.) | 48.57% | 19.09% |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Max Drawdown | -18.16% | -66.89% |
| Longest DD Days | 213.0 | 683.0 |
| Avg. Drawdown | -4.55% | -11.16% |
| Avg. Drawdown Days | 29.0 | 66.0 |
| Recovery Factor | 7.91 | 0.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -18.16 | 57 |
| 2022-09-14 | 2022-12-15 | -17.58 | 92 |
| 2023-03-25 | 2023-10-24 | -13.77 | 213 |
| 2023-12-10 | 2024-02-15 | -11.17 | 67 |
| 2022-02-17 | 2022-03-28 | -10.07 | 39 |
| 2023-01-25 | 2023-03-18 | -6.37 | 52 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2024-05-11 | 2024-05-14 | -3.05 | 3 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| 2023-03-23 | 2023-03-24 | -2.28 | 1 |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -7.72% | -30.92% |
| Best Month | 35.75% | 45.57% |
| Worst Month | -11.54% | -36.86% |
| Best Year | 65.76% | 154.85% |
| Worst Year | 16.53% | -60.86% |
| Avg. Up Day | 1.94% | 2.1% |
| Avg. Down Day | -1.57% | -1.71% |
| Avg. Up Week | 5.27% | 7.45% |
| Avg. Down Week | -3.36% | -5.43% |
| Avg. Up Month | 11.79% | 20.7% |
| Avg. Down Month | -6.34% | -13.04% |
| Win Days % | 54.11% | 51.28% |
| Win Month % | 68.0% | 50.0% |
| Win Week % | 56.45% | 52.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |