| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 138.57% | 45.05% |
| Max Drawdown | -18.99% | -67.18% |
| Sharpe | 0.76 | 0.29 |
| Sortino | 1.17 | 0.42 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.6 | 1.04 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 20.42 | 4.06 |
| Outlier Loss Ratio | 4.59 | 3.73 |
| Volatility (ann.) | 13.91% | 26.77% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.48 | 0.27 |
| Skew | 0.52 | 0.17 |
| Kurtosis | 25.08 | 6.29 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.15% | 1.34% |
| Expected Yearly % | 33.62% | 13.2% |
| Kelly Criterion | 8.95% | 9.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.28% |
| Expected Shortfall (cVaR) | -1.17% | -2.28% |
| Year | 4056833:BTCUSD | 4056833:btcusd:triple_gx:lsma170_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 16.16 | -0.26 | + |
| 2023 | 155.54 | 65.76 | 0.42 | - |
| 2024 | 45.69 | 23.91 | 0.52 | - |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| MTD | 0.64% | 1.54% |
| 3M | 21.46% | 23.23% |
| 6M | 28.6% | 68.64% |
| YTD | 23.91% | 45.69% |
| 1Y | 50.43% | 128.53% |
| 3Y (ann.) | 47.12% | 17.96% |
| 5Y (ann.) | 47.12% | 17.96% |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Max Drawdown | -18.99% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.29% | -8.45% |
| Avg. Drawdown Days | 18.0 | 50.0 |
| Recovery Factor | 7.3 | 0.67 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.99 | 57 |
| 2022-09-13 | 2022-12-14 | -18.07 | 92 |
| 2023-03-22 | 2023-10-23 | -14.83 | 215 |
| 2023-12-09 | 2024-02-09 | -12.09 | 62 |
| 2022-02-16 | 2022-03-27 | -11.05 | 39 |
| 2023-01-21 | 2023-03-17 | -7.04 | 54 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-05-10 | 2024-05-14 | -4.55 | 4 |
| 2024-02-09 | 2024-02-14 | -3.35 | 4 |
| Metric | 4056833:btcusd:triple_gx:lsma170_80_65 | 4056833:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 17.56% | 35.75% |
| Worst Week | -7.43% | -29.64% |
| Best Month | 35.75% | 43.77% |
| Worst Month | -11.54% | -37.12% |
| Best Year | 65.76% | 155.54% |
| Worst Year | 16.16% | -61.04% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 4.77% | 7.66% |
| Avg. Down Week | -2.96% | -5.44% |
| Avg. Up Month | 9.24% | 15.67% |
| Avg. Down Month | -7.16% | -12.51% |
| Win Days % | 50.27% | 50.9% |
| Win Month % | 72.0% | 60.71% |
| Win Week % | 56.92% | 47.5% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |