| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 171.13% | 43.68% |
| Max Drawdown | -17.87% | -66.89% |
| Sharpe | 1.72 | 0.57 |
| Sortino | 2.99 | 0.85 |
| Payoff Ratio | 1.3 | 1.27 |
| Profit Factor | 1.58 | 1.09 |
| Common Sense Ratio | 2.39 | 1.13 |
| CPC Index | 1.11 | 0.71 |
| Tail Ratio | 1.52 | 1.03 |
| Outlier Win Ratio | 17.29 | 3.69 |
| Outlier Loss Ratio | 4.04 | 3.0 |
| Volatility (ann.) | 28.17% | 56.09% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.13 | 0.26 |
| Skew | 1.36 | 0.3 |
| Kurtosis | 15.2 | 3.71 |
| Expected Daily % | 0.12% | 0.04% |
| Expected Monthly % | 3.63% | 1.3% |
| Expected Yearly % | 39.44% | 12.84% |
| Kelly Criterion | 18.84% | 12.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -4.74% |
| Expected Shortfall (cVaR) | -2.29% | -4.74% |
| Year | 4056835:BTCUSD | 4056835:btcusd:triple_gx:lsma180_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 22.37 | -0.36 | + |
| 2023 | 154.85 | 71.32 | 0.46 | - |
| 2024 | 48.51 | 29.32 | 0.60 | - |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| MTD | 2.45% | -1.06% |
| 3M | 23.55% | 29.84% |
| 6M | 32.65% | 68.77% |
| YTD | 29.32% | 48.51% |
| 1Y | 63.78% | 133.4% |
| 3Y (ann.) | 55.97% | 17.53% |
| 5Y (ann.) | 55.97% | 17.53% |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Max Drawdown | -17.87% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -3.98% | -12.07% |
| Avg. Drawdown Days | 24.0 | 72.0 |
| Recovery Factor | 9.57 | 0.65 |
| Ulcer Index | 1.01 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -17.87 | 57 |
| 2022-09-14 | 2022-12-14 | -17.58 | 91 |
| 2023-03-25 | 2023-06-22 | -11.98 | 89 |
| 2023-06-26 | 2023-10-24 | -9.80 | 120 |
| 2023-12-10 | 2024-02-09 | -8.90 | 61 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2023-01-25 | 2023-03-18 | -6.14 | 52 |
| 2022-02-17 | 2022-03-22 | -3.39 | 33 |
| 2024-05-11 | 2024-05-14 | -3.05 | 3 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -7.67% | -30.92% |
| Best Month | 33.54% | 45.57% |
| Worst Month | -11.44% | -36.86% |
| Best Year | 71.32% | 154.85% |
| Worst Year | 22.37% | -62.04% |
| Avg. Up Day | 1.98% | 2.07% |
| Avg. Down Day | -1.52% | -1.63% |
| Avg. Up Week | 5.32% | 7.39% |
| Avg. Down Week | -2.91% | -5.45% |
| Avg. Up Month | 12.78% | 20.7% |
| Avg. Down Month | -4.8% | -13.2% |
| Win Days % | 54.06% | 51.28% |
| Win Month % | 61.54% | 50.0% |
| Win Week % | 55.56% | 52.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |