| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 172.93% | 44.64% |
| Max Drawdown | -18.71% | -67.18% |
| Sharpe | 0.89 | 0.29 |
| Sortino | 1.4 | 0.41 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.75 | 1.03 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 20.93 | 4.1 |
| Outlier Loss Ratio | 4.72 | 3.72 |
| Volatility (ann.) | 13.7% | 26.8% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.01 | 0.27 |
| Skew | 0.81 | 0.17 |
| Kurtosis | 24.85 | 6.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.65% | 1.33% |
| Expected Yearly % | 39.75% | 13.09% |
| Kelly Criterion | 10.46% | 10.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.29% |
| Expected Shortfall (cVaR) | -1.15% | -2.29% |
| Year | 4056835:BTCUSD | 4056835:btcusd:triple_gx:lsma180_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 25.40 | -0.42 | + |
| 2023 | 155.54 | 71.32 | 0.46 | - |
| 2024 | 45.69 | 27.04 | 0.59 | - |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| MTD | 0.64% | 1.54% |
| 3M | 21.46% | 23.23% |
| 6M | 30.31% | 68.64% |
| YTD | 27.04% | 45.69% |
| 1Y | 60.88% | 128.53% |
| 3Y (ann.) | 56.35% | 17.86% |
| 5Y (ann.) | 56.35% | 17.86% |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Max Drawdown | -18.71% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.23% | -8.86% |
| Avg. Drawdown Days | 16.0 | 54.0 |
| Recovery Factor | 9.25 | 0.66 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.71 | 57 |
| 2022-09-13 | 2022-12-14 | -18.07 | 91 |
| 2023-03-22 | 2023-06-21 | -13.06 | 90 |
| 2023-06-23 | 2023-10-24 | -11.66 | 122 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2023-12-09 | 2024-01-11 | -8.19 | 33 |
| 2023-01-21 | 2023-03-17 | -6.81 | 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 |
| Metric | 4056835:btcusd:triple_gx:lsma180_80_65 | 4056835:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.64% | 35.75% |
| Worst Week | -7.13% | -29.64% |
| Best Month | 33.54% | 43.77% |
| Worst Month | -11.53% | -37.12% |
| Best Year | 71.32% | 155.54% |
| Worst Year | 25.4% | -61.15% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 4.93% | 7.66% |
| Avg. Down Week | -2.61% | -5.63% |
| Avg. Up Month | 9.97% | 15.65% |
| Avg. Down Month | -6.01% | -12.76% |
| Win Days % | 50.14% | 50.9% |
| Win Month % | 69.23% | 60.71% |
| Win Week % | 56.92% | 47.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |