| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 144.64% | 59.62% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.51 | 0.65 |
| Sortino | 2.6 | 0.98 |
| Payoff Ratio | 1.37 | 1.29 |
| Profit Factor | 1.5 | 1.11 |
| Common Sense Ratio | 2.23 | 1.16 |
| CPC Index | 1.07 | 0.74 |
| Tail Ratio | 1.48 | 1.05 |
| Outlier Win Ratio | 17.48 | 3.78 |
| Outlier Loss Ratio | 4.08 | 3.09 |
| Volatility (ann.) | 29.41% | 56.07% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.81 | 0.35 |
| Skew | 1.37 | 0.31 |
| Kurtosis | 14.6 | 3.72 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.25% | 1.68% |
| Expected Yearly % | 34.74% | 16.87% |
| Kelly Criterion | 16.79% | 14.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -4.73% |
| Expected Shortfall (cVaR) | -2.41% | -4.73% |
| Year | 4056840:BTCUSD | 4056840:btcusd:triple_gx:lsma205_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.83 | 17.90 | -0.31 | + |
| 2023 | 154.85 | 68.15 | 0.44 | - |
| 2024 | 48.51 | 23.40 | 0.48 | - |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| MTD | 3.6% | -1.06% |
| 3M | 24.93% | 29.84% |
| 6M | 17.02% | 68.77% |
| YTD | 23.4% | 48.51% |
| 1Y | 47.18% | 133.4% |
| 3Y (ann.) | 49.43% | 23.36% |
| 5Y (ann.) | 49.43% | 23.36% |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -4.97% | -11.18% |
| Avg. Drawdown Days | 30.0 | 72.0 |
| Recovery Factor | 8.23 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-12 | -17.58 | 120 |
| 2023-11-12 | 2024-03-05 | -15.25 | 114 |
| 2022-06-02 | 2022-07-28 | -15.11 | 56 |
| 2023-03-25 | 2023-06-21 | -10.93 | 88 |
| 2023-06-26 | 2023-10-24 | -10.19 | 120 |
| 2022-03-10 | 2022-03-28 | -8.96 | 18 |
| 2022-03-04 | 2022-03-09 | -8.25 | 5 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2022-08-10 | 2022-08-11 | -4.06 | 1 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 16.59% | 28.96% |
| Worst Week | -8.71% | -30.92% |
| Best Month | 33.19% | 45.57% |
| Worst Month | -12.19% | -36.86% |
| Best Year | 68.15% | 154.85% |
| Worst Year | 17.9% | -57.83% |
| Avg. Up Day | 2.1% | 2.23% |
| Avg. Down Day | -1.54% | -1.73% |
| Avg. Up Week | 5.69% | 7.26% |
| Avg. Down Week | -3.29% | -5.6% |
| Avg. Up Month | 14.31% | 22.87% |
| Avg. Down Month | -5.08% | -11.34% |
| Win Days % | 51.97% | 51.54% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 51.61% | 52.94% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |