| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 140.32% | 56.8% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.79 | 0.32 |
| Sortino | 1.24 | 0.47 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.6 | 1.05 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 21.88 | 4.15 |
| Outlier Loss Ratio | 4.67 | 3.73 |
| Volatility (ann.) | 13.74% | 26.78% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.67 | 0.33 |
| Skew | 0.9 | 0.17 |
| Kurtosis | 28.19 | 6.33 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.18% | 1.62% |
| Expected Yearly % | 33.95% | 16.18% |
| Kelly Criterion | 9.02% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.28% |
| Expected Shortfall (cVaR) | -1.15% | -2.28% |
| Year | 4056840:BTCUSD | 4056840:btcusd:triple_gx:lsma205_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 17.90 | -0.31 | + |
| 2023 | 155.54 | 68.15 | 0.44 | - |
| 2024 | 45.69 | 21.23 | 0.46 | - |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| MTD | 1.77% | 1.54% |
| 3M | 22.81% | 23.23% |
| 6M | 16.93% | 68.64% |
| YTD | 21.23% | 45.69% |
| 1Y | 44.58% | 128.53% |
| 3Y (ann.) | 48.24% | 22.38% |
| 5Y (ann.) | 48.24% | 22.38% |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 123.0 | 683.0 |
| Avg. Drawdown | -3.56% | -8.4% |
| Avg. Drawdown Days | 18.0 | 47.0 |
| Recovery Factor | 7.76 | 0.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 120 |
| 2023-11-02 | 2024-03-04 | -16.26 | 123 |
| 2022-06-01 | 2022-07-28 | -15.97 | 56 |
| 2023-03-22 | 2023-06-21 | -12.03 | 90 |
| 2023-06-23 | 2023-10-23 | -11.88 | 122 |
| 2022-03-09 | 2022-03-27 | -10.75 | 18 |
| 2022-03-04 | 2022-03-09 | -8.81 | 4 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| Metric | 4056840:btcusd:triple_gx:lsma205_80_65 | 4056840:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.86% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 33.19% | 43.77% |
| Worst Month | -12.29% | -37.12% |
| Best Year | 68.15% | 155.54% |
| Worst Year | 17.9% | -57.88% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 4.55% | 7.48% |
| Avg. Down Week | -2.63% | -5.16% |
| Avg. Up Month | 12.73% | 19.28% |
| Avg. Down Month | -6.56% | -12.51% |
| Win Days % | 49.42% | 50.99% |
| Win Month % | 62.5% | 60.71% |
| Win Week % | 57.14% | 47.9% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |