| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 139.88% | 63.94% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.78 | 0.34 |
| Sortino | 1.23 | 0.49 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.6 | 1.06 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 21.95 | 4.16 |
| Outlier Loss Ratio | 4.61 | 3.77 |
| Volatility (ann.) | 13.78% | 26.71% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.67 | 0.37 |
| Skew | 0.89 | 0.18 |
| Kurtosis | 27.96 | 6.4 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.17% | 1.78% |
| Expected Yearly % | 33.86% | 17.91% |
| Kelly Criterion | 9.06% | 11.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.27% |
| Expected Shortfall (cVaR) | -1.16% | -2.27% |
| Year | 4056841:BTCUSD | 4056841:btcusd:triple_gx:lsma210_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 18.54 | -0.33 | + |
| 2023 | 155.54 | 68.68 | 0.44 | - |
| 2024 | 45.69 | 19.96 | 0.44 | - |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| MTD | 0.59% | 1.54% |
| 3M | 21.39% | 23.23% |
| 6M | 15.03% | 68.64% |
| YTD | 19.96% | 45.69% |
| 1Y | 44.09% | 128.53% |
| 3Y (ann.) | 48.19% | 24.88% |
| 5Y (ann.) | 48.19% | 24.88% |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 123.0 | 683.0 |
| Avg. Drawdown | -3.67% | -7.55% |
| Avg. Drawdown Days | 20.0 | 42.0 |
| Recovery Factor | 7.74 | 0.95 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2023-11-02 | 2024-03-04 | -16.65 | 123 |
| 2022-06-01 | 2022-07-27 | -14.84 | 56 |
| 2023-03-22 | 2023-06-21 | -13.30 | 90 |
| 2023-06-23 | 2023-10-23 | -11.74 | 122 |
| 2022-03-03 | 2022-03-27 | -10.67 | 24 |
| 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 |
| 2023-10-25 | 2023-11-01 | -3.09 | 7 |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 16.39% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 33.19% | 43.77% |
| Worst Month | -12.36% | -37.12% |
| Best Year | 68.68% | 155.54% |
| Worst Year | 18.54% | -55.97% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 5.09% | 8.03% |
| Avg. Down Week | -3.12% | -5.36% |
| Avg. Up Month | 12.91% | 19.28% |
| Avg. Down Month | -6.81% | -12.51% |
| Win Days % | 49.5% | 51.0% |
| Win Month % | 62.5% | 60.71% |
| Win Week % | 55.74% | 48.74% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |