| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 128.37% | 62.78% |
| Max Drawdown | -17.77% | -66.89% |
| Sharpe | 1.4 | 0.67 |
| Sortino | 2.38 | 1.01 |
| Payoff Ratio | 1.31 | 1.29 |
| Profit Factor | 1.45 | 1.11 |
| Common Sense Ratio | 2.08 | 1.17 |
| CPC Index | 1.0 | 0.74 |
| Tail Ratio | 1.44 | 1.06 |
| Outlier Win Ratio | 17.26 | 3.79 |
| Outlier Loss Ratio | 3.8 | 3.11 |
| Volatility (ann.) | 29.74% | 55.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.54 | 0.37 |
| Skew | 1.31 | 0.3 |
| Kurtosis | 14.01 | 3.8 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.99% | 1.76% |
| Expected Yearly % | 31.69% | 17.64% |
| Kelly Criterion | 15.82% | 13.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -4.65% |
| Expected Shortfall (cVaR) | -2.45% | -4.65% |
| Year | 4056843:BTCUSD | 4056843:btcusd:triple_gx:lsma220_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 9.83 | -0.17 | + |
| 2023 | 154.85 | 68.92 | 0.45 | - |
| 2024 | 48.51 | 23.09 | 0.48 | - |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| MTD | 1.78% | -1.06% |
| 3M | 22.74% | 29.84% |
| 6M | 18.77% | 68.77% |
| YTD | 23.09% | 48.51% |
| 1Y | 46.78% | 133.4% |
| 3Y (ann.) | 45.15% | 24.59% |
| 5Y (ann.) | 45.15% | 24.59% |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Max Drawdown | -17.77% | -66.89% |
| Longest DD Days | 153.0 | 683.0 |
| Avg. Drawdown | -4.9% | -10.4% |
| Avg. Drawdown Days | 30.0 | 71.0 |
| Recovery Factor | 7.22 | 0.94 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-12 | 2023-01-12 | -17.77 | 153 |
| 2022-06-02 | 2022-07-29 | -17.48 | 57 |
| 2023-03-25 | 2023-06-22 | -13.87 | 89 |
| 2023-11-12 | 2024-02-15 | -12.44 | 95 |
| 2022-03-04 | 2022-03-28 | -10.61 | 24 |
| 2023-06-26 | 2023-10-24 | -9.75 | 120 |
| 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 |
| 2023-03-23 | 2023-03-24 | -2.28 | 1 |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 16.59% | 28.96% |
| Worst Week | -8.86% | -30.92% |
| Best Month | 33.19% | 45.57% |
| Worst Month | -12.34% | -36.86% |
| Best Year | 68.92% | 154.85% |
| Worst Year | 9.83% | -56.99% |
| Avg. Up Day | 2.12% | 2.28% |
| Avg. Down Day | -1.61% | -1.78% |
| Avg. Up Week | 5.79% | 7.48% |
| Avg. Down Week | -3.37% | -5.5% |
| Avg. Up Month | 12.6% | 21.63% |
| Avg. Down Month | -4.93% | -11.34% |
| Win Days % | 52.19% | 51.55% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 52.46% | 53.39% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |