| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 124.34% | 60.46% |
| Max Drawdown | -18.32% | -67.18% |
| Sharpe | 0.72 | 0.33 |
| Sortino | 1.13 | 0.48 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.54 | 1.05 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 21.61 | 4.18 |
| Outlier Loss Ratio | 4.49 | 3.77 |
| Volatility (ann.) | 13.93% | 26.5% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.4 | 0.35 |
| Skew | 0.83 | 0.19 |
| Kurtosis | 27.02 | 6.34 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.93% | 1.7% |
| Expected Yearly % | 30.91% | 17.07% |
| Kelly Criterion | 8.25% | 10.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.26% |
| Expected Shortfall (cVaR) | -1.17% | -2.26% |
| Year | 4056843:BTCUSD | 4056843:btcusd:triple_gx:lsma220_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 9.83 | -0.17 | + |
| 2023 | 155.54 | 68.92 | 0.44 | - |
| 2024 | 45.69 | 20.92 | 0.46 | - |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| MTD | -0.02% | 1.54% |
| 3M | 20.66% | 23.23% |
| 6M | 18.68% | 68.64% |
| YTD | 20.92% | 45.69% |
| 1Y | 44.19% | 128.53% |
| 3Y (ann.) | 43.92% | 23.75% |
| 5Y (ann.) | 43.92% | 23.75% |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Max Drawdown | -18.32% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -4.2% | -7.76% |
| Avg. Drawdown Days | 22.0 | 47.0 |
| Recovery Factor | 6.79 | 0.9 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.32 | 57 |
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2023-03-22 | 2023-06-21 | -14.93 | 90 |
| 2023-11-02 | 2024-02-15 | -13.48 | 105 |
| 2023-06-23 | 2023-10-23 | -11.60 | 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 |
| 2022-08-11 | 2022-09-13 | -3.64 | 33 |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.86% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 33.19% | 43.77% |
| Worst Month | -12.43% | -37.12% |
| Best Year | 68.92% | 155.54% |
| Worst Year | 9.83% | -56.9% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 5.09% | 8.1% |
| Avg. Down Week | -3.0% | -5.93% |
| Avg. Up Month | 15.39% | 23.23% |
| Avg. Down Month | -6.37% | -12.51% |
| Win Days % | 49.46% | 50.97% |
| Win Month % | 52.0% | 60.71% |
| Win Week % | 53.23% | 48.74% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |