| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 167.31% | 43.68% |
| Max Drawdown | -19.02% | -66.89% |
| Sharpe | 1.66 | 0.57 |
| Sortino | 2.93 | 0.85 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.54 | 1.09 |
| Common Sense Ratio | 2.15 | 1.13 |
| CPC Index | 1.1 | 0.73 |
| Tail Ratio | 1.39 | 1.03 |
| Outlier Win Ratio | 16.72 | 3.74 |
| Outlier Loss Ratio | 4.19 | 3.0 |
| Volatility (ann.) | 28.95% | 56.09% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.89 | 0.26 |
| Skew | 1.44 | 0.3 |
| Kurtosis | 14.06 | 3.71 |
| Expected Daily % | 0.12% | 0.04% |
| Expected Monthly % | 3.57% | 1.3% |
| Expected Yearly % | 38.78% | 12.84% |
| Kelly Criterion | 16.72% | 13.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -4.74% |
| Expected Shortfall (cVaR) | -2.36% | -4.74% |
| Year | 4056864:BTCUSD | 4056864:btcusd:triple_gx:lsma180_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 25.16 | -0.41 | + |
| 2023 | 154.85 | 64.49 | 0.42 | - |
| 2024 | 48.51 | 29.84 | 0.62 | - |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| MTD | -0.85% | -1.06% |
| 3M | 21.34% | 29.84% |
| 6M | 32.58% | 68.77% |
| YTD | 29.84% | 48.51% |
| 1Y | 63.58% | 133.4% |
| 3Y (ann.) | 54.99% | 17.53% |
| 5Y (ann.) | 54.99% | 17.53% |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Max Drawdown | -19.02% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -4.07% | -12.07% |
| Avg. Drawdown Days | 26.0 | 72.0 |
| Recovery Factor | 8.8 | 0.65 |
| Ulcer Index | 1.01 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-29 | -19.02 | 58 |
| 2022-09-14 | 2023-01-12 | -17.58 | 120 |
| 2023-03-25 | 2023-06-22 | -13.68 | 89 |
| 2023-06-26 | 2023-10-24 | -9.93 | 120 |
| 2023-12-10 | 2024-02-10 | -9.42 | 62 |
| 2023-01-27 | 2023-03-18 | -6.59 | 50 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2024-03-13 | 2024-05-14 | -5.07 | 62 |
| 2022-02-17 | 2022-03-22 | -2.71 | 33 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| Metric | 4056864:btcusd:triple_gx:lsma180_85_65 | 4056864:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -7.78% | -30.92% |
| Best Month | 33.06% | 45.57% |
| Worst Month | -10.79% | -36.86% |
| Best Year | 64.49% | 154.85% |
| Worst Year | 25.16% | -62.04% |
| Avg. Up Day | 2.05% | 2.08% |
| Avg. Down Day | -1.49% | -1.6% |
| Avg. Up Week | 5.61% | 7.67% |
| Avg. Down Week | -3.15% | -5.49% |
| Avg. Up Month | 13.1% | 20.7% |
| Avg. Down Month | -5.17% | -11.33% |
| Win Days % | 51.7% | 51.28% |
| Win Month % | 64.0% | 50.0% |
| Win Week % | 57.38% | 52.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |