| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 145.91% | 55.59% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.52 | 0.63 |
| Sortino | 2.66 | 0.95 |
| Payoff Ratio | 1.36 | 1.31 |
| Profit Factor | 1.5 | 1.1 |
| Common Sense Ratio | 2.15 | 1.15 |
| CPC Index | 1.04 | 0.75 |
| Tail Ratio | 1.43 | 1.04 |
| Outlier Win Ratio | 17.02 | 3.74 |
| Outlier Loss Ratio | 4.2 | 3.06 |
| Volatility (ann.) | 29.19% | 56.02% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.82 | 0.33 |
| Skew | 1.4 | 0.31 |
| Kurtosis | 14.0 | 3.73 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.27% | 1.59% |
| Expected Yearly % | 34.98% | 15.87% |
| Kelly Criterion | 14.94% | 14.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.39% | -4.73% |
| Expected Shortfall (cVaR) | -2.39% | -4.73% |
| Year | 4056868:BTCUSD | 4056868:btcusd:triple_gx:lsma195_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.89 | 18.74 | -0.32 | + |
| 2023 | 154.85 | 65.67 | 0.42 | - |
| 2024 | 48.51 | 25.02 | 0.52 | - |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| MTD | -0.36% | -1.06% |
| 3M | 21.94% | 29.84% |
| 6M | 22.78% | 68.77% |
| YTD | 25.02% | 48.51% |
| 1Y | 51.31% | 133.4% |
| 3Y (ann.) | 49.63% | 21.89% |
| 5Y (ann.) | 49.63% | 21.89% |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -4.51% | -11.39% |
| Avg. Drawdown Days | 28.0 | 72.0 |
| Recovery Factor | 8.3 | 0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -17.58 | 121 |
| 2022-06-01 | 2022-07-20 | -14.76 | 49 |
| 2023-03-25 | 2023-06-22 | -13.60 | 89 |
| 2023-12-10 | 2024-02-13 | -11.95 | 65 |
| 2023-06-26 | 2023-10-24 | -10.92 | 120 |
| 2022-03-05 | 2022-03-28 | -9.46 | 23 |
| 2022-07-24 | 2022-07-28 | -7.20 | 4 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2024-03-13 | 2024-05-14 | -4.60 | 62 |
| 2022-08-10 | 2022-09-12 | -4.06 | 33 |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -8.71% | -30.92% |
| Best Month | 33.29% | 45.57% |
| Worst Month | -10.14% | -36.86% |
| Best Year | 65.67% | 154.85% |
| Worst Year | 18.74% | -58.89% |
| Avg. Up Day | 2.09% | 2.18% |
| Avg. Down Day | -1.54% | -1.66% |
| Avg. Up Week | 5.67% | 7.37% |
| Avg. Down Week | -3.39% | -5.35% |
| Avg. Up Month | 13.65% | 21.63% |
| Avg. Down Month | -4.54% | -10.05% |
| Win Days % | 51.04% | 51.41% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 55.0% | 52.94% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |