| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 136.96% | 56.8% |
| Max Drawdown | -18.38% | -67.18% |
| Sharpe | 0.75 | 0.32 |
| Sortino | 1.19 | 0.47 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.48 | 1.05 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 21.27 | 4.24 |
| Outlier Loss Ratio | 4.58 | 3.75 |
| Volatility (ann.) | 14.25% | 26.78% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.57 | 0.33 |
| Skew | 1.05 | 0.17 |
| Kurtosis | 26.98 | 6.33 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.13% | 1.62% |
| Expected Yearly % | 33.32% | 16.18% |
| Kelly Criterion | 8.7% | 10.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.28% |
| Expected Shortfall (cVaR) | -1.2% | -2.28% |
| Year | 4056870:BTCUSD | 4056870:btcusd:triple_gx:lsma205_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 15.53 | -0.27 | + |
| 2023 | 155.54 | 62.90 | 0.40 | - |
| 2024 | 45.69 | 25.91 | 0.57 | - |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| MTD | 1.77% | 1.54% |
| 3M | 20.33% | 23.23% |
| 6M | 20.9% | 68.64% |
| YTD | 25.91% | 45.69% |
| 1Y | 50.14% | 128.53% |
| 3Y (ann.) | 47.3% | 22.38% |
| 5Y (ann.) | 47.3% | 22.38% |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Max Drawdown | -18.38% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.86% | -8.4% |
| Avg. Drawdown Days | 19.0 | 47.0 |
| Recovery Factor | 7.45 | 0.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -18.38 | 57 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2023-11-02 | 2024-02-14 | -16.86 | 104 |
| 2023-03-22 | 2023-06-21 | -13.73 | 90 |
| 2023-06-23 | 2023-10-23 | -11.78 | 122 |
| 2022-03-09 | 2022-03-27 | -10.75 | 18 |
| 2022-03-04 | 2022-03-09 | -8.81 | 4 |
| 2022-03-29 | 2022-05-30 | -7.14 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| Metric | 4056870:btcusd:triple_gx:lsma205_85_65 | 4056870:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.86% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 32.71% | 43.77% |
| Worst Month | -10.58% | -37.12% |
| Best Year | 62.9% | 155.54% |
| Worst Year | 15.53% | -57.88% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.93% | 7.82% |
| Avg. Down Week | -2.38% | -5.21% |
| Avg. Up Month | 13.17% | 19.28% |
| Avg. Down Month | -5.15% | -11.05% |
| Win Days % | 49.58% | 50.99% |
| Win Month % | 58.33% | 60.71% |
| Win Week % | 52.31% | 47.9% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |