| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 136.57% | 64.88% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.42 | 0.68 |
| Sortino | 2.47 | 1.02 |
| Payoff Ratio | 1.37 | 1.3 |
| Profit Factor | 1.46 | 1.11 |
| Common Sense Ratio | 2.05 | 1.18 |
| CPC Index | 1.02 | 0.75 |
| Tail Ratio | 1.4 | 1.06 |
| Outlier Win Ratio | 17.63 | 3.96 |
| Outlier Loss Ratio | 3.93 | 3.11 |
| Volatility (ann.) | 30.38% | 55.92% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.69 | 0.38 |
| Skew | 1.39 | 0.32 |
| Kurtosis | 13.19 | 3.77 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.12% | 1.8% |
| Expected Yearly % | 33.25% | 18.14% |
| Kelly Criterion | 15.25% | 14.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.5% | -4.71% |
| Expected Shortfall (cVaR) | -2.5% | -4.71% |
| Year | 4056871:BTCUSD | 4056871:btcusd:triple_gx:lsma210_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.44 | 16.16 | -0.29 | + |
| 2023 | 154.85 | 60.56 | 0.39 | - |
| 2024 | 48.51 | 26.84 | 0.55 | - |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| MTD | 2.4% | -1.06% |
| 3M | 25.32% | 29.84% |
| 6M | 19.41% | 68.77% |
| YTD | 26.84% | 48.51% |
| 1Y | 49.66% | 133.4% |
| 3Y (ann.) | 47.34% | 25.24% |
| 5Y (ann.) | 47.34% | 25.24% |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -4.8% | -10.26% |
| Avg. Drawdown Days | 29.0 | 66.0 |
| Recovery Factor | 7.77 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-14 | -17.58 | 122 |
| 2023-11-03 | 2024-02-15 | -16.40 | 104 |
| 2022-06-01 | 2022-07-20 | -15.16 | 49 |
| 2023-03-25 | 2023-06-22 | -13.93 | 89 |
| 2022-03-04 | 2022-03-28 | -10.61 | 24 |
| 2023-06-26 | 2023-10-24 | -10.17 | 120 |
| 2022-07-24 | 2022-07-28 | -7.20 | 4 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2022-08-10 | 2022-08-11 | -4.06 | 1 |
| 2022-08-12 | 2022-09-13 | -2.73 | 32 |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 16.59% | 28.96% |
| Worst Week | -8.79% | -30.92% |
| Best Month | 32.71% | 45.57% |
| Worst Month | -10.14% | -36.86% |
| Best Year | 60.56% | 154.85% |
| Worst Year | 16.16% | -56.44% |
| Avg. Up Day | 2.22% | 2.27% |
| Avg. Down Day | -1.63% | -1.74% |
| Avg. Up Week | 6.11% | 7.68% |
| Avg. Down Week | -3.61% | -5.65% |
| Avg. Up Month | 14.99% | 22.87% |
| Avg. Down Month | -4.52% | -10.15% |
| Win Days % | 51.07% | 51.54% |
| Win Month % | 54.17% | 50.0% |
| Win Week % | 53.45% | 53.78% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |