| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 132.4% | 63.94% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.74 | 0.34 |
| Sortino | 1.16 | 0.49 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 21.42 | 4.25 |
| Outlier Loss Ratio | 4.53 | 3.79 |
| Volatility (ann.) | 14.27% | 26.71% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.55 | 0.37 |
| Skew | 1.03 | 0.18 |
| Kurtosis | 26.87 | 6.4 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.06% | 1.78% |
| Expected Yearly % | 32.46% | 17.91% |
| Kelly Criterion | 8.58% | 10.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.27% |
| Expected Shortfall (cVaR) | -1.2% | -2.27% |
| Year | 4056871:BTCUSD | 4056871:btcusd:triple_gx:lsma210_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 16.16 | -0.29 | + |
| 2023 | 155.54 | 60.56 | 0.39 | - |
| 2024 | 45.69 | 24.60 | 0.54 | - |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| MTD | 0.59% | 1.54% |
| 3M | 18.94% | 23.23% |
| 6M | 18.94% | 68.64% |
| YTD | 24.6% | 45.69% |
| 1Y | 47.02% | 128.53% |
| 3Y (ann.) | 46.09% | 24.88% |
| 5Y (ann.) | 46.09% | 24.88% |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.96% | -7.55% |
| Avg. Drawdown Days | 19.0 | 42.0 |
| Recovery Factor | 7.33 | 0.95 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2022-05-31 | 2022-07-19 | -17.28 | 48 |
| 2023-11-02 | 2024-02-14 | -17.25 | 104 |
| 2023-03-22 | 2023-06-21 | -14.98 | 90 |
| 2023-06-23 | 2023-10-23 | -11.64 | 122 |
| 2022-03-03 | 2022-03-27 | -10.67 | 24 |
| 2022-07-19 | 2022-07-27 | -8.22 | 8 |
| 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 | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 16.39% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 32.71% | 43.77% |
| Worst Month | -10.58% | -37.12% |
| Best Year | 60.56% | 155.54% |
| Worst Year | 16.16% | -55.97% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 5.1% | 7.97% |
| Avg. Down Week | -2.8% | -5.4% |
| Avg. Up Month | 13.15% | 19.28% |
| Avg. Down Month | -5.34% | -11.05% |
| Win Days % | 49.62% | 51.0% |
| Win Month % | 58.33% | 60.71% |
| Win Week % | 53.97% | 48.74% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |