| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 139.64% | 42.06% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.5 | 0.56 |
| Sortino | 2.62 | 0.83 |
| Payoff Ratio | 1.41 | 1.28 |
| Profit Factor | 1.48 | 1.09 |
| Common Sense Ratio | 2.09 | 1.13 |
| CPC Index | 1.05 | 0.72 |
| Tail Ratio | 1.41 | 1.03 |
| Outlier Win Ratio | 16.86 | 3.73 |
| Outlier Loss Ratio | 4.26 | 2.99 |
| Volatility (ann.) | 28.77% | 56.12% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.71 | 0.25 |
| Skew | 1.44 | 0.3 |
| Kurtosis | 14.53 | 3.7 |
| Expected Daily % | 0.11% | 0.04% |
| Expected Monthly % | 3.17% | 1.26% |
| Expected Yearly % | 33.82% | 12.42% |
| Kelly Criterion | 15.05% | 13.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -4.75% |
| Expected Shortfall (cVaR) | -2.36% | -4.75% |
| Year | 4056894:BTCUSD | 4056894:btcusd:triple_gx:lsma185_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.46 | 20.25 | -0.32 | + |
| 2023 | 154.85 | 59.04 | 0.38 | - |
| 2024 | 48.51 | 25.31 | 0.52 | - |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| MTD | -1.12% | -1.06% |
| 3M | 21.8% | 29.84% |
| 6M | 26.9% | 68.77% |
| YTD | 25.31% | 48.51% |
| 1Y | 50.73% | 133.4% |
| 3Y (ann.) | 47.69% | 16.96% |
| 5Y (ann.) | 47.69% | 16.96% |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -4.37% | -12.07% |
| Avg. Drawdown Days | 25.0 | 72.0 |
| Recovery Factor | 7.94 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -17.58 | 121 |
| 2022-06-01 | 2022-07-20 | -14.94 | 49 |
| 2023-03-25 | 2023-06-22 | -12.69 | 89 |
| 2023-12-10 | 2024-02-13 | -12.53 | 65 |
| 2023-06-26 | 2023-10-24 | -12.09 | 120 |
| 2022-07-21 | 2022-07-28 | -8.39 | 7 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2023-01-27 | 2023-03-17 | -4.70 | 49 |
| 2022-02-17 | 2022-03-22 | -4.24 | 33 |
| 2024-05-11 | 2024-05-14 | -3.96 | 3 |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894: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 | 33.0% | 45.57% |
| Worst Month | -10.66% | -36.86% |
| Best Year | 59.04% | 154.85% |
| Worst Year | 20.25% | -62.46% |
| Avg. Up Day | 2.02% | 2.09% |
| Avg. Down Day | -1.44% | -1.63% |
| Avg. Up Week | 5.64% | 7.49% |
| Avg. Down Week | -3.23% | -5.36% |
| Avg. Up Month | 13.85% | 21.72% |
| Avg. Down Month | -3.83% | -10.88% |
| Win Days % | 50.34% | 51.22% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 52.38% | 52.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |