| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 131.53% | 55.59% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.44 | 0.63 |
| Sortino | 2.5 | 0.95 |
| Payoff Ratio | 1.34 | 1.31 |
| Profit Factor | 1.46 | 1.1 |
| Common Sense Ratio | 2.06 | 1.15 |
| CPC Index | 1.0 | 0.75 |
| Tail Ratio | 1.41 | 1.04 |
| Outlier Win Ratio | 17.21 | 3.73 |
| Outlier Loss Ratio | 4.14 | 3.06 |
| Volatility (ann.) | 28.91% | 56.02% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.6 | 0.33 |
| Skew | 1.39 | 0.31 |
| Kurtosis | 14.4 | 3.73 |
| Expected Daily % | 0.1% | 0.05% |
| Expected Monthly % | 3.04% | 1.59% |
| Expected Yearly % | 32.29% | 15.87% |
| Kelly Criterion | 14.79% | 14.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -4.73% |
| Expected Shortfall (cVaR) | -2.37% | -4.73% |
| Year | 4056897:BTCUSD | 4056897:btcusd:triple_gx:lsma195_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.89 | 17.85 | -0.30 | + |
| 2023 | 154.85 | 57.33 | 0.37 | - |
| 2024 | 48.51 | 24.88 | 0.51 | - |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| MTD | -1.12% | -1.06% |
| 3M | 21.8% | 29.84% |
| 6M | 22.2% | 68.77% |
| YTD | 24.88% | 48.51% |
| 1Y | 44.17% | 133.4% |
| 3Y (ann.) | 45.64% | 21.89% |
| 5Y (ann.) | 45.64% | 21.89% |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -4.64% | -11.39% |
| Avg. Drawdown Days | 27.0 | 72.0 |
| Recovery Factor | 7.48 | 0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-14 | -17.58 | 122 |
| 2023-03-25 | 2023-06-22 | -14.10 | 89 |
| 2023-11-03 | 2024-02-13 | -13.72 | 102 |
| 2023-06-26 | 2023-10-24 | -11.87 | 120 |
| 2022-06-01 | 2022-07-18 | -10.59 | 47 |
| 2022-03-05 | 2022-03-28 | -9.46 | 23 |
| 2022-07-21 | 2022-07-28 | -8.39 | 7 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2022-08-10 | 2022-09-12 | -4.06 | 33 |
| 2024-05-11 | 2024-05-14 | -3.96 | 3 |
| Metric | 4056897:btcusd:triple_gx:lsma195_90_65 | 4056897: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 | 33.47% | 45.57% |
| Worst Month | -11.82% | -36.86% |
| Best Year | 57.33% | 154.85% |
| Worst Year | 17.85% | -58.89% |
| Avg. Up Day | 2.05% | 2.16% |
| Avg. Down Day | -1.53% | -1.64% |
| Avg. Up Week | 5.63% | 7.13% |
| Avg. Down Week | -3.73% | -5.31% |
| Avg. Up Month | 14.98% | 22.87% |
| Avg. Down Month | -4.23% | -10.93% |
| Win Days % | 51.21% | 51.41% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 55.0% | 52.94% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |