| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 134.31% | 43.68% |
| Max Drawdown | -18.21% | -66.89% |
| Sharpe | 1.45 | 0.57 |
| Sortino | 2.52 | 0.85 |
| Payoff Ratio | 1.39 | 1.31 |
| Profit Factor | 1.45 | 1.09 |
| Common Sense Ratio | 1.94 | 1.13 |
| CPC Index | 1.01 | 0.74 |
| Tail Ratio | 1.33 | 1.03 |
| Outlier Win Ratio | 16.46 | 3.73 |
| Outlier Loss Ratio | 4.25 | 3.0 |
| Volatility (ann.) | 28.91% | 56.09% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.53 | 0.26 |
| Skew | 1.35 | 0.3 |
| Kurtosis | 14.13 | 3.71 |
| Expected Daily % | 0.1% | 0.04% |
| Expected Monthly % | 3.09% | 1.3% |
| Expected Yearly % | 32.82% | 12.84% |
| Kelly Criterion | 14.11% | 14.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -4.74% |
| Expected Shortfall (cVaR) | -2.37% | -4.74% |
| Year | 4056923:BTCUSD | 4056923:btcusd:triple_gx:lsma180_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 14.03 | -0.23 | + |
| 2023 | 154.85 | 50.90 | 0.33 | - |
| 2024 | 48.51 | 36.16 | 0.75 | - |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| MTD | 3.6% | -1.06% |
| 3M | 27.72% | 29.84% |
| 6M | 38.23% | 68.77% |
| YTD | 36.16% | 48.51% |
| 1Y | 59.13% | 133.4% |
| 3Y (ann.) | 46.15% | 17.53% |
| 5Y (ann.) | 46.15% | 17.53% |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Max Drawdown | -18.21% | -66.89% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -4.6% | -12.07% |
| Avg. Drawdown Days | 27.0 | 72.0 |
| Recovery Factor | 7.38 | 0.65 |
| Ulcer Index | 1.01 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-14 | -18.21 | 122 |
| 2022-06-01 | 2022-07-20 | -15.32 | 49 |
| 2023-03-25 | 2023-06-24 | -13.93 | 91 |
| 2023-06-26 | 2023-10-24 | -11.91 | 120 |
| 2023-12-10 | 2024-02-10 | -10.28 | 62 |
| 2022-07-21 | 2022-07-29 | -10.02 | 8 |
| 2023-01-27 | 2023-03-18 | -6.34 | 50 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2022-02-17 | 2022-03-25 | -5.31 | 36 |
| 2022-07-30 | 2022-09-13 | -3.05 | 45 |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 14.62% | 28.96% |
| Worst Week | -8.12% | -30.92% |
| Best Month | 33.42% | 45.57% |
| Worst Month | -11.35% | -36.86% |
| Best Year | 50.9% | 154.85% |
| Worst Year | 14.03% | -62.04% |
| Avg. Up Day | 2.02% | 2.06% |
| Avg. Down Day | -1.45% | -1.57% |
| Avg. Up Week | 5.41% | 7.54% |
| Avg. Down Week | -3.58% | -6.03% |
| Avg. Up Month | 12.49% | 20.7% |
| Avg. Down Month | -4.06% | -12.47% |
| Win Days % | 50.0% | 51.28% |
| Win Month % | 53.85% | 50.0% |
| Win Week % | 53.97% | 52.5% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |