| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 153.68% | 46.15% |
| Max Drawdown | -19.51% | -66.89% |
| Sharpe | 1.56 | 0.58 |
| Sortino | 2.68 | 0.87 |
| Payoff Ratio | 1.27 | 1.25 |
| Profit Factor | 1.49 | 1.09 |
| Common Sense Ratio | 2.06 | 1.13 |
| CPC Index | 1.01 | 0.7 |
| Tail Ratio | 1.39 | 1.03 |
| Outlier Win Ratio | 16.26 | 3.67 |
| Outlier Loss Ratio | 3.94 | 3.04 |
| Volatility (ann.) | 29.08% | 56.04% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.62 | 0.27 |
| Skew | 1.26 | 0.3 |
| Kurtosis | 13.72 | 3.7 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.38% | 1.36% |
| Expected Yearly % | 36.38% | 13.48% |
| Kelly Criterion | 16.58% | 12.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.38% | -4.74% |
| Expected Shortfall (cVaR) | -2.38% | -4.74% |
| Year | 4056832:BTCUSD | 4056832:btcusd:triple_gx:lsma165_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.38 | 19.61 | -0.32 | + |
| 2023 | 154.85 | 70.04 | 0.45 | - |
| 2024 | 48.51 | 24.73 | 0.51 | - |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| MTD | 2.45% | -1.06% |
| 3M | 23.55% | 29.84% |
| 6M | 35.84% | 68.77% |
| YTD | 24.73% | 48.51% |
| 1Y | 56.27% | 133.4% |
| 3Y (ann.) | 51.11% | 18.33% |
| 5Y (ann.) | 51.11% | 18.33% |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Max Drawdown | -19.51% | -66.89% |
| Longest DD Days | 213.0 | 683.0 |
| Avg. Drawdown | -4.66% | -11.27% |
| Avg. Drawdown Days | 30.0 | 67.0 |
| Recovery Factor | 7.88 | 0.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-09-13 | -19.51 | 167 |
| 2022-09-14 | 2022-12-15 | -17.58 | 92 |
| 2023-03-25 | 2023-10-24 | -13.79 | 213 |
| 2023-12-10 | 2024-02-15 | -12.16 | 67 |
| 2022-03-10 | 2022-03-28 | -8.71 | 18 |
| 2023-01-25 | 2023-03-18 | -6.83 | 52 |
| 2024-05-11 | 2024-05-14 | -3.05 | 3 |
| 2022-02-17 | 2022-03-09 | -2.53 | 20 |
| 2022-02-12 | 2022-02-15 | -2.51 | 3 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| Metric | 4056832:btcusd:triple_gx:lsma165_80_65 | 4056832:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -7.72% | -30.92% |
| Best Month | 35.64% | 45.57% |
| Worst Month | -11.86% | -36.86% |
| Best Year | 70.04% | 154.85% |
| Worst Year | 19.61% | -61.38% |
| Avg. Up Day | 1.98% | 2.14% |
| Avg. Down Day | -1.56% | -1.71% |
| Avg. Up Week | 5.42% | 7.44% |
| Avg. Down Week | -3.36% | -5.39% |
| Avg. Up Month | 13.0% | 20.7% |
| Avg. Down Month | -5.64% | -11.34% |
| Win Days % | 53.33% | 51.15% |
| Win Month % | 64.0% | 50.0% |
| Win Week % | 58.06% | 52.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |