| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 138.86% | 49.91% |
| Max Drawdown | -18.16% | -66.89% |
| Sharpe | 1.5 | 0.6 |
| Sortino | 2.51 | 0.9 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.48 | 1.1 |
| Common Sense Ratio | 2.0 | 1.13 |
| CPC Index | 0.99 | 0.69 |
| Tail Ratio | 1.35 | 1.03 |
| Outlier Win Ratio | 17.13 | 3.65 |
| Outlier Loss Ratio | 3.93 | 3.03 |
| Volatility (ann.) | 28.42% | 56.13% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.61 | 0.3 |
| Skew | 1.06 | 0.3 |
| Kurtosis | 14.78 | 3.68 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.16% | 1.46% |
| Expected Yearly % | 33.68% | 14.45% |
| Kelly Criterion | 17.02% | 11.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -4.74% |
| Expected Shortfall (cVaR) | -2.33% | -4.74% |
| Year | 4056834:BTCUSD | 4056834:btcusd:triple_gx:lsma175_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.39 | 13.81 | -0.23 | + |
| 2023 | 154.85 | 64.16 | 0.41 | - |
| 2024 | 48.51 | 27.85 | 0.57 | - |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| MTD | 2.45% | -1.06% |
| 3M | 23.55% | 29.84% |
| 6M | 32.58% | 68.77% |
| YTD | 27.85% | 48.51% |
| 1Y | 52.91% | 133.4% |
| 3Y (ann.) | 47.34% | 19.75% |
| 5Y (ann.) | 47.34% | 19.75% |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Max Drawdown | -18.16% | -66.89% |
| Longest DD Days | 213.0 | 683.0 |
| Avg. Drawdown | -4.61% | -12.07% |
| Avg. Drawdown Days | 29.0 | 72.0 |
| Recovery Factor | 7.65 | 0.75 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -18.16 | 57 |
| 2022-09-14 | 2022-12-15 | -17.58 | 92 |
| 2023-03-25 | 2023-10-24 | -13.42 | 213 |
| 2022-02-17 | 2022-03-28 | -11.84 | 39 |
| 2023-12-10 | 2024-02-10 | -9.97 | 62 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2023-02-24 | 2023-03-17 | -5.55 | 21 |
| 2024-05-11 | 2024-05-14 | -3.05 | 3 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| 2023-03-23 | 2023-03-24 | -2.28 | 1 |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -8.75% | -30.92% |
| Best Month | 34.18% | 45.57% |
| Worst Month | -13.13% | -36.86% |
| Best Year | 64.16% | 154.85% |
| Worst Year | 13.81% | -60.39% |
| Avg. Up Day | 1.93% | 2.07% |
| Avg. Down Day | -1.56% | -1.68% |
| Avg. Up Week | 5.12% | 7.39% |
| Avg. Down Week | -3.46% | -5.43% |
| Avg. Up Month | 11.51% | 20.7% |
| Avg. Down Month | -6.75% | -13.04% |
| Win Days % | 54.14% | 51.34% |
| Win Month % | 68.0% | 50.0% |
| Win Week % | 57.14% | 52.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |