| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 131.89% | 45.54% |
| Max Drawdown | -18.99% | -67.18% |
| Sharpe | 0.74 | 0.29 |
| Sortino | 1.14 | 0.42 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.58 | 1.03 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 20.68 | 4.06 |
| Outlier Loss Ratio | 4.61 | 3.73 |
| Volatility (ann.) | 13.88% | 26.78% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.39 | 0.27 |
| Skew | 0.53 | 0.17 |
| Kurtosis | 25.32 | 6.28 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.05% | 1.35% |
| Expected Yearly % | 32.36% | 13.32% |
| Kelly Criterion | 8.58% | 9.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.28% |
| Expected Shortfall (cVaR) | -1.17% | -2.28% |
| Year | 4056834:BTCUSD | 4056834:btcusd:triple_gx:lsma175_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 12.47 | -0.20 | + |
| 2023 | 155.54 | 64.16 | 0.41 | - |
| 2024 | 45.69 | 25.59 | 0.56 | - |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| MTD | 0.64% | 1.54% |
| 3M | 21.46% | 23.23% |
| 6M | 30.24% | 68.64% |
| YTD | 25.59% | 45.69% |
| 1Y | 50.21% | 128.53% |
| 3Y (ann.) | 45.34% | 18.16% |
| 5Y (ann.) | 45.34% | 18.16% |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Max Drawdown | -18.99% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.44% | -7.89% |
| Avg. Drawdown Days | 19.0 | 47.0 |
| Recovery Factor | 6.94 | 0.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.99 | 57 |
| 2022-09-13 | 2023-01-09 | -18.40 | 118 |
| 2023-03-22 | 2023-10-24 | -14.48 | 215 |
| 2022-02-16 | 2022-03-28 | -12.80 | 40 |
| 2023-12-09 | 2024-02-09 | -11.82 | 62 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-01-21 | 2023-03-17 | -5.91 | 54 |
| 2024-05-10 | 2024-05-14 | -4.55 | 4 |
| 2024-02-09 | 2024-02-14 | -3.35 | 4 |
| Metric | 4056834:btcusd:triple_gx:lsma175_80_65 | 4056834:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 16.2% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 34.18% | 43.77% |
| Worst Month | -13.22% | -37.12% |
| Best Year | 64.16% | 155.54% |
| Worst Year | 12.47% | -60.91% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 4.77% | 7.66% |
| Avg. Down Week | -3.0% | -5.44% |
| Avg. Up Month | 9.79% | 16.48% |
| Avg. Down Month | -7.67% | -12.51% |
| Win Days % | 49.95% | 50.88% |
| Win Month % | 68.0% | 60.71% |
| Win Week % | 56.92% | 47.5% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |