| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 165.46% | 42.06% |
| Max Drawdown | -17.75% | -66.89% |
| Sharpe | 1.68 | 0.56 |
| Sortino | 2.93 | 0.83 |
| Payoff Ratio | 1.33 | 1.28 |
| Profit Factor | 1.57 | 1.09 |
| Common Sense Ratio | 2.39 | 1.13 |
| CPC Index | 1.11 | 0.71 |
| Tail Ratio | 1.53 | 1.03 |
| Outlier Win Ratio | 17.3 | 3.68 |
| Outlier Loss Ratio | 4.13 | 3.0 |
| Volatility (ann.) | 28.25% | 56.12% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.08 | 0.25 |
| Skew | 1.38 | 0.3 |
| Kurtosis | 15.27 | 3.7 |
| Expected Daily % | 0.12% | 0.04% |
| Expected Monthly % | 3.55% | 1.26% |
| Expected Yearly % | 38.46% | 12.42% |
| Kelly Criterion | 17.94% | 13.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -4.75% |
| Expected Shortfall (cVaR) | -2.3% | -4.75% |
| Year | 4056836:BTCUSD | 4056836:btcusd:triple_gx:lsma185_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.46 | 21.62 | -0.35 | + |
| 2023 | 154.85 | 75.55 | 0.49 | - |
| 2024 | 48.51 | 24.34 | 0.50 | - |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| MTD | 2.45% | -1.06% |
| 3M | 23.55% | 29.84% |
| 6M | 27.77% | 68.77% |
| YTD | 24.34% | 48.51% |
| 1Y | 58.63% | 133.4% |
| 3Y (ann.) | 54.59% | 16.96% |
| 5Y (ann.) | 54.59% | 16.96% |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Max Drawdown | -17.75% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -4.04% | -12.07% |
| Avg. Drawdown Days | 24.0 | 72.0 |
| Recovery Factor | 9.32 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -17.75 | 57 |
| 2022-09-14 | 2022-12-14 | -17.58 | 91 |
| 2023-12-10 | 2024-02-15 | -11.14 | 67 |
| 2023-06-26 | 2023-10-24 | -11.02 | 120 |
| 2023-03-25 | 2023-06-21 | -10.46 | 88 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2023-01-25 | 2023-03-17 | -4.37 | 51 |
| 2022-02-17 | 2022-03-22 | -3.34 | 33 |
| 2022-08-10 | 2022-09-13 | -3.18 | 34 |
| 2024-05-11 | 2024-05-14 | -3.05 | 3 |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -7.67% | -30.92% |
| Best Month | 33.3% | 45.57% |
| Worst Month | -11.19% | -36.86% |
| Best Year | 75.55% | 154.85% |
| Worst Year | 21.62% | -62.46% |
| Avg. Up Day | 1.98% | 2.11% |
| Avg. Down Day | -1.49% | -1.65% |
| Avg. Up Week | 5.35% | 7.44% |
| Avg. Down Week | -2.91% | -5.5% |
| Avg. Up Month | 12.59% | 20.7% |
| Avg. Down Month | -4.14% | -11.97% |
| Win Days % | 53.17% | 51.22% |
| Win Month % | 57.69% | 50.0% |
| Win Week % | 53.97% | 52.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |