| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 160.78% | 39.55% |
| Max Drawdown | -18.59% | -67.18% |
| Sharpe | 0.85 | 0.27 |
| Sortino | 1.34 | 0.39 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.68 | 1.03 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 21.41 | 4.15 |
| Outlier Loss Ratio | 4.71 | 3.72 |
| Volatility (ann.) | 13.67% | 26.79% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.87 | 0.24 |
| Skew | 0.83 | 0.17 |
| Kurtosis | 25.21 | 6.29 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.48% | 1.2% |
| Expected Yearly % | 37.64% | 11.75% |
| Kelly Criterion | 9.87% | 11.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.29% |
| Expected Shortfall (cVaR) | -1.14% | -2.29% |
| Year | 4056836:BTCUSD | 4056836:btcusd:triple_gx:lsma185_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 21.62 | -0.35 | + |
| 2023 | 155.54 | 75.55 | 0.49 | - |
| 2024 | 45.69 | 22.14 | 0.48 | - |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| MTD | 0.64% | 1.54% |
| 3M | 21.46% | 23.23% |
| 6M | 25.51% | 68.64% |
| YTD | 22.14% | 45.69% |
| 1Y | 55.83% | 128.53% |
| 3Y (ann.) | 53.37% | 16.03% |
| 5Y (ann.) | 53.37% | 16.03% |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Max Drawdown | -18.59% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.15% | -9.77% |
| Avg. Drawdown Days | 16.0 | 54.0 |
| Recovery Factor | 8.65 | 0.59 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.59 | 57 |
| 2022-09-13 | 2022-12-13 | -18.07 | 91 |
| 2023-06-23 | 2023-10-24 | -12.86 | 122 |
| 2023-12-09 | 2024-02-14 | -12.61 | 67 |
| 2023-03-22 | 2023-06-21 | -11.55 | 90 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-01-21 | 2023-03-17 | -5.05 | 54 |
| 2022-08-08 | 2022-09-12 | -4.60 | 34 |
| 2024-05-10 | 2024-05-14 | -4.55 | 4 |
| Metric | 4056836:btcusd:triple_gx:lsma185_80_65 | 4056836:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.43% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 33.3% | 43.77% |
| Worst Month | -11.28% | -37.12% |
| Best Year | 75.55% | 155.54% |
| Worst Year | 21.62% | -62.52% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 4.87% | 7.66% |
| Avg. Down Week | -2.58% | -5.8% |
| Avg. Up Month | 11.2% | 17.8% |
| Avg. Down Month | -4.93% | -11.23% |
| Win Days % | 50.14% | 50.89% |
| Win Month % | 61.54% | 57.14% |
| Win Week % | 56.25% | 47.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |