| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 139.43% | 53.66% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.79 | 0.31 |
| Sortino | 1.24 | 0.45 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.59 | 1.05 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 22.08 | 4.15 |
| Outlier Loss Ratio | 4.69 | 3.74 |
| Volatility (ann.) | 13.52% | 26.78% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.64 | 0.32 |
| Skew | 0.86 | 0.17 |
| Kurtosis | 25.95 | 6.32 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.17% | 1.55% |
| Expected Yearly % | 33.78% | 15.4% |
| Kelly Criterion | 9.33% | 10.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.28% |
| Expected Shortfall (cVaR) | -1.13% | -2.28% |
| Year | 4056838:BTCUSD | 4056838:btcusd:triple_gx:lsma195_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 18.42 | -0.31 | + |
| 2023 | 155.54 | 71.01 | 0.46 | - |
| 2024 | 45.69 | 18.24 | 0.40 | - |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| MTD | -2.12% | 1.54% |
| 3M | 18.12% | 23.23% |
| 6M | 17.41% | 68.64% |
| YTD | 18.24% | 45.69% |
| 1Y | 43.14% | 128.53% |
| 3Y (ann.) | 47.78% | 21.19% |
| 5Y (ann.) | 47.78% | 21.19% |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.92% | -8.69% |
| Avg. Drawdown Days | 21.0 | 50.0 |
| Recovery Factor | 7.72 | 0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2022-06-01 | 2022-07-24 | -14.42 | 52 |
| 2023-03-22 | 2023-06-21 | -12.98 | 90 |
| 2023-06-23 | 2023-10-24 | -12.63 | 122 |
| 2023-11-02 | 2024-02-14 | -11.92 | 104 |
| 2022-03-04 | 2022-03-27 | -9.46 | 23 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-08-08 | 2022-09-12 | -5.23 | 34 |
| Metric | 4056838:btcusd:triple_gx:lsma195_80_65 | 4056838:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.84% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 33.77% | 43.77% |
| Worst Month | -12.29% | -37.12% |
| Best Year | 71.01% | 155.54% |
| Worst Year | 18.24% | -58.73% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 4.48% | 7.37% |
| Avg. Down Week | -2.73% | -4.83% |
| Avg. Up Month | 12.24% | 20.01% |
| Avg. Down Month | -6.11% | -12.51% |
| Win Days % | 49.85% | 50.95% |
| Win Month % | 62.5% | 60.71% |
| Win Week % | 59.38% | 47.5% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |