| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 132.59% | 80.68% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.43 | 0.76 |
| Sortino | 2.45 | 1.14 |
| Payoff Ratio | 1.31 | 1.28 |
| Profit Factor | 1.47 | 1.12 |
| Common Sense Ratio | 2.13 | 1.21 |
| CPC Index | 1.02 | 0.75 |
| Tail Ratio | 1.44 | 1.07 |
| Outlier Win Ratio | 17.74 | 3.78 |
| Outlier Loss Ratio | 3.86 | 3.11 |
| Volatility (ann.) | 29.5% | 55.64% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.63 | 0.46 |
| Skew | 1.35 | 0.35 |
| Kurtosis | 14.5 | 3.81 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 3.06% | 2.14% |
| Expected Yearly % | 32.49% | 21.8% |
| Kelly Criterion | 16.47% | 13.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.42% | -4.68% |
| Expected Shortfall (cVaR) | -2.42% | -4.68% |
| Year | 4056842:BTCUSD | 4056842:btcusd:triple_gx:lsma215_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.26 | 13.19 | -0.25 | + |
| 2023 | 154.85 | 66.12 | 0.43 | - |
| 2024 | 48.51 | 23.70 | 0.49 | - |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| MTD | 2.28% | -1.06% |
| 3M | 23.35% | 29.84% |
| 6M | 16.37% | 68.77% |
| YTD | 23.7% | 48.51% |
| 1Y | 43.51% | 133.4% |
| 3Y (ann.) | 46.28% | 30.55% |
| 5Y (ann.) | 46.28% | 30.55% |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -5.08% | -10.4% |
| Avg. Drawdown Days | 32.0 | 71.0 |
| Recovery Factor | 7.54 | 1.21 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-12 | -17.58 | 120 |
| 2023-11-12 | 2024-03-04 | -14.63 | 113 |
| 2022-06-02 | 2022-07-28 | -13.96 | 56 |
| 2023-03-25 | 2023-06-21 | -13.39 | 88 |
| 2022-03-04 | 2022-03-28 | -11.24 | 24 |
| 2023-06-26 | 2023-10-24 | -9.88 | 120 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2022-08-10 | 2022-08-11 | -4.06 | 1 |
| 2022-08-12 | 2022-09-13 | -3.14 | 32 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 16.59% | 28.96% |
| Worst Week | -8.79% | -30.92% |
| Best Month | 33.19% | 45.57% |
| Worst Month | -12.27% | -36.86% |
| Best Year | 66.12% | 154.85% |
| Worst Year | 13.19% | -52.26% |
| Avg. Up Day | 2.11% | 2.26% |
| Avg. Down Day | -1.61% | -1.76% |
| Avg. Up Week | 5.82% | 7.48% |
| Avg. Down Week | -3.46% | -5.42% |
| Avg. Up Month | 14.44% | 22.87% |
| Avg. Down Month | -5.01% | -11.34% |
| Win Days % | 52.57% | 51.6% |
| Win Month % | 56.0% | 53.57% |
| Win Week % | 53.33% | 53.78% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |