| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 132.59% | 49.91% |
| Max Drawdown | -19.3% | -66.89% |
| Sharpe | 1.43 | 0.6 |
| Sortino | 2.43 | 0.9 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.45 | 1.1 |
| Common Sense Ratio | 1.95 | 1.13 |
| CPC Index | 0.98 | 0.71 |
| Tail Ratio | 1.35 | 1.03 |
| Outlier Win Ratio | 16.59 | 3.71 |
| Outlier Loss Ratio | 4.08 | 3.03 |
| Volatility (ann.) | 29.21% | 56.13% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.36 | 0.3 |
| Skew | 1.16 | 0.3 |
| Kurtosis | 13.67 | 3.68 |
| Expected Daily % | 0.1% | 0.05% |
| Expected Monthly % | 3.06% | 1.46% |
| Expected Yearly % | 32.49% | 14.45% |
| Kelly Criterion | 14.77% | 12.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -4.74% |
| Expected Shortfall (cVaR) | -2.4% | -4.74% |
| Year | 4056865:BTCUSD | 4056865:btcusd:triple_gx:lsma175_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.39 | 14.96 | -0.25 | + |
| 2023 | 154.85 | 57.62 | 0.37 | - |
| 2024 | 48.51 | 28.36 | 0.58 | - |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| MTD | -0.85% | -1.06% |
| 3M | 21.34% | 29.84% |
| 6M | 32.51% | 68.77% |
| YTD | 28.36% | 48.51% |
| 1Y | 52.72% | 133.4% |
| 3Y (ann.) | 45.6% | 19.75% |
| 5Y (ann.) | 45.6% | 19.75% |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Max Drawdown | -19.3% | -66.89% |
| Longest DD Days | 213.0 | 683.0 |
| Avg. Drawdown | -4.29% | -12.07% |
| Avg. Drawdown Days | 28.0 | 72.0 |
| Recovery Factor | 6.87 | 0.75 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-29 | -19.30 | 58 |
| 2022-09-14 | 2023-01-13 | -17.58 | 121 |
| 2023-03-25 | 2023-10-24 | -15.09 | 213 |
| 2022-02-17 | 2022-03-28 | -11.22 | 39 |
| 2023-12-10 | 2024-02-10 | -10.48 | 62 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2023-01-27 | 2023-03-18 | -5.69 | 50 |
| 2024-03-13 | 2024-05-14 | -5.07 | 62 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| 2023-03-23 | 2023-03-24 | -2.28 | 1 |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -8.75% | -30.92% |
| Best Month | 33.71% | 45.57% |
| Worst Month | -11.11% | -36.86% |
| Best Year | 57.62% | 154.85% |
| Worst Year | 14.96% | -60.39% |
| Avg. Up Day | 1.99% | 2.08% |
| Avg. Down Day | -1.52% | -1.64% |
| Avg. Up Week | 5.4% | 7.67% |
| Avg. Down Week | -3.59% | -5.53% |
| Avg. Up Month | 11.83% | 20.7% |
| Avg. Down Month | -5.68% | -11.33% |
| Win Days % | 51.66% | 51.34% |
| Win Month % | 64.0% | 50.0% |
| Win Week % | 56.45% | 52.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |