| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 125.8% | 45.54% |
| Max Drawdown | -21.32% | -67.18% |
| Sharpe | 0.7 | 0.29 |
| Sortino | 1.09 | 0.42 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.48 | 1.03 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 20.39 | 4.19 |
| Outlier Loss Ratio | 4.59 | 3.75 |
| Volatility (ann.) | 14.35% | 26.78% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.05 | 0.27 |
| Skew | 0.71 | 0.17 |
| Kurtosis | 24.67 | 6.28 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.95% | 1.35% |
| Expected Yearly % | 31.19% | 13.32% |
| Kelly Criterion | 8.12% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.28% |
| Expected Shortfall (cVaR) | -1.21% | -2.28% |
| Year | 4056865:BTCUSD | 4056865:btcusd:triple_gx:lsma175_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 13.61 | -0.22 | + |
| 2023 | 155.54 | 57.62 | 0.37 | - |
| 2024 | 45.69 | 26.09 | 0.57 | - |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| MTD | -2.6% | 1.54% |
| 3M | 15.17% | 23.23% |
| 6M | 30.17% | 68.64% |
| YTD | 26.09% | 45.69% |
| 1Y | 50.03% | 128.53% |
| 3Y (ann.) | 43.63% | 18.16% |
| 5Y (ann.) | 43.63% | 18.16% |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Max Drawdown | -21.32% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.49% | -7.89% |
| Avg. Drawdown Days | 18.0 | 47.0 |
| Recovery Factor | 5.9 | 0.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -21.32 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2023-03-22 | 2023-10-24 | -16.13 | 215 |
| 2023-12-09 | 2024-02-09 | -12.22 | 62 |
| 2022-02-16 | 2022-03-27 | -12.18 | 39 |
| 2022-03-29 | 2022-05-30 | -7.14 | 61 |
| 2024-03-11 | 2024-05-14 | -6.58 | 64 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-01-21 | 2023-03-17 | -6.25 | 54 |
| 2023-10-25 | 2023-11-01 | -3.09 | 7 |
| Metric | 4056865:btcusd:triple_gx:lsma175_85_65 | 4056865:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 16.2% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 33.71% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 57.62% | 155.54% |
| Worst Year | 13.61% | -60.91% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 5.07% | 7.78% |
| Avg. Down Week | -2.88% | -5.47% |
| Avg. Up Month | 10.87% | 17.73% |
| Avg. Down Month | -6.0% | -11.05% |
| Win Days % | 50.0% | 50.88% |
| Win Month % | 60.0% | 60.71% |
| Win Week % | 54.55% | 47.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |