| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 158.98% | 42.06% |
| Max Drawdown | -18.9% | -66.89% |
| Sharpe | 1.6 | 0.56 |
| Sortino | 2.84 | 0.83 |
| Payoff Ratio | 1.41 | 1.3 |
| Profit Factor | 1.53 | 1.09 |
| Common Sense Ratio | 2.15 | 1.13 |
| CPC Index | 1.09 | 0.73 |
| Tail Ratio | 1.41 | 1.03 |
| Outlier Win Ratio | 16.73 | 3.74 |
| Outlier Loss Ratio | 4.29 | 3.0 |
| Volatility (ann.) | 29.03% | 56.12% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.8 | 0.25 |
| Skew | 1.46 | 0.3 |
| Kurtosis | 14.15 | 3.7 |
| Expected Daily % | 0.12% | 0.04% |
| Expected Monthly % | 3.46% | 1.26% |
| Expected Yearly % | 37.33% | 12.42% |
| Kelly Criterion | 15.44% | 13.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -4.75% |
| Expected Shortfall (cVaR) | -2.37% | -4.75% |
| Year | 4056866:BTCUSD | 4056866:btcusd:triple_gx:lsma185_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.46 | 23.09 | -0.37 | + |
| 2023 | 154.85 | 68.55 | 0.44 | - |
| 2024 | 48.51 | 24.83 | 0.51 | - |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| MTD | -0.85% | -1.06% |
| 3M | 21.34% | 29.84% |
| 6M | 27.69% | 68.77% |
| YTD | 24.83% | 48.51% |
| 1Y | 58.44% | 133.4% |
| 3Y (ann.) | 52.9% | 16.96% |
| 5Y (ann.) | 52.9% | 16.96% |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Max Drawdown | -18.9% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -4.16% | -12.07% |
| Avg. Drawdown Days | 27.0 | 72.0 |
| Recovery Factor | 8.41 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-29 | -18.90 | 58 |
| 2022-09-14 | 2023-01-12 | -17.58 | 120 |
| 2023-03-25 | 2023-06-22 | -12.19 | 89 |
| 2023-12-10 | 2024-02-13 | -11.65 | 65 |
| 2023-06-26 | 2023-10-24 | -11.15 | 120 |
| 2022-03-30 | 2022-05-31 | -6.31 | 62 |
| 2024-03-13 | 2024-05-14 | -5.07 | 62 |
| 2023-01-27 | 2023-03-17 | -4.83 | 49 |
| 2022-08-10 | 2022-09-13 | -3.18 | 34 |
| 2022-02-17 | 2022-03-22 | -2.71 | 33 |
| Metric | 4056866:btcusd:triple_gx:lsma185_85_65 | 4056866:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -7.78% | -30.92% |
| Best Month | 32.83% | 45.57% |
| Worst Month | -10.66% | -36.86% |
| Best Year | 68.55% | 154.85% |
| Worst Year | 23.09% | -62.46% |
| Avg. Up Day | 2.06% | 2.11% |
| Avg. Down Day | -1.46% | -1.62% |
| Avg. Up Week | 5.47% | 7.59% |
| Avg. Down Week | -2.98% | -5.61% |
| Avg. Up Month | 12.9% | 20.7% |
| Avg. Down Month | -3.93% | -10.51% |
| Win Days % | 50.51% | 51.22% |
| Win Month % | 57.69% | 50.0% |
| Win Week % | 54.84% | 52.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |