| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 153.89% | 54.08% |
| Max Drawdown | -19.07% | -66.89% |
| Sharpe | 1.57 | 0.62 |
| Sortino | 2.77 | 0.94 |
| Payoff Ratio | 1.36 | 1.31 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | 2.35 | 1.15 |
| CPC Index | 1.06 | 0.74 |
| Tail Ratio | 1.55 | 1.04 |
| Outlier Win Ratio | 16.86 | 3.74 |
| Outlier Loss Ratio | 4.13 | 3.05 |
| Volatility (ann.) | 29.17% | 55.99% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.71 | 0.32 |
| Skew | 1.43 | 0.31 |
| Kurtosis | 13.96 | 3.74 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.38% | 1.56% |
| Expected Yearly % | 36.42% | 15.5% |
| Kelly Criterion | 16.02% | 14.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.39% | -4.72% |
| Expected Shortfall (cVaR) | -2.39% | -4.72% |
| Year | 4056867:BTCUSD | 4056867:btcusd:triple_gx:lsma190_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.29 | 17.30 | -0.29 | + |
| 2023 | 154.85 | 74.86 | 0.48 | - |
| 2024 | 48.51 | 23.79 | 0.49 | - |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| MTD | -0.85% | -1.06% |
| 3M | 21.34% | 29.84% |
| 6M | 27.18% | 68.77% |
| YTD | 23.79% | 48.51% |
| 1Y | 58.13% | 133.4% |
| 3Y (ann.) | 51.71% | 21.33% |
| 5Y (ann.) | 51.71% | 21.33% |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Max Drawdown | -19.07% | -66.89% |
| Longest DD Days | 156.0 | 683.0 |
| Avg. Drawdown | -4.32% | -11.46% |
| Avg. Drawdown Days | 28.0 | 72.0 |
| Recovery Factor | 8.07 | 0.81 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-29 | -19.07 | 58 |
| 2022-08-10 | 2023-01-13 | -17.70 | 156 |
| 2023-03-25 | 2023-06-22 | -12.71 | 89 |
| 2023-12-10 | 2024-02-13 | -12.39 | 65 |
| 2023-06-26 | 2023-10-24 | -11.05 | 120 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2022-03-07 | 2022-03-25 | -5.87 | 18 |
| 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 | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.22% | 28.96% |
| Worst Week | -8.94% | -30.92% |
| Best Month | 31.92% | 45.57% |
| Worst Month | -10.85% | -36.86% |
| Best Year | 74.86% | 154.85% |
| Worst Year | 17.3% | -59.29% |
| Avg. Up Day | 2.07% | 2.16% |
| Avg. Down Day | -1.52% | -1.65% |
| Avg. Up Week | 5.62% | 7.59% |
| Avg. Down Week | -3.22% | -5.48% |
| Avg. Up Month | 11.6% | 19.15% |
| Avg. Down Month | -4.61% | -10.05% |
| Win Days % | 51.56% | 51.35% |
| Win Month % | 64.0% | 50.0% |
| Win Week % | 55.74% | 52.94% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |