| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 149.41% | 42.49% |
| Max Drawdown | -21.09% | -67.18% |
| Sharpe | 0.79 | 0.28 |
| Sortino | 1.26 | 0.41 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.52 | 1.03 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 21.05 | 4.24 |
| Outlier Loss Ratio | 4.63 | 3.75 |
| Volatility (ann.) | 14.13% | 26.8% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.39 | 0.26 |
| Skew | 1.0 | 0.17 |
| Kurtosis | 24.68 | 6.29 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.32% | 1.27% |
| Expected Yearly % | 35.61% | 12.53% |
| Kelly Criterion | 9.25% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.29% |
| Expected Shortfall (cVaR) | -1.19% | -2.29% |
| Year | 4056867:BTCUSD | 4056867:btcusd:triple_gx:lsma190_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.30 | -0.28 | + |
| 2023 | 155.54 | 74.86 | 0.48 | - |
| 2024 | 45.69 | 21.60 | 0.47 | - |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| MTD | -2.6% | 1.54% |
| 3M | 15.17% | 23.23% |
| 6M | 24.94% | 68.64% |
| YTD | 21.6% | 45.69% |
| 1Y | 55.34% | 128.53% |
| 3Y (ann.) | 50.43% | 17.14% |
| 5Y (ann.) | 50.43% | 17.14% |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Max Drawdown | -21.09% | -67.18% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -3.42% | -9.65% |
| Avg. Drawdown Days | 18.0 | 53.0 |
| Recovery Factor | 7.08 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -21.09 | 57 |
| 2022-08-08 | 2023-01-12 | -18.70 | 157 |
| 2023-03-22 | 2023-06-21 | -13.78 | 90 |
| 2023-12-09 | 2024-02-12 | -13.51 | 65 |
| 2023-06-23 | 2023-10-24 | -12.66 | 122 |
| 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 |
| 2022-03-06 | 2022-03-24 | -5.87 | 18 |
| 2023-10-25 | 2023-11-01 | -3.09 | 7 |
| Metric | 4056867:btcusd:triple_gx:lsma190_85_65 | 4056867:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.0% | 35.75% |
| Worst Week | -8.72% | -29.64% |
| Best Month | 31.92% | 43.77% |
| Worst Month | -11.22% | -37.12% |
| Best Year | 74.86% | 155.54% |
| Worst Year | 17.3% | -61.73% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 5.0% | 7.69% |
| Avg. Down Week | -2.59% | -5.48% |
| Avg. Up Month | 11.16% | 17.68% |
| Avg. Down Month | -5.47% | -11.05% |
| Win Days % | 50.05% | 50.9% |
| Win Month % | 64.0% | 60.71% |
| Win Week % | 56.06% | 47.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |