| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 141.57% | 53.66% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.77 | 0.31 |
| Sortino | 1.23 | 0.45 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.52 | 1.05 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 21.49 | 4.24 |
| Outlier Loss Ratio | 4.62 | 3.76 |
| Volatility (ann.) | 14.01% | 26.78% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.68 | 0.32 |
| Skew | 1.02 | 0.17 |
| Kurtosis | 25.24 | 6.32 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.2% | 1.55% |
| Expected Yearly % | 34.18% | 15.4% |
| Kelly Criterion | 9.19% | 9.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.28% |
| Expected Shortfall (cVaR) | -1.18% | -2.28% |
| Year | 4056868:BTCUSD | 4056868:btcusd:triple_gx:lsma195_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 18.74 | -0.32 | + |
| 2023 | 155.54 | 65.67 | 0.42 | - |
| 2024 | 45.69 | 22.81 | 0.50 | - |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| MTD | -2.12% | 1.54% |
| 3M | 15.73% | 23.23% |
| 6M | 21.39% | 68.64% |
| YTD | 22.81% | 45.69% |
| 1Y | 48.64% | 128.53% |
| 3Y (ann.) | 48.37% | 21.19% |
| 5Y (ann.) | 48.37% | 21.19% |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.91% | -8.69% |
| Avg. Drawdown Days | 20.0 | 50.0 |
| Recovery Factor | 7.83 | 0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -18.07 | 121 |
| 2022-05-31 | 2022-07-19 | -16.88 | 48 |
| 2023-03-22 | 2023-06-21 | -14.66 | 90 |
| 2023-11-02 | 2024-02-12 | -12.56 | 102 |
| 2023-06-23 | 2023-10-24 | -12.54 | 122 |
| 2022-03-04 | 2022-03-27 | -9.46 | 23 |
| 2022-07-19 | 2022-07-27 | -8.22 | 8 |
| 2022-03-29 | 2022-05-30 | -7.14 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-03-11 | 2024-05-14 | -6.12 | 64 |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.84% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 33.29% | 43.77% |
| Worst Month | -10.15% | -37.12% |
| Best Year | 65.67% | 155.54% |
| Worst Year | 18.74% | -58.73% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 4.91% | 7.69% |
| Avg. Down Week | -2.48% | -4.9% |
| Avg. Up Month | 12.61% | 20.01% |
| Avg. Down Month | -4.78% | -11.05% |
| Win Days % | 50.05% | 50.95% |
| Win Month % | 58.33% | 60.71% |
| Win Week % | 54.55% | 47.5% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |