| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 135.41% | 39.55% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.74 | 0.27 |
| Sortino | 1.17 | 0.39 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.49 | 1.03 |
| CPC Index | 0.75 | 0.65 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 20.57 | 4.24 |
| Outlier Loss Ratio | 4.61 | 3.76 |
| Volatility (ann.) | 14.24% | 26.79% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.57 | 0.24 |
| Skew | 0.94 | 0.17 |
| Kurtosis | 24.0 | 6.29 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.1% | 1.2% |
| Expected Yearly % | 33.03% | 11.75% |
| Kelly Criterion | 8.68% | 10.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.29% |
| Expected Shortfall (cVaR) | -1.2% | -2.29% |
| Year | 4056894:BTCUSD | 4056894:btcusd:triple_gx:lsma185_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 20.25 | -0.32 | + |
| 2023 | 155.54 | 59.04 | 0.38 | - |
| 2024 | 45.69 | 23.09 | 0.51 | - |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| MTD | -2.86% | 1.54% |
| 3M | 15.6% | 23.23% |
| 6M | 24.66% | 68.64% |
| YTD | 23.09% | 45.69% |
| 1Y | 48.07% | 128.53% |
| 3Y (ann.) | 46.52% | 16.03% |
| 5Y (ann.) | 46.52% | 16.03% |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.64% | -9.77% |
| Avg. Drawdown Days | 17.0 | 54.0 |
| Recovery Factor | 7.49 | 0.59 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-05-31 | 2022-07-19 | -16.49 | 48 |
| 2023-12-09 | 2024-02-12 | -13.88 | 65 |
| 2023-03-22 | 2023-06-21 | -13.77 | 90 |
| 2023-06-23 | 2023-10-24 | -13.42 | 122 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2022-03-29 | 2022-05-30 | -6.99 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-03-11 | 2024-05-14 | -5.39 | 64 |
| 2023-01-21 | 2023-03-17 | -5.27 | 54 |
| Metric | 4056894:btcusd:triple_gx:lsma185_90_65 | 4056894:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.43% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 33.0% | 43.77% |
| Worst Month | -11.03% | -37.12% |
| Best Year | 59.04% | 155.54% |
| Worst Year | 20.25% | -62.52% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 5.24% | 7.79% |
| Avg. Down Week | -2.86% | -5.95% |
| Avg. Up Month | 13.45% | 20.32% |
| Avg. Down Month | -5.03% | -11.18% |
| Win Days % | 50.04% | 50.89% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 54.55% | 47.5% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |