| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 138.67% | 54.08% |
| Max Drawdown | -17.7% | -66.89% |
| Sharpe | 1.49 | 0.62 |
| Sortino | 2.6 | 0.94 |
| Payoff Ratio | 1.36 | 1.32 |
| Profit Factor | 1.48 | 1.1 |
| Common Sense Ratio | 2.11 | 1.15 |
| CPC Index | 1.03 | 0.75 |
| Tail Ratio | 1.43 | 1.04 |
| Outlier Win Ratio | 16.99 | 3.73 |
| Outlier Loss Ratio | 4.11 | 3.03 |
| Volatility (ann.) | 28.88% | 55.99% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.69 | 0.32 |
| Skew | 1.42 | 0.31 |
| Kurtosis | 14.37 | 3.74 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.16% | 1.56% |
| Expected Yearly % | 33.64% | 15.5% |
| Kelly Criterion | 15.69% | 14.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -4.72% |
| Expected Shortfall (cVaR) | -2.37% | -4.72% |
| Year | 4056896:BTCUSD | 4056896:btcusd:triple_gx:lsma190_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.29 | 16.42 | -0.28 | + |
| 2023 | 154.85 | 64.99 | 0.42 | - |
| 2024 | 48.51 | 24.26 | 0.50 | - |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| MTD | -1.12% | -1.06% |
| 3M | 21.8% | 29.84% |
| 6M | 26.39% | 68.77% |
| YTD | 24.26% | 48.51% |
| 1Y | 50.44% | 133.4% |
| 3Y (ann.) | 47.57% | 21.33% |
| 5Y (ann.) | 47.57% | 21.33% |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896:BTCUSD |
|---|---|---|
| Max Drawdown | -17.7% | -66.89% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -4.48% | -11.46% |
| Avg. Drawdown Days | 25.0 | 72.0 |
| Recovery Factor | 7.84 | 0.81 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-10 | 2023-01-14 | -17.70 | 157 |
| 2022-06-01 | 2022-07-20 | -15.12 | 49 |
| 2023-12-10 | 2024-02-13 | -13.26 | 65 |
| 2023-03-25 | 2023-06-22 | -13.21 | 89 |
| 2023-06-26 | 2023-10-24 | -11.99 | 120 |
| 2022-07-21 | 2022-07-28 | -8.39 | 7 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2022-03-07 | 2022-03-25 | -5.87 | 18 |
| 2024-05-11 | 2024-05-14 | -3.96 | 3 |
| 2023-11-03 | 2023-12-06 | -2.90 | 33 |
| Metric | 4056896:btcusd:triple_gx:lsma190_90_65 | 4056896: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 | 32.1% | 45.57% |
| Worst Month | -12.05% | -36.86% |
| Best Year | 64.99% | 154.85% |
| Worst Year | 16.42% | -59.29% |
| Avg. Up Day | 2.03% | 2.14% |
| Avg. Down Day | -1.49% | -1.62% |
| Avg. Up Week | 5.81% | 7.49% |
| Avg. Down Week | -3.4% | -5.22% |
| Avg. Up Month | 12.35% | 19.94% |
| Avg. Down Month | -4.26% | -10.51% |
| Win Days % | 51.37% | 51.35% |
| Win Month % | 56.0% | 50.0% |
| Win Week % | 53.23% | 52.94% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |