| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 135.87% | 44.64% |
| Max Drawdown | -18.9% | -67.18% |
| Sharpe | 0.74 | 0.29 |
| Sortino | 1.16 | 0.41 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.5 | 1.03 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 19.8 | 4.23 |
| Outlier Loss Ratio | 4.66 | 3.78 |
| Volatility (ann.) | 14.39% | 26.8% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.46 | 0.27 |
| Skew | 0.91 | 0.17 |
| Kurtosis | 22.92 | 6.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.11% | 1.33% |
| Expected Yearly % | 33.11% | 13.09% |
| Kelly Criterion | 8.45% | 8.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.29% |
| Expected Shortfall (cVaR) | -1.21% | -2.29% |
| Year | 4056923:BTCUSD | 4056923:btcusd:triple_gx:lsma180_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 16.86 | -0.28 | + |
| 2023 | 155.54 | 50.90 | 0.33 | - |
| 2024 | 45.69 | 33.76 | 0.74 | - |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| MTD | 1.77% | 1.54% |
| 3M | 21.22% | 23.23% |
| 6M | 35.79% | 68.64% |
| YTD | 33.76% | 45.69% |
| 1Y | 56.32% | 128.53% |
| 3Y (ann.) | 46.52% | 17.86% |
| 5Y (ann.) | 46.52% | 17.86% |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Max Drawdown | -18.9% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.62% | -8.86% |
| Avg. Drawdown Days | 17.0 | 54.0 |
| Recovery Factor | 7.19 | 0.66 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -18.90 | 122 |
| 2022-05-31 | 2022-07-19 | -16.59 | 48 |
| 2023-03-22 | 2023-06-23 | -14.99 | 92 |
| 2023-06-23 | 2023-10-24 | -13.01 | 122 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2023-12-09 | 2024-02-09 | -11.85 | 62 |
| 2023-01-21 | 2023-03-17 | -6.90 | 54 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2022-02-16 | 2022-03-24 | -6.34 | 36 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056923:btcusd:triple_gx:lsma180_95_65 | 4056923:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 15.64% | 35.75% |
| Worst Week | -7.13% | -29.64% |
| Best Month | 33.42% | 43.77% |
| Worst Month | -11.45% | -37.12% |
| Best Year | 50.9% | 155.54% |
| Worst Year | 16.86% | -61.15% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 5.69% | 7.34% |
| Avg. Down Week | -3.27% | -5.8% |
| Avg. Up Month | 11.25% | 17.19% |
| Avg. Down Month | -6.84% | -12.44% |
| Win Days % | 50.0% | 50.9% |
| Win Month % | 64.0% | 60.71% |
| Win Week % | 55.38% | 47.5% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |