| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 489.86% | 734.92% |
| Max Drawdown | -17.48% | -75.23% |
| Sharpe | 6.83 | 4.7 |
| Sortino | 23.7 | 10.26 |
| Payoff Ratio | 5.92 | 1.12 |
| Profit Factor | 4.9 | 2.18 |
| Common Sense Ratio | 19.53 | 4.96 |
| CPC Index | 10.82 | 1.41 |
| Tail Ratio | 3.99 | 2.27 |
| Outlier Win Ratio | 5.16 | 3.45 |
| Outlier Loss Ratio | 18.24 | 2.44 |
| Volatility (ann.) | 138.81% | 311.95% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.84 | 0.82 |
| Skew | 2.15 | 1.17 |
| Kurtosis | 6.33 | 3.06 |
| Expected Daily % | 2.36% | 2.83% |
| Expected Monthly % | 5.2% | 6.25% |
| Expected Yearly % | 34.42% | 42.43% |
| Kelly Criterion | 26.74% | 19.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.35% | -22.84% |
| Expected Shortfall (cVaR) | -9.35% | -22.84% |
| Year | 11153954:BTCUSD | 11153954:btcusd:triple_gx:lsma195_25_30 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 93.79 | 26.96 | 0.29 | - |
| 2021 | 150.41 | 40.82 | 0.27 | - |
| 2022 | -70.55 | -1.13 | 0.02 | + |
| 2023 | 151.13 | 70.64 | 0.47 | - |
| 2024 | 124.97 | 89.41 | 0.72 | - |
| 2025 | 3.43 | 3.24 | 0.95 | - |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| MTD | 3.24% | 3.43% |
| 3M | 63.97% | 61.9% |
| 6M | 63.67% | 54.11% |
| YTD | 3.24% | 3.43% |
| 1Y | 84.11% | 118.68% |
| 3Y (ann.) | 53.1% | 21.36% |
| 5Y (ann.) | 49.72% | 62.03% |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Max Drawdown | -17.48% | -75.23% |
| Longest DD Days | 342.0 | 839.0 |
| Avg. Drawdown | -2.23% | -18.28% |
| Avg. Drawdown Days | 53.0 | 156.0 |
| Recovery Factor | 28.02 | 9.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-03-16 | -17.48 | 342 |
| 2020-09-04 | 2020-12-17 | -11.50 | 104 |
| 2023-07-09 | 2023-10-23 | -6.10 | 106 |
| 2024-04-14 | 2024-10-18 | -3.51 | 187 |
| 2021-08-28 | 2021-11-12 | -2.11 | 76 |
| 2024-01-13 | 2024-03-06 | -1.39 | 53 |
| 2024-03-19 | 2024-04-06 | -0.18 | 18 |
| 2023-11-08 | 2023-12-05 | -0.18 | 27 |
| 2023-04-22 | 2023-05-05 | -0.18 | 13 |
| 2024-12-22 | 2025-01-05 | -0.18 | 14 |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Best Day | 32.7% | 60.45% |
| Worst Day | -11.34% | -37.43% |
| Best Week | 32.7% | 60.45% |
| Worst Week | -11.34% | -37.43% |
| Best Month | 32.7% | 64.12% |
| Worst Month | -11.34% | -37.43% |
| Best Year | 89.41% | 151.13% |
| Worst Year | -1.13% | -70.55% |
| Avg. Up Day | 8.85% | 9.05% |
| Avg. Down Day | -1.5% | -8.05% |
| Avg. Up Week | 9.02% | 11.67% |
| Avg. Down Week | -1.7% | -8.71% |
| Avg. Up Month | 10.72% | 19.12% |
| Avg. Down Month | -5.94% | -16.97% |
| Win Days % | 37.33% | 57.33% |
| Win Month % | 73.53% | 67.65% |
| Win Week % | 40.58% | 57.97% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 83.33% | 83.33% |