| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 252.12% | 128.88% |
| Max Drawdown | -17.83% | -62.03% |
| Sharpe | 1.53 | 0.71 |
| Sortino | 2.91 | 1.04 |
| Payoff Ratio | 1.69 | 1.45 |
| Profit Factor | 1.59 | 1.12 |
| Common Sense Ratio | 2.79 | 1.27 |
| CPC Index | 1.24 | 0.8 |
| Tail Ratio | 1.76 | 1.14 |
| Outlier Win Ratio | 19.95 | 3.43 |
| Outlier Loss Ratio | 4.52 | 3.1 |
| Volatility (ann.) | 24.94% | 50.96% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.35 | 0.42 |
| Skew | 2.55 | -0.07 |
| Kurtosis | 21.48 | 4.34 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.9% | 1.9% |
| Expected Yearly % | 36.98% | 23.0% |
| Kelly Criterion | 14.13% | 14.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.29% |
| Expected Shortfall (cVaR) | -2.04% | -4.29% |
| Year | 11153954:BTCUSD | 11153954:btcusd:triple_gx:lsma195_25_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | -3.21 | 0.05 | + |
| 2023 | 155.54 | 70.54 | 0.45 | - |
| 2024 | 121.00 | 86.07 | 0.71 | - |
| 2025 | 0.89 | 14.64 | 16.47 | + |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.0% | -19.8% |
| 6M | 1.46% | -9.0% |
| YTD | 14.64% | 0.89% |
| 1Y | 21.88% | 3.43% |
| 3Y (ann.) | 51.77% | 77.28% |
| 5Y (ann.) | 41.9% | 25.88% |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Max Drawdown | -17.83% | -62.03% |
| Longest DD Days | 204.0 | 593.0 |
| Avg. Drawdown | -3.78% | -8.76% |
| Avg. Drawdown Days | 32.0 | 43.0 |
| Recovery Factor | 14.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2022-11-10 | -17.83 | 204 |
| 2022-11-11 | 2023-03-13 | -15.66 | 122 |
| 2025-06-10 | 2025-11-16 | -10.37 | 159 |
| 2023-07-14 | 2023-11-09 | -9.82 | 118 |
| 2024-04-01 | 2024-10-14 | -8.17 | 196 |
| 2024-12-26 | 2025-05-06 | -6.77 | 131 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-03-25 | -5.96 | 4 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2023-04-28 | 2023-07-10 | -4.77 | 73 |
| Metric | 11153954:btcusd:triple_gx:lsma195_25_30 | 11153954:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -6.3% | -15.42% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -9.9% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -7.52% | -37.12% |
| Best Year | 86.07% | 155.54% |
| Worst Year | -3.21% | -59.83% |
| Avg. Up Day | 2.17% | 2.19% |
| Avg. Down Day | -1.29% | -1.51% |
| Avg. Up Week | 5.5% | 6.37% |
| Avg. Down Week | -2.73% | -3.71% |
| Avg. Up Month | 10.63% | 14.76% |
| Avg. Down Month | -3.8% | -8.93% |
| Win Days % | 46.07% | 49.46% |
| Win Month % | 70.37% | 56.82% |
| Win Week % | 56.79% | 50.52% |
| Win Quarter % | 61.54% | 53.33% |
| Win Year % | 75.0% | 75.0% |