| Metric | 11160625:btcusd:triple_gx:lsma65_125_60 | 11160625:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 297.14% | 191.95% |
| Max Drawdown | -20.81% | -66.79% |
| Sharpe | 1.45 | 0.87 |
| Sortino | 2.46 | 1.3 |
| Payoff Ratio | 1.45 | 1.35 |
| Profit Factor | 1.44 | 1.14 |
| Common Sense Ratio | 2.13 | 1.31 |
| CPC Index | 1.02 | 0.76 |
| Tail Ratio | 1.48 | 1.14 |
| Outlier Win Ratio | 14.69 | 3.73 |
| Outlier Loss Ratio | 4.21 | 3.5 |
| Volatility (ann.) | 32.54% | 54.24% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.49 | 0.57 |
| Skew | 1.38 | 0.06 |
| Kurtosis | 14.03 | 4.14 |
| Expected Daily % | 0.11% | 0.09% |
| Expected Monthly % | 3.51% | 2.71% |
| Expected Yearly % | 41.17% | 30.72% |
| Kelly Criterion | 14.05% | 12.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.67% | -4.54% |
| Expected Shortfall (cVaR) | -2.67% | -4.54% |
| Year | 11160625:BTCUSD | 11160625:btcusd:triple_gx:lsma65_125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.23 | -1.84 | 0.03 | + |
| 2023 | 155.54 | 118.20 | 0.76 | - |
| 2024 | 121.00 | 61.07 | 0.50 | - |
| 2025 | 15.47 | 15.12 | 0.98 | - |
| Metric | 11160625:btcusd:triple_gx:lsma65_125_60 | 11160625:BTCUSD |
|---|---|---|
| MTD | 14.45% | 14.45% |
| 3M | 15.12% | 9.61% |
| 6M | 10.62% | 9.5% |
| YTD | 15.12% | 15.47% |
| 1Y | 34.64% | 58.65% |
| 3Y (ann.) | 55.1% | 54.7% |
| 5Y (ann.) | 51.75% | 38.26% |
| Metric | 11160625:btcusd:triple_gx:lsma65_125_60 | 11160625:BTCUSD |
|---|---|---|
| Max Drawdown | -20.81% | -66.79% |
| Longest DD Days | 317.0 | 682.0 |
| Avg. Drawdown | -4.18% | -9.0% |
| Avg. Drawdown Days | 30.0 | 52.0 |
| Recovery Factor | 14.28 | 2.87 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-12 | 2024-11-06 | -20.81 | 239 |
| 2022-03-02 | 2023-01-13 | -20.54 | 317 |
| 2023-04-15 | 2023-10-23 | -12.64 | 191 |
| 2024-12-18 | 2025-05-18 | -11.04 | 151 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2023-02-21 | 2023-04-10 | -6.78 | 48 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11160625:btcusd:triple_gx:lsma65_125_60 | 11160625:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -10.19% | -15.42% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -14.68% | -29.64% |
| Best Month | 36.98% | 43.77% |
| Worst Month | -13.03% | -37.12% |
| Best Year | 118.2% | 155.54% |
| Worst Year | -1.84% | -55.23% |
| Avg. Up Day | 2.22% | 2.22% |
| Avg. Down Day | -1.53% | -1.65% |
| Avg. Up Week | 6.19% | 6.94% |
| Avg. Down Week | -3.48% | -4.03% |
| Avg. Up Month | 12.42% | 16.79% |
| Avg. Down Month | -4.99% | -9.74% |
| Win Days % | 49.15% | 49.5% |
| Win Month % | 60.71% | 60.0% |
| Win Week % | 58.02% | 51.41% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |