| Metric | 4051766:btcusd:triple_gx:lsma110_100_10 | 4051766:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 227.78% | 184.99% |
| Max Drawdown | -36.59% | -67.18% |
| Sharpe | 0.61 | 0.43 |
| Sortino | 0.92 | 0.63 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 12.95 | 4.22 |
| Outlier Loss Ratio | 4.52 | 3.92 |
| Volatility (ann.) | 17.17% | 26.49% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.18 | 0.56 |
| Skew | 0.46 | 0.21 |
| Kurtosis | 16.14 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.94% | 2.59% |
| Expected Yearly % | 34.55% | 29.93% |
| Kelly Criterion | 4.95% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.25% |
| Expected Shortfall (cVaR) | -1.45% | -2.25% |
| Year | 4051766:BTCUSD | 4051766:btcusd:triple_gx:lsma110_100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -19.70 | 0.36 | + |
| 2023 | 155.54 | 112.91 | 0.73 | - |
| 2024 | 121.00 | 98.13 | 0.81 | - |
| 2025 | 11.30 | -3.24 | -0.29 | - |
| Metric | 4051766:btcusd:triple_gx:lsma110_100_10 | 4051766:BTCUSD |
|---|---|---|
| MTD | 0.63% | 10.32% |
| 3M | -6.28% | 7.53% |
| 6M | 1.23% | 18.96% |
| YTD | -3.24% | 11.3% |
| 1Y | 51.26% | 56.85% |
| 3Y (ann.) | 52.98% | 49.13% |
| 5Y (ann.) | 43.32% | 37.37% |
| Metric | 4051766:btcusd:triple_gx:lsma110_100_10 | 4051766:BTCUSD |
|---|---|---|
| Max Drawdown | -36.59% | -67.18% |
| Longest DD Days | 399.0 | 683.0 |
| Avg. Drawdown | -3.8% | -6.21% |
| Avg. Drawdown Days | 20.0 | 32.0 |
| Recovery Factor | 6.23 | 2.75 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-03-17 | -36.59 | 399 |
| 2025-01-20 | 2025-05-16 | -27.13 | 116 |
| 2024-04-01 | 2024-09-18 | -19.16 | 170 |
| 2023-03-22 | 2023-06-22 | -12.98 | 91 |
| 2023-12-09 | 2024-02-09 | -10.17 | 62 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2024-12-17 | 2025-01-20 | -8.74 | 33 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-06-23 | 2023-08-29 | -6.29 | 66 |
| 2024-11-23 | 2024-12-16 | -5.72 | 23 |
| Metric | 4051766:btcusd:triple_gx:lsma110_100_10 | 4051766:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 21.85% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 35.51% | 43.77% |
| Worst Month | -13.9% | -37.12% |
| Best Year | 112.91% | 155.54% |
| Worst Year | -19.7% | -54.66% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.8% | 7.67% |
| Avg. Down Week | -3.01% | -4.05% |
| Avg. Up Month | 12.4% | 15.76% |
| Avg. Down Month | -6.73% | -11.95% |
| Win Days % | 50.35% | 51.23% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 45.26% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |