| Metric | 4051767:btcusd:triple_gx:lsma115_100_10 | 4051767:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 225.5% | 175.25% |
| Max Drawdown | -33.94% | -67.18% |
| Sharpe | 0.61 | 0.42 |
| Sortino | 0.92 | 0.61 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 13.27 | 4.22 |
| Outlier Loss Ratio | 4.51 | 3.89 |
| Volatility (ann.) | 17.02% | 26.5% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.27 | 0.54 |
| Skew | 0.5 | 0.21 |
| Kurtosis | 16.68 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.92% | 2.5% |
| Expected Yearly % | 34.32% | 28.8% |
| Kelly Criterion | 4.8% | 6.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.25% |
| Expected Shortfall (cVaR) | -1.44% | -2.25% |
| Year | 4051767:BTCUSD | 4051767:btcusd:triple_gx:lsma115_100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -16.25 | 0.29 | + |
| 2023 | 155.54 | 108.36 | 0.70 | - |
| 2024 | 121.00 | 94.73 | 0.78 | - |
| 2025 | 11.09 | -4.20 | -0.38 | - |
| Metric | 4051767:btcusd:triple_gx:lsma115_100_10 | 4051767:BTCUSD |
|---|---|---|
| MTD | 0.28% | 10.11% |
| 3M | -9.22% | 7.33% |
| 6M | 0.79% | 14.6% |
| YTD | -4.2% | 11.09% |
| 1Y | 50.68% | 56.56% |
| 3Y (ann.) | 54.49% | 49.04% |
| 5Y (ann.) | 43.1% | 36.0% |
| Metric | 4051767:btcusd:triple_gx:lsma115_100_10 | 4051767:BTCUSD |
|---|---|---|
| Max Drawdown | -33.94% | -67.18% |
| Longest DD Days | 396.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.56% |
| Avg. Drawdown Days | 21.0 | 33.0 |
| Recovery Factor | 6.64 | 2.61 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-03-14 | -33.94 | 396 |
| 2025-01-20 | 2025-05-16 | -27.34 | 115 |
| 2024-04-01 | 2024-09-26 | -22.25 | 178 |
| 2023-03-22 | 2023-06-23 | -14.05 | 92 |
| 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 |
| 2023-06-23 | 2023-08-29 | -6.81 | 66 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-21 | -5.47 | 7 |
| Metric | 4051767:btcusd:triple_gx:lsma115_100_10 | 4051767: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 | -15.79% | -37.12% |
| Best Year | 108.36% | 155.54% |
| Worst Year | -16.25% | -56.13% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.78% | 7.65% |
| Avg. Down Week | -2.96% | -3.98% |
| Avg. Up Month | 12.04% | 15.58% |
| Avg. Down Month | -6.54% | -12.63% |
| Win Days % | 50.15% | 51.21% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 44.44% | 50.29% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |