| Metric | 4052031:btcusd:triple_gx:lsma55_40_15 | 4052031:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 187.68% | 101.55% |
| Max Drawdown | -30.17% | -67.18% |
| Sharpe | 0.58 | 0.34 |
| Sortino | 0.89 | 0.49 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.34 | 1.02 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.16 | 0.97 |
| Outlier Win Ratio | 14.83 | 4.17 |
| Outlier Loss Ratio | 4.65 | 3.92 |
| Volatility (ann.) | 16.68% | 26.84% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.3 | 0.36 |
| Skew | 1.0 | 0.16 |
| Kurtosis | 21.19 | 6.11 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.75% | 1.81% |
| Expected Yearly % | 30.23% | 19.15% |
| Kelly Criterion | 3.68% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.29% |
| Expected Shortfall (cVaR) | -1.41% | -2.29% |
| Year | 4052031:BTCUSD | 4052031:btcusd:triple_gx:lsma55_40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -14.36 | 0.23 | + |
| 2023 | 155.54 | 91.10 | 0.59 | - |
| 2024 | 121.00 | 75.79 | 0.63 | - |
| 2025 | -7.32 | -0.00 | 0.00 | + |
| Metric | 4052031:btcusd:triple_gx:lsma55_40_15 | 4052031:BTCUSD |
|---|---|---|
| MTD | -2.03% | 2.63% |
| 3M | -3.67% | -12.25% |
| 6M | 8.23% | 34.61% |
| YTD | -0.0% | -7.32% |
| 1Y | 27.8% | 23.79% |
| 3Y (ann.) | 38.14% | 24.94% |
| 5Y (ann.) | 39.17% | 24.51% |
| Metric | 4052031:btcusd:triple_gx:lsma55_40_15 | 4052031:BTCUSD |
|---|---|---|
| Max Drawdown | -30.17% | -67.18% |
| Longest DD Days | 236.0 | 683.0 |
| Avg. Drawdown | -4.85% | -7.76% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 6.22 | 1.51 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-03-14 | -30.17 | 236 |
| 2022-04-21 | 2022-07-20 | -26.47 | 89 |
| 2023-06-23 | 2023-12-04 | -22.25 | 164 |
| 2024-11-13 | 2025-03-26 | -18.96 | 132 |
| 2023-04-26 | 2023-06-23 | -15.67 | 57 |
| 2022-03-02 | 2022-04-21 | -14.67 | 50 |
| 2024-01-02 | 2024-02-09 | -10.74 | 37 |
| 2024-04-08 | 2024-07-15 | -10.60 | 98 |
| 2022-02-08 | 2022-02-28 | -8.94 | 20 |
| 2024-09-14 | 2024-10-15 | -6.62 | 31 |
| Metric | 4052031:btcusd:triple_gx:lsma55_40_15 | 4052031:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 23.54% | 35.75% |
| Worst Week | -8.65% | -29.64% |
| Best Month | 25.81% | 43.77% |
| Worst Month | -11.54% | -37.12% |
| Best Year | 91.1% | 155.54% |
| Worst Year | -14.36% | -61.49% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 5.43% | 7.89% |
| Avg. Down Week | -2.78% | -4.35% |
| Avg. Up Month | 11.56% | 15.99% |
| Avg. Down Month | -7.28% | -11.82% |
| Win Days % | 48.54% | 51.04% |
| Win Month % | 56.41% | 58.97% |
| Win Week % | 45.1% | 49.71% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |