| Metric | 4052034:btcusd:triple_gx:lsma60_40_15 | 4052034:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 176.6% | 140.63% |
| Max Drawdown | -32.46% | -67.18% |
| Sharpe | 0.56 | 0.38 |
| Sortino | 0.85 | 0.55 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.3 | 1.04 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 15.79 | 4.1 |
| Outlier Loss Ratio | 4.58 | 3.85 |
| Volatility (ann.) | 15.97% | 26.68% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.1 | 0.45 |
| Skew | 0.82 | 0.18 |
| Kurtosis | 21.64 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.51% | 2.16% |
| Expected Yearly % | 28.96% | 24.55% |
| Kelly Criterion | 3.32% | 8.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.27% |
| Expected Shortfall (cVaR) | -1.35% | -2.27% |
| Year | 4052034:BTCUSD | 4052034:btcusd:triple_gx:lsma60_40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -12.36 | 0.20 | + |
| 2023 | 155.54 | 108.52 | 0.70 | - |
| 2024 | 121.00 | 56.31 | 0.47 | - |
| 2025 | 11.09 | -3.18 | -0.29 | - |
| Metric | 4052034:btcusd:triple_gx:lsma60_40_15 | 4052034:BTCUSD |
|---|---|---|
| MTD | 3.49% | 10.11% |
| 3M | -8.19% | 7.33% |
| 6M | -16.81% | 14.6% |
| YTD | -3.18% | 11.09% |
| 1Y | 17.76% | 56.56% |
| 3Y (ann.) | 33.93% | 49.04% |
| 5Y (ann.) | 35.71% | 30.16% |
| Metric | 4052034:btcusd:triple_gx:lsma60_40_15 | 4052034:BTCUSD |
|---|---|---|
| Max Drawdown | -32.46% | -67.18% |
| Longest DD Days | 239.0 | 683.0 |
| Avg. Drawdown | -4.57% | -7.81% |
| Avg. Drawdown Days | 22.0 | 38.0 |
| Recovery Factor | 5.44 | 2.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-03-17 | -32.46 | 239 |
| 2024-11-13 | 2025-05-16 | -29.76 | 183 |
| 2023-07-14 | 2023-12-04 | -20.40 | 143 |
| 2022-04-21 | 2022-07-19 | -19.22 | 89 |
| 2024-04-08 | 2024-09-10 | -16.94 | 155 |
| 2022-03-02 | 2022-04-21 | -14.57 | 50 |
| 2023-05-06 | 2023-06-21 | -12.21 | 46 |
| 2024-01-02 | 2024-02-09 | -10.83 | 37 |
| 2024-09-14 | 2024-10-16 | -7.18 | 32 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| Metric | 4052034:btcusd:triple_gx:lsma60_40_15 | 4052034:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 23.54% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 25.33% | 43.77% |
| Worst Month | -11.64% | -37.12% |
| Best Year | 108.52% | 155.54% |
| Worst Year | -12.36% | -61.64% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 5.3% | 7.88% |
| Avg. Down Week | -2.65% | -3.85% |
| Avg. Up Month | 12.29% | 16.19% |
| Avg. Down Month | -6.83% | -11.35% |
| Win Days % | 48.36% | 51.16% |
| Win Month % | 51.22% | 58.54% |
| Win Week % | 43.23% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |