| Metric | 4052074:btcusd:triple_gx:lsma60_45_15 | 4052074:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 152.84% | 100.75% |
| Max Drawdown | -37.78% | -67.18% |
| Sharpe | 0.52 | 0.34 |
| Sortino | 0.8 | 0.49 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.3 | 1.02 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.14 | 0.97 |
| Outlier Win Ratio | 14.81 | 4.14 |
| Outlier Loss Ratio | 4.66 | 3.85 |
| Volatility (ann.) | 16.53% | 26.85% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.89 | 0.36 |
| Skew | 0.84 | 0.16 |
| Kurtosis | 20.57 | 6.1 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.41% | 1.8% |
| Expected Yearly % | 26.1% | 19.03% |
| Kelly Criterion | 2.9% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.29% |
| Expected Shortfall (cVaR) | -1.4% | -2.29% |
| Year | 4052074:BTCUSD | 4052074:btcusd:triple_gx:lsma60_45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -18.55 | 0.30 | + |
| 2023 | 155.54 | 125.72 | 0.81 | - |
| 2024 | 121.00 | 55.99 | 0.46 | - |
| 2025 | -7.32 | -11.84 | 1.62 | - |
| Metric | 4052074:btcusd:triple_gx:lsma60_45_15 | 4052074:BTCUSD |
|---|---|---|
| MTD | -5.47% | 2.63% |
| 3M | -15.61% | -12.25% |
| 6M | -3.69% | 34.61% |
| YTD | -11.84% | -7.32% |
| 1Y | -0.87% | 23.79% |
| 3Y (ann.) | 28.89% | 24.94% |
| 5Y (ann.) | 33.73% | 24.4% |
| Metric | 4052074:btcusd:triple_gx:lsma60_45_15 | 4052074:BTCUSD |
|---|---|---|
| Max Drawdown | -37.78% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -4.38% | -7.74% |
| Avg. Drawdown Days | 21.0 | 37.0 |
| Recovery Factor | 4.05 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-18 | -37.78 | 330 |
| 2024-11-13 | 2025-03-26 | -26.47 | 132 |
| 2023-07-14 | 2023-10-23 | -18.12 | 101 |
| 2024-04-08 | 2024-09-13 | -17.58 | 158 |
| 2023-04-26 | 2023-07-13 | -16.14 | 78 |
| 2022-03-02 | 2022-04-20 | -14.64 | 49 |
| 2024-01-02 | 2024-02-10 | -11.49 | 39 |
| 2023-11-11 | 2023-12-04 | -6.45 | 23 |
| 2024-09-14 | 2024-10-15 | -6.24 | 31 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| Metric | 4052074:btcusd:triple_gx:lsma60_45_15 | 4052074: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 | 28.25% | 43.77% |
| Worst Month | -11.25% | -37.12% |
| Best Year | 125.72% | 155.54% |
| Worst Year | -18.55% | -61.64% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.83% | 8.19% |
| Avg. Down Week | -2.43% | -4.36% |
| Avg. Up Month | 12.78% | 15.93% |
| Avg. Down Month | -8.05% | -12.11% |
| Win Days % | 47.82% | 51.03% |
| Win Month % | 53.85% | 58.97% |
| Win Week % | 40.13% | 49.41% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |