| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 81.28% | 150.7% |
| Max Drawdown | -31.32% | -67.18% |
| Sharpe | 0.44 | 0.4 |
| Sortino | 0.66 | 0.59 |
| Payoff Ratio | 1.14 | 1.15 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 26.94 | 3.8 |
| Outlier Loss Ratio | 4.13 | 3.48 |
| Volatility (ann.) | 12.2% | 26.13% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.65 | 0.49 |
| Skew | 0.49 | 0.17 |
| Kurtosis | 32.95 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.32% |
| Expected Yearly % | 16.03% | 25.83% |
| Kelly Criterion | 3.51% | 8.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.22% |
| Expected Shortfall (cVaR) | -1.04% | -2.22% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -28.12 | 0.47 | + |
| 2023 | 155.54 | 76.39 | 0.49 | - |
| 2024 | 121.00 | 45.99 | 0.38 | - |
| 2025 | 11.30 | -2.07 | -0.18 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | -0.49% | 7.53% |
| 6M | -2.68% | 18.96% |
| YTD | -2.07% | 11.3% |
| 1Y | 41.17% | 56.85% |
| 3Y (ann.) | 26.87% | 49.13% |
| 5Y (ann.) | 20.33% | 33.11% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -31.32% | -67.18% |
| Longest DD Days | 381.0 | 683.0 |
| Avg. Drawdown | -4.23% | -7.14% |
| Avg. Drawdown Days | 32.0 | 39.0 |
| Recovery Factor | 2.59 | 2.24 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-18 | -31.32 | 381 |
| 2023-12-09 | 2024-03-04 | -17.54 | 86 |
| 2024-03-05 | 2024-05-20 | -12.64 | 76 |
| 2023-06-23 | 2023-10-21 | -11.96 | 119 |
| 2025-01-20 | 2025-05-16 | -11.96 | 116 |
| 2024-07-20 | 2024-10-14 | -10.17 | 86 |
| 2023-04-14 | 2023-06-21 | -9.88 | 68 |
| 2024-11-23 | 2025-01-20 | -6.78 | 58 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 2024-06-07 | 2024-07-15 | -3.77 | 37 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 20.45% | 35.75% |
| Worst Week | -8.22% | -29.64% |
| Best Month | 23.78% | 43.77% |
| Worst Month | -12.76% | -37.12% |
| Best Year | 76.39% | 155.54% |
| Worst Year | -28.12% | -60.11% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 5.04% | 8.96% |
| Avg. Down Week | -3.48% | -4.22% |
| Avg. Up Month | 8.81% | 16.12% |
| Avg. Down Month | -5.77% | -10.04% |
| Win Days % | 48.59% | 51.25% |
| Win Month % | 55.56% | 60.0% |
| Win Week % | 47.31% | 50.29% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |