| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 101.62% | 140.45% |
| Max Drawdown | -29.58% | -66.89% |
| Sharpe | 0.96 | 0.78 |
| Sortino | 1.59 | 1.15 |
| Payoff Ratio | 1.2 | 1.25 |
| Profit Factor | 1.31 | 1.13 |
| Common Sense Ratio | 1.84 | 1.22 |
| CPC Index | 0.77 | 0.73 |
| Tail Ratio | 1.4 | 1.08 |
| Outlier Win Ratio | 20.74 | 3.69 |
| Outlier Loss Ratio | 4.29 | 3.14 |
| Volatility (ann.) | 26.36% | 53.22% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.83 | 0.47 |
| Skew | 1.52 | 0.09 |
| Kurtosis | 17.85 | 3.34 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.81% | 2.28% |
| Expected Yearly % | 19.16% | 24.53% |
| Kelly Criterion | 5.8% | 13.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.2% | -4.47% |
| Expected Shortfall (cVaR) | -2.2% | -4.47% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.70 | -27.50 | 0.45 | + |
| 2023 | 154.85 | 81.42 | 0.53 | - |
| 2024 | 119.18 | 47.11 | 0.40 | - |
| 2025 | 12.41 | 4.20 | 0.34 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 9.49% |
| 3M | 4.11% | 8.4% |
| 6M | 4.65% | 19.89% |
| YTD | 4.2% | 12.41% |
| 1Y | 54.81% | 67.93% |
| 3Y (ann.) | 30.87% | 51.68% |
| 5Y (ann.) | 24.41% | 31.42% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -29.58% | -66.89% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -5.92% | -10.22% |
| Avg. Drawdown Days | 57.0 | 71.0 |
| Recovery Factor | 3.44 | 2.1 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-03-18 | -29.58 | 380 |
| 2023-12-10 | 2024-05-18 | -17.41 | 160 |
| 2023-06-26 | 2023-10-23 | -11.64 | 119 |
| 2024-07-23 | 2024-09-20 | -9.53 | 59 |
| 2023-04-15 | 2023-06-22 | -9.47 | 68 |
| 2024-11-15 | 2025-04-13 | -9.24 | 149 |
| 2024-10-22 | 2024-11-10 | -5.93 | 19 |
| 2024-05-22 | 2024-07-16 | -4.71 | 55 |
| 2025-04-16 | 2025-05-12 | -2.56 | 26 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 13.54% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 16.78% | 28.96% |
| Worst Week | -13.02% | -30.92% |
| Best Month | 24.19% | 45.57% |
| Worst Month | -10.32% | -36.86% |
| Best Year | 81.42% | 154.85% |
| Worst Year | -27.5% | -61.7% |
| Avg. Up Day | 1.96% | 2.16% |
| Avg. Down Day | -1.64% | -1.73% |
| Avg. Up Week | 5.02% | 7.86% |
| Avg. Down Week | -3.77% | -4.45% |
| Avg. Up Month | 9.29% | 17.4% |
| Avg. Down Month | -4.95% | -10.67% |
| Win Days % | 48.63% | 52.13% |
| Win Month % | 51.43% | 58.97% |
| Win Week % | 50.53% | 53.8% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |