| Metric | 4053061:btcusd:triple_gx:lsma110_100_20 | 4053061:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 160.45% | 184.99% |
| Max Drawdown | -35.98% | -67.18% |
| Sharpe | 0.51 | 0.43 |
| Sortino | 0.77 | 0.63 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 13.19 | 4.22 |
| Outlier Loss Ratio | 4.49 | 3.93 |
| Volatility (ann.) | 16.94% | 26.49% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.94 | 0.56 |
| Skew | 0.4 | 0.21 |
| Kurtosis | 14.44 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.36% | 2.59% |
| Expected Yearly % | 27.04% | 29.93% |
| Kelly Criterion | 4.22% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.25% |
| Expected Shortfall (cVaR) | -1.44% | -2.25% |
| Year | 4053061:BTCUSD | 4053061:btcusd:triple_gx:lsma110_100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -19.58 | 0.36 | + |
| 2023 | 155.54 | 88.82 | 0.57 | - |
| 2024 | 121.00 | 83.30 | 0.69 | - |
| 2025 | 11.30 | -6.43 | -0.57 | - |
| Metric | 4053061:btcusd:triple_gx:lsma110_100_20 | 4053061:BTCUSD |
|---|---|---|
| MTD | 0.97% | 10.32% |
| 3M | -6.32% | 7.53% |
| 6M | -7.87% | 18.96% |
| YTD | -6.43% | 11.3% |
| 1Y | 25.2% | 56.85% |
| 3Y (ann.) | 40.08% | 49.13% |
| 5Y (ann.) | 33.67% | 37.37% |
| Metric | 4053061:btcusd:triple_gx:lsma110_100_20 | 4053061:BTCUSD |
|---|---|---|
| Max Drawdown | -35.98% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.21% |
| Avg. Drawdown Days | 25.0 | 32.0 |
| Recovery Factor | 4.46 | 2.75 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-08-29 | -35.98 | 564 |
| 2024-12-17 | 2025-05-16 | -25.11 | 149 |
| 2024-04-01 | 2024-07-21 | -15.75 | 111 |
| 2023-12-09 | 2024-02-09 | -11.75 | 62 |
| 2024-07-22 | 2024-09-18 | -11.23 | 58 |
| 2024-10-21 | 2024-11-11 | -9.83 | 21 |
| 2023-08-29 | 2023-10-21 | -8.76 | 52 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-22 | -5.47 | 8 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| Metric | 4053061:btcusd:triple_gx:lsma110_100_20 | 4053061:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 34.39% | 43.77% |
| Worst Month | -13.28% | -37.12% |
| Best Year | 88.82% | 155.54% |
| Worst Year | -19.58% | -54.66% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 5.68% | 7.39% |
| Avg. Down Week | -3.44% | -4.08% |
| Avg. Up Month | 11.46% | 16.19% |
| Avg. Down Month | -6.14% | -12.01% |
| Win Days % | 50.21% | 51.23% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 45.11% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |