| Metric | 4053064:btcusd:triple_gx:lsma120_100_20 | 4053064:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 145.37% | 173.43% |
| Max Drawdown | -35.88% | -67.18% |
| Sharpe | 0.49 | 0.42 |
| Sortino | 0.73 | 0.61 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 13.83 | 4.22 |
| Outlier Loss Ratio | 4.46 | 3.93 |
| Volatility (ann.) | 16.75% | 26.51% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.87 | 0.53 |
| Skew | 0.39 | 0.21 |
| Kurtosis | 15.12 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.21% | 2.48% |
| Expected Yearly % | 25.16% | 28.59% |
| Kelly Criterion | 4.16% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.25% |
| Expected Shortfall (cVaR) | -1.42% | -2.25% |
| Year | 4053064:BTCUSD | 4053064:btcusd:triple_gx:lsma120_100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -22.80 | 0.40 | + |
| 2023 | 155.54 | 89.10 | 0.57 | - |
| 2024 | 121.00 | 79.81 | 0.66 | - |
| 2025 | 11.09 | -6.53 | -0.59 | - |
| Metric | 4053064:btcusd:triple_gx:lsma120_100_20 | 4053064:BTCUSD |
|---|---|---|
| MTD | 0.97% | 10.11% |
| 3M | -7.09% | 7.33% |
| 6M | -9.01% | 14.6% |
| YTD | -6.53% | 11.09% |
| 1Y | 22.45% | 56.56% |
| 3Y (ann.) | 42.04% | 49.04% |
| 5Y (ann.) | 31.36% | 35.76% |
| Metric | 4053064:btcusd:triple_gx:lsma120_100_20 | 4053064:BTCUSD |
|---|---|---|
| Max Drawdown | -35.88% | -67.18% |
| Longest DD Days | 619.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.54% |
| Avg. Drawdown Days | 26.0 | 33.0 |
| Recovery Factor | 4.05 | 2.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-10-23 | -35.88 | 619 |
| 2024-12-17 | 2025-05-16 | -25.33 | 149 |
| 2024-04-01 | 2024-09-19 | -17.41 | 171 |
| 2023-12-09 | 2024-02-09 | -11.54 | 62 |
| 2024-10-21 | 2024-11-11 | -9.83 | 21 |
| 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 |
| 2022-02-08 | 2022-02-10 | -4.29 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 4053064:btcusd:triple_gx:lsma120_100_20 | 4053064:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 34.79% | 43.77% |
| Worst Month | -11.82% | -37.12% |
| Best Year | 89.1% | 155.54% |
| Worst Year | -22.8% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 5.65% | 7.39% |
| Avg. Down Week | -3.76% | -4.12% |
| Avg. Up Month | 11.77% | 16.24% |
| Avg. Down Month | -6.45% | -11.75% |
| Win Days % | 50.13% | 51.24% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 46.88% | 50.29% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |