| Metric | 4053079:btcusd:triple_gx:lsma195_100_20 | 4053079:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 163.72% | 118.05% |
| Max Drawdown | -29.75% | -67.18% |
| Sharpe | 0.62 | 0.37 |
| Sortino | 0.95 | 0.53 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.34 | 1.04 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 19.63 | 4.11 |
| Outlier Loss Ratio | 4.41 | 3.69 |
| Volatility (ann.) | 14.21% | 26.58% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.23 | 0.43 |
| Skew | 0.64 | 0.17 |
| Kurtosis | 21.03 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.58% | 2.07% |
| Expected Yearly % | 27.43% | 21.52% |
| Kelly Criterion | 6.13% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.26% |
| Expected Shortfall (cVaR) | -1.2% | -2.26% |
| Year | 4053079:BTCUSD | 4053079:btcusd:triple_gx:lsma195_100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -23.81 | 0.41 | + |
| 2023 | 155.54 | 84.14 | 0.54 | - |
| 2024 | 121.00 | 98.94 | 0.82 | - |
| 2025 | -6.45 | -5.51 | 0.85 | + |
| Metric | 4053079:btcusd:triple_gx:lsma195_100_20 | 4053079:BTCUSD |
|---|---|---|
| MTD | -5.6% | 3.6% |
| 3M | -5.51% | -11.42% |
| 6M | 13.6% | 35.88% |
| YTD | -5.51% | -6.45% |
| 1Y | 33.43% | 24.76% |
| 3Y (ann.) | 39.16% | 25.14% |
| 5Y (ann.) | 36.71% | 28.58% |
| Metric | 4053079:btcusd:triple_gx:lsma195_100_20 | 4053079:BTCUSD |
|---|---|---|
| Max Drawdown | -29.75% | -67.18% |
| Longest DD Days | 289.0 | 683.0 |
| Avg. Drawdown | -4.15% | -7.07% |
| Avg. Drawdown Days | 21.0 | 35.0 |
| Recovery Factor | 5.5 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-03-17 | -29.75 | 289 |
| 2025-01-20 | 2025-03-27 | -16.62 | 65 |
| 2023-12-09 | 2024-02-12 | -15.10 | 65 |
| 2022-03-02 | 2022-03-27 | -13.62 | 25 |
| 2023-06-23 | 2023-10-23 | -12.49 | 122 |
| 2024-07-22 | 2024-09-19 | -10.89 | 59 |
| 2024-04-23 | 2024-05-20 | -10.30 | 27 |
| 2022-03-29 | 2022-05-30 | -9.15 | 62 |
| 2023-03-22 | 2023-06-21 | -9.14 | 90 |
| 2024-05-21 | 2024-07-15 | -8.88 | 55 |
| Metric | 4053079:btcusd:triple_gx:lsma195_100_20 | 4053079:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 33.05% | 43.77% |
| Worst Month | -13.65% | -37.12% |
| Best Year | 98.94% | 155.54% |
| Worst Year | -23.81% | -58.73% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.68% | 8.36% |
| Avg. Down Week | -3.21% | -4.48% |
| Avg. Up Month | 12.2% | 17.25% |
| Avg. Down Month | -6.05% | -12.78% |
| Win Days % | 49.84% | 51.14% |
| Win Month % | 48.57% | 60.53% |
| Win Week % | 47.47% | 48.8% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |