| Metric | 4053089:btcusd:triple_gx:lsma110_105_20 | 4053089:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 123.52% | 139.54% |
| Max Drawdown | -36.89% | -67.18% |
| Sharpe | 0.46 | 0.39 |
| Sortino | 0.68 | 0.57 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.2 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 12.93 | 4.24 |
| Outlier Loss Ratio | 4.49 | 3.95 |
| Volatility (ann.) | 17.25% | 26.65% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.79 | 0.47 |
| Skew | 0.38 | 0.18 |
| Kurtosis | 13.9 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.08% | 2.27% |
| Expected Yearly % | 22.27% | 24.41% |
| Kelly Criterion | 3.59% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.27% |
| Expected Shortfall (cVaR) | -1.46% | -2.27% |
| Year | 4053089:BTCUSD | 4053089:btcusd:triple_gx:lsma110_105_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -20.63 | 0.38 | + |
| 2023 | 155.54 | 79.79 | 0.51 | - |
| 2024 | 121.00 | 76.83 | 0.63 | - |
| 2025 | -6.45 | -11.42 | 1.77 | - |
| Metric | 4053089:btcusd:triple_gx:lsma110_105_20 | 4053089:BTCUSD |
|---|---|---|
| MTD | -6.75% | 3.6% |
| 3M | -11.42% | -11.42% |
| 6M | -1.76% | 35.88% |
| YTD | -11.42% | -6.45% |
| 1Y | 8.63% | 24.76% |
| 3Y (ann.) | 26.93% | 25.14% |
| 5Y (ann.) | 29.0% | 31.86% |
| Metric | 4053089:btcusd:triple_gx:lsma110_105_20 | 4053089:BTCUSD |
|---|---|---|
| Max Drawdown | -36.89% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -4.27% | -6.16% |
| Avg. Drawdown Days | 26.0 | 30.0 |
| Recovery Factor | 3.35 | 2.08 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-23 | -36.89 | 600 |
| 2024-11-23 | 2025-03-27 | -25.72 | 124 |
| 2024-03-13 | 2024-07-21 | -15.60 | 130 |
| 2023-12-09 | 2024-02-11 | -13.83 | 64 |
| 2024-07-22 | 2024-09-18 | -11.45 | 58 |
| 2024-10-21 | 2024-11-11 | -10.84 | 21 |
| 2022-02-10 | 2022-03-01 | -6.86 | 19 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| Metric | 4053089:btcusd:triple_gx:lsma110_105_20 | 4053089: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 | 79.79% | 155.54% |
| Worst Year | -20.63% | -54.66% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 5.96% | 7.74% |
| Avg. Down Week | -3.67% | -4.14% |
| Avg. Up Month | 12.22% | 17.37% |
| Avg. Down Month | -6.05% | -12.5% |
| Win Days % | 50.04% | 51.11% |
| Win Month % | 48.72% | 61.54% |
| Win Week % | 44.96% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |