| Metric | 4053131:btcusd:triple_gx:lsma200_110_20 | 4053131:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 133.6% | 117.63% |
| Max Drawdown | -23.08% | -67.18% |
| Sharpe | 0.55 | 0.37 |
| Sortino | 0.84 | 0.53 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.27 | 1.04 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 19.03 | 4.07 |
| Outlier Loss Ratio | 4.41 | 3.73 |
| Volatility (ann.) | 14.29% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.36 | 0.42 |
| Skew | 0.62 | 0.17 |
| Kurtosis | 19.83 | 6.32 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.26% | 2.07% |
| Expected Yearly % | 23.63% | 21.46% |
| Kelly Criterion | 5.35% | 6.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.26% |
| Expected Shortfall (cVaR) | -1.21% | -2.26% |
| Year | 4053131:BTCUSD | 4053131:btcusd:triple_gx:lsma200_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -12.05 | 0.20 | + |
| 2023 | 155.54 | 71.15 | 0.46 | - |
| 2024 | 121.00 | 78.01 | 0.64 | - |
| 2025 | -6.45 | -12.83 | 1.99 | - |
| Metric | 4053131:btcusd:triple_gx:lsma200_110_20 | 4053131:BTCUSD |
|---|---|---|
| MTD | -12.91% | 3.6% |
| 3M | -12.83% | -11.42% |
| 6M | 4.94% | 35.88% |
| YTD | -12.83% | -6.45% |
| 1Y | 12.65% | 24.76% |
| 3Y (ann.) | 33.31% | 25.14% |
| 5Y (ann.) | 31.5% | 28.53% |
| Metric | 4053131:btcusd:triple_gx:lsma200_110_20 | 4053131:BTCUSD |
|---|---|---|
| Max Drawdown | -23.08% | -67.18% |
| Longest DD Days | 184.0 | 683.0 |
| Avg. Drawdown | -4.88% | -7.29% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 5.79 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -23.08 | 65 |
| 2022-07-20 | 2023-01-20 | -21.78 | 184 |
| 2023-12-09 | 2024-02-14 | -18.19 | 67 |
| 2024-03-13 | 2024-07-15 | -16.98 | 124 |
| 2023-06-23 | 2023-10-23 | -15.52 | 122 |
| 2024-07-22 | 2024-09-27 | -14.90 | 67 |
| 2022-05-31 | 2022-07-20 | -14.69 | 49 |
| 2022-03-02 | 2022-03-27 | -12.94 | 25 |
| 2023-03-22 | 2023-06-22 | -12.50 | 91 |
| 2024-10-21 | 2024-11-11 | -8.64 | 21 |
| Metric | 4053131:btcusd:triple_gx:lsma200_110_20 | 4053131:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.46% | -29.64% |
| Best Month | 32.78% | 43.77% |
| Worst Month | -13.66% | -37.12% |
| Best Year | 78.01% | 155.54% |
| Worst Year | -12.83% | -58.81% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.65% | 8.1% |
| Avg. Down Week | -3.73% | -4.7% |
| Avg. Up Month | 13.19% | 18.06% |
| Avg. Down Month | -5.41% | -11.57% |
| Win Days % | 50.0% | 51.15% |
| Win Month % | 44.44% | 60.53% |
| Win Week % | 49.5% | 49.09% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |