| Metric | 4053155:btcusd:triple_gx:lsma200_115_20 | 4053155:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 140.67% | 117.63% |
| Max Drawdown | -24.99% | -67.18% |
| Sharpe | 0.56 | 0.37 |
| Sortino | 0.85 | 0.53 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.27 | 1.04 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 18.57 | 4.1 |
| Outlier Loss Ratio | 4.4 | 3.73 |
| Volatility (ann.) | 14.51% | 26.59% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.31 | 0.42 |
| Skew | 0.52 | 0.17 |
| Kurtosis | 19.36 | 6.32 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.34% | 2.07% |
| Expected Yearly % | 24.55% | 21.46% |
| Kelly Criterion | 5.48% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 4053155:BTCUSD | 4053155:btcusd:triple_gx:lsma200_115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -9.26 | 0.16 | + |
| 2023 | 155.54 | 78.16 | 0.50 | - |
| 2024 | 121.00 | 75.12 | 0.62 | - |
| 2025 | -6.45 | -14.99 | 2.32 | - |
| Metric | 4053155:btcusd:triple_gx:lsma200_115_20 | 4053155:BTCUSD |
|---|---|---|
| MTD | -12.91% | 3.6% |
| 3M | -14.99% | -11.42% |
| 6M | 6.67% | 35.88% |
| YTD | -14.99% | -6.45% |
| 1Y | 15.67% | 24.76% |
| 3Y (ann.) | 34.64% | 25.14% |
| 5Y (ann.) | 32.77% | 28.53% |
| Metric | 4053155:btcusd:triple_gx:lsma200_115_20 | 4053155:BTCUSD |
|---|---|---|
| Max Drawdown | -24.99% | -67.18% |
| Longest DD Days | 181.0 | 683.0 |
| Avg. Drawdown | -5.0% | -7.29% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 5.63 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -24.99 | 65 |
| 2024-03-13 | 2024-07-20 | -21.04 | 129 |
| 2022-07-20 | 2023-01-18 | -20.32 | 181 |
| 2023-12-09 | 2024-02-14 | -18.19 | 67 |
| 2023-06-23 | 2023-10-23 | -15.10 | 121 |
| 2024-07-22 | 2024-09-27 | -14.12 | 67 |
| 2022-05-31 | 2022-07-19 | -14.03 | 48 |
| 2022-03-02 | 2022-03-27 | -12.94 | 25 |
| 2023-03-22 | 2023-06-21 | -11.10 | 90 |
| 2024-10-21 | 2024-11-11 | -8.64 | 21 |
| Metric | 4053155:btcusd:triple_gx:lsma200_115_20 | 4053155: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 | -12.99% | -37.12% |
| Best Year | 78.16% | 155.54% |
| Worst Year | -14.99% | -58.81% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 5.63% | 8.0% |
| Avg. Down Week | -3.74% | -4.79% |
| Avg. Up Month | 13.45% | 18.0% |
| Avg. Down Month | -5.32% | -12.81% |
| Win Days % | 50.12% | 51.15% |
| Win Month % | 45.95% | 60.53% |
| Win Week % | 50.5% | 49.09% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |