| Metric | 4053718:btcusd:triple_gx:lsma210_110_25 | 4053718:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 143.66% | 132.64% |
| Max Drawdown | -35.08% | -67.18% |
| Sharpe | 0.58 | 0.39 |
| Sortino | 0.89 | 0.57 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.3 | 1.05 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 19.34 | 4.08 |
| Outlier Loss Ratio | 4.37 | 3.73 |
| Volatility (ann.) | 14.16% | 26.53% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.95 | 0.47 |
| Skew | 0.7 | 0.17 |
| Kurtosis | 19.94 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.37% | 2.25% |
| Expected Yearly % | 24.94% | 23.5% |
| Kelly Criterion | 5.94% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.26% |
| Expected Shortfall (cVaR) | -1.2% | -2.26% |
| Year | 4053718:BTCUSD | 4053718:btcusd:triple_gx:lsma210_110_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -28.53 | 0.51 | + |
| 2023 | 155.54 | 89.12 | 0.57 | - |
| 2024 | 121.00 | 91.00 | 0.75 | - |
| 2025 | -6.45 | -5.62 | 0.87 | + |
| Metric | 4053718:btcusd:triple_gx:lsma210_110_25 | 4053718:BTCUSD |
|---|---|---|
| MTD | -2.06% | 3.6% |
| 3M | -5.62% | -11.42% |
| 6M | 13.78% | 35.88% |
| YTD | -5.62% | -6.45% |
| 1Y | 27.86% | 24.76% |
| 3Y (ann.) | 36.33% | 25.14% |
| 5Y (ann.) | 33.4% | 31.42% |
| Metric | 4053718:btcusd:triple_gx:lsma210_110_25 | 4053718:BTCUSD |
|---|---|---|
| Max Drawdown | -35.08% | -67.18% |
| Longest DD Days | 291.0 | 683.0 |
| Avg. Drawdown | -4.88% | -6.57% |
| Avg. Drawdown Days | 27.0 | 32.0 |
| Recovery Factor | 4.09 | 1.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-03-19 | -35.08 | 291 |
| 2024-07-22 | 2024-11-11 | -15.81 | 112 |
| 2025-01-07 | 2025-03-27 | -15.76 | 79 |
| 2022-03-02 | 2022-03-29 | -15.11 | 27 |
| 2023-12-09 | 2024-02-12 | -14.77 | 65 |
| 2023-06-23 | 2023-10-23 | -13.76 | 121 |
| 2024-03-13 | 2024-05-20 | -9.62 | 68 |
| 2023-03-22 | 2023-06-21 | -9.07 | 90 |
| 2022-03-29 | 2022-05-22 | -6.81 | 54 |
| 2024-05-21 | 2024-07-15 | -6.67 | 55 |
| Metric | 4053718:btcusd:triple_gx:lsma210_110_25 | 4053718:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.72% | -29.64% |
| Best Month | 36.34% | 43.77% |
| Worst Month | -18.48% | -37.12% |
| Best Year | 91.0% | 155.54% |
| Worst Year | -28.53% | -55.97% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.55% | 8.15% |
| Avg. Down Week | -3.9% | -4.62% |
| Avg. Up Month | 14.79% | 17.88% |
| Avg. Down Month | -6.5% | -12.32% |
| Win Days % | 50.25% | 51.18% |
| Win Month % | 42.86% | 60.53% |
| Win Week % | 53.12% | 49.7% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |