| Metric | 4054134:btcusd:triple_gx:lsma105_90_30 | 4054134:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 104.32% | 142.6% |
| Max Drawdown | -29.21% | -67.18% |
| Sharpe | 0.42 | 0.4 |
| Sortino | 0.63 | 0.57 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.93 | 4.14 |
| Outlier Loss Ratio | 4.49 | 3.96 |
| Volatility (ann.) | 16.61% | 26.66% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.87 | 0.48 |
| Skew | 0.48 | 0.18 |
| Kurtosis | 14.69 | 6.25 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.85% | 2.3% |
| Expected Yearly % | 19.56% | 24.8% |
| Kelly Criterion | 3.56% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.27% |
| Expected Shortfall (cVaR) | -1.41% | -2.27% |
| Year | 4054134:BTCUSD | 4054134:btcusd:triple_gx:lsma105_90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -8.52 | 0.16 | + |
| 2023 | 155.54 | 84.69 | 0.54 | - |
| 2024 | 121.00 | 35.81 | 0.30 | - |
| 2025 | -6.45 | -10.96 | 1.70 | - |
| Metric | 4054134:btcusd:triple_gx:lsma105_90_30 | 4054134:BTCUSD |
|---|---|---|
| MTD | -8.81% | 3.6% |
| 3M | -10.96% | -11.42% |
| 6M | -3.01% | 35.88% |
| YTD | -10.96% | -6.45% |
| 1Y | -8.22% | 24.76% |
| 3Y (ann.) | 21.34% | 25.14% |
| 5Y (ann.) | 25.33% | 32.32% |
| Metric | 4054134:btcusd:triple_gx:lsma105_90_30 | 4054134:BTCUSD |
|---|---|---|
| Max Drawdown | -29.21% | -67.18% |
| Longest DD Days | 274.0 | 683.0 |
| Avg. Drawdown | -4.74% | -5.93% |
| Avg. Drawdown Days | 24.0 | 29.0 |
| Recovery Factor | 3.57 | 2.12 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-01-20 | -29.21 | 274 |
| 2024-12-17 | 2025-03-27 | -25.50 | 99 |
| 2024-04-01 | 2024-11-11 | -23.47 | 224 |
| 2022-02-10 | 2022-03-29 | -15.57 | 46 |
| 2023-03-22 | 2023-06-22 | -15.25 | 91 |
| 2023-12-09 | 2024-02-09 | -12.51 | 62 |
| 2023-08-29 | 2023-10-23 | -9.92 | 55 |
| 2023-01-21 | 2023-03-17 | -9.46 | 54 |
| 2022-03-29 | 2022-04-20 | -6.81 | 21 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4054134:btcusd:triple_gx:lsma105_90_30 | 4054134:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.66% | -29.64% |
| Best Month | 35.57% | 43.77% |
| Worst Month | -15.65% | -37.12% |
| Best Year | 84.69% | 155.54% |
| Worst Year | -10.96% | -54.08% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 5.53% | 7.73% |
| Avg. Down Week | -3.41% | -3.72% |
| Avg. Up Month | 12.36% | 18.47% |
| Avg. Down Month | -5.68% | -12.19% |
| Win Days % | 49.84% | 51.12% |
| Win Month % | 47.37% | 61.54% |
| Win Week % | 44.09% | 49.7% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |