| Metric | 4054637:btcusd:triple_gx:lsma95_90_35 | 4054637:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 80.19% | 192.96% |
| Max Drawdown | -31.42% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.51 | 0.64 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 12.98 | 4.13 |
| Outlier Loss Ratio | 4.54 | 3.97 |
| Volatility (ann.) | 16.98% | 26.54% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.62 | 0.57 |
| Skew | 0.42 | 0.2 |
| Kurtosis | 14.99 | 6.32 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.45% | 2.66% |
| Expected Yearly % | 15.86% | 30.83% |
| Kelly Criterion | 2.58% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.25% |
| Expected Shortfall (cVaR) | -1.45% | -2.25% |
| Year | 4054637:BTCUSD | 4054637:btcusd:triple_gx:lsma95_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -7.26 | 0.14 | + |
| 2023 | 155.54 | 79.60 | 0.51 | - |
| 2024 | 121.00 | 17.76 | 0.15 | - |
| 2025 | 11.09 | -8.13 | -0.73 | - |
| Metric | 4054637:btcusd:triple_gx:lsma95_90_35 | 4054637:BTCUSD |
|---|---|---|
| MTD | 0.32% | 10.11% |
| 3M | -8.9% | 7.33% |
| 6M | -13.51% | 14.6% |
| YTD | -8.13% | 11.09% |
| 1Y | 6.49% | 56.56% |
| 3Y (ann.) | 12.7% | 49.04% |
| 5Y (ann.) | 19.49% | 38.41% |
| Metric | 4054637:btcusd:triple_gx:lsma95_90_35 | 4054637:BTCUSD |
|---|---|---|
| Max Drawdown | -31.42% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -5.65% | -6.25% |
| Avg. Drawdown Days | 30.0 | 31.0 |
| Recovery Factor | 2.55 | 2.87 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-18 | -31.42 | 330 |
| 2024-04-01 | 2024-11-13 | -30.83 | 226 |
| 2024-12-17 | 2025-05-16 | -27.96 | 149 |
| 2023-12-09 | 2024-02-14 | -14.56 | 67 |
| 2022-03-02 | 2022-03-28 | -14.49 | 26 |
| 2023-03-22 | 2023-06-21 | -13.32 | 90 |
| 2023-06-23 | 2023-10-23 | -9.11 | 121 |
| 2022-02-10 | 2022-02-28 | -7.09 | 17 |
| 2023-10-25 | 2023-12-04 | -6.81 | 39 |
| 2022-03-29 | 2022-04-21 | -6.81 | 22 |
| Metric | 4054637:btcusd:triple_gx:lsma95_90_35 | 4054637:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.61% | -29.64% |
| Best Month | 37.25% | 43.77% |
| Worst Month | -19.06% | -37.12% |
| Best Year | 79.6% | 155.54% |
| Worst Year | -8.13% | -53.3% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.29% | 7.18% |
| Avg. Down Week | -3.16% | -3.49% |
| Avg. Up Month | 10.67% | 16.3% |
| Avg. Down Month | -6.96% | -10.82% |
| Win Days % | 49.53% | 51.22% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 42.34% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |