| Metric | 4054669:btcusd:triple_gx:lsma105_95_35 | 4054669:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 89.81% | 142.6% |
| Max Drawdown | -30.98% | -67.18% |
| Sharpe | 0.38 | 0.4 |
| Sortino | 0.57 | 0.57 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.15 | 1.04 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 13.55 | 4.15 |
| Outlier Loss Ratio | 4.46 | 3.98 |
| Volatility (ann.) | 16.87% | 26.66% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.72 | 0.48 |
| Skew | 0.38 | 0.18 |
| Kurtosis | 14.29 | 6.25 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.3% |
| Expected Yearly % | 17.38% | 24.8% |
| Kelly Criterion | 3.09% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.27% |
| Expected Shortfall (cVaR) | -1.43% | -2.27% |
| Year | 4054669:BTCUSD | 4054669:btcusd:triple_gx:lsma105_95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -5.61 | 0.10 | + |
| 2023 | 155.54 | 84.52 | 0.54 | - |
| 2024 | 121.00 | 32.11 | 0.27 | - |
| 2025 | -6.45 | -17.51 | 2.71 | - |
| Metric | 4054669:btcusd:triple_gx:lsma105_95_35 | 4054669:BTCUSD |
|---|---|---|
| MTD | -9.54% | 3.6% |
| 3M | -17.51% | -11.42% |
| 6M | -11.0% | 35.88% |
| YTD | -17.51% | -6.45% |
| 1Y | -18.71% | 24.76% |
| 3Y (ann.) | 21.7% | 25.14% |
| 5Y (ann.) | 22.45% | 32.32% |
| Metric | 4054669:btcusd:triple_gx:lsma105_95_35 | 4054669:BTCUSD |
|---|---|---|
| Max Drawdown | -30.98% | -67.18% |
| Longest DD Days | 341.0 | 683.0 |
| Avg. Drawdown | -4.86% | -5.93% |
| Avg. Drawdown Days | 26.0 | 29.0 |
| Recovery Factor | 2.9 | 2.12 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -30.98 | 99 |
| 2024-04-01 | 2024-11-11 | -26.61 | 224 |
| 2022-02-10 | 2023-01-18 | -26.24 | 341 |
| 2023-12-09 | 2024-02-12 | -14.99 | 65 |
| 2023-03-22 | 2023-06-21 | -12.53 | 90 |
| 2023-08-29 | 2023-10-23 | -10.44 | 55 |
| 2023-01-21 | 2023-03-17 | -9.89 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-19 | 2024-12-17 | -5.93 | 27 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4054669:btcusd:triple_gx:lsma105_95_35 | 4054669:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.61% | -29.64% |
| Best Month | 35.12% | 43.77% |
| Worst Month | -17.43% | -37.12% |
| Best Year | 84.52% | 155.54% |
| Worst Year | -17.51% | -54.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 6.0% | 7.56% |
| Avg. Down Week | -3.62% | -3.77% |
| Avg. Up Month | 10.89% | 17.86% |
| Avg. Down Month | -7.49% | -13.09% |
| Win Days % | 49.91% | 51.12% |
| Win Month % | 54.05% | 61.54% |
| Win Week % | 43.65% | 49.7% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |