| Metric | 4055100:btcusd:triple_gx:lsma95_90_40 | 4055100:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 102.53% | 146.7% |
| Max Drawdown | -33.23% | -67.18% |
| Sharpe | 0.41 | 0.4 |
| Sortino | 0.61 | 0.58 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.16 | 1.04 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 13.02 | 4.18 |
| Outlier Loss Ratio | 4.56 | 3.98 |
| Volatility (ann.) | 17.18% | 26.7% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.75 | 0.49 |
| Skew | 0.5 | 0.18 |
| Kurtosis | 14.66 | 6.2 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.83% | 2.34% |
| Expected Yearly % | 19.29% | 25.33% |
| Kelly Criterion | 3.31% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.27% |
| Expected Shortfall (cVaR) | -1.46% | -2.27% |
| Year | 4055100:BTCUSD | 4055100:btcusd:triple_gx:lsma95_90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 3.07 | -0.06 | + |
| 2023 | 155.54 | 81.69 | 0.53 | - |
| 2024 | 121.00 | 21.63 | 0.18 | - |
| 2025 | -6.45 | -11.08 | 1.72 | - |
| Metric | 4055100:btcusd:triple_gx:lsma95_90_40 | 4055100:BTCUSD |
|---|---|---|
| MTD | -5.43% | 3.6% |
| 3M | -11.08% | -11.42% |
| 6M | -2.95% | 35.88% |
| YTD | -11.08% | -6.45% |
| 1Y | -16.02% | 24.76% |
| 3Y (ann.) | 19.45% | 25.14% |
| 5Y (ann.) | 24.94% | 32.96% |
| Metric | 4055100:btcusd:triple_gx:lsma95_90_40 | 4055100:BTCUSD |
|---|---|---|
| Max Drawdown | -33.23% | -67.18% |
| Longest DD Days | 246.0 | 683.0 |
| Avg. Drawdown | -5.36% | -6.2% |
| Avg. Drawdown Days | 23.0 | 29.0 |
| Recovery Factor | 3.09 | 2.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-10 | 2024-11-11 | -33.23 | 246 |
| 2024-12-17 | 2025-03-27 | -30.22 | 99 |
| 2022-06-26 | 2023-01-16 | -27.15 | 203 |
| 2023-03-22 | 2023-06-23 | -14.68 | 92 |
| 2022-03-02 | 2022-03-29 | -14.49 | 27 |
| 2022-04-21 | 2022-06-24 | -13.64 | 64 |
| 2023-12-09 | 2024-02-12 | -13.38 | 65 |
| 2023-08-29 | 2023-10-23 | -8.82 | 55 |
| 2023-01-21 | 2023-03-17 | -8.77 | 54 |
| 2022-02-10 | 2022-02-28 | -7.57 | 18 |
| Metric | 4055100:btcusd:triple_gx:lsma95_90_40 | 4055100:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.95% | -29.64% |
| Best Month | 39.3% | 43.77% |
| Worst Month | -24.14% | -37.12% |
| Best Year | 81.69% | 155.54% |
| Worst Year | -11.08% | -53.3% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.17% | 6.71% |
| Avg. Down Week | -3.18% | -3.73% |
| Avg. Up Month | 12.11% | 17.26% |
| Avg. Down Month | -5.9% | -12.19% |
| Win Days % | 49.79% | 51.11% |
| Win Month % | 48.72% | 61.54% |
| Win Week % | 45.86% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |