| Metric | 4055948:btcusd:triple_gx:lsma100_95_50 | 4055948:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 159.34% | 136.16% |
| Max Drawdown | -29.62% | -67.18% |
| Sharpe | 0.52 | 0.39 |
| Sortino | 0.77 | 0.56 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.24 | 1.04 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.1 | 0.97 |
| Outlier Win Ratio | 12.69 | 4.2 |
| Outlier Loss Ratio | 4.52 | 3.99 |
| Volatility (ann.) | 17.43% | 26.68% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.19 | 0.46 |
| Skew | 0.47 | 0.18 |
| Kurtosis | 14.03 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.47% | 2.23% |
| Expected Yearly % | 26.9% | 23.97% |
| Kelly Criterion | 4.72% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.27% |
| Expected Shortfall (cVaR) | -1.48% | -2.27% |
| Year | 4055948:BTCUSD | 4055948:btcusd:triple_gx:lsma100_95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -3.52 | 0.06 | + |
| 2023 | 155.54 | 70.05 | 0.45 | - |
| 2024 | 121.00 | 87.19 | 0.72 | - |
| 2025 | -6.45 | -15.55 | 2.41 | - |
| Metric | 4055948:btcusd:triple_gx:lsma100_95_50 | 4055948:BTCUSD |
|---|---|---|
| MTD | -4.8% | 3.6% |
| 3M | -15.55% | -11.42% |
| 6M | 12.18% | 35.88% |
| YTD | -15.55% | -6.45% |
| 1Y | 14.4% | 24.76% |
| 3Y (ann.) | 33.95% | 25.14% |
| 5Y (ann.) | 35.11% | 31.17% |
| Metric | 4055948:btcusd:triple_gx:lsma100_95_50 | 4055948:BTCUSD |
|---|---|---|
| Max Drawdown | -29.62% | -67.18% |
| Longest DD Days | 337.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.47% |
| Avg. Drawdown Days | 18.0 | 31.0 |
| Recovery Factor | 5.38 | 2.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -29.62 | 99 |
| 2022-02-10 | 2023-01-14 | -27.54 | 337 |
| 2024-04-01 | 2024-09-26 | -25.20 | 178 |
| 2023-03-22 | 2023-10-24 | -16.62 | 215 |
| 2024-01-11 | 2024-02-09 | -10.32 | 28 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-12-09 | 2024-12-16 | -5.80 | 7 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4055948:btcusd:triple_gx:lsma100_95_50 | 4055948:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.76% | -29.64% |
| Best Month | 36.93% | 43.77% |
| Worst Month | -14.37% | -37.12% |
| Best Year | 87.19% | 155.54% |
| Worst Year | -15.55% | -55.3% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 5.1% | 7.35% |
| Avg. Down Week | -3.43% | -3.79% |
| Avg. Up Month | 14.18% | 18.82% |
| Avg. Down Month | -5.78% | -11.72% |
| Win Days % | 50.19% | 51.1% |
| Win Month % | 43.59% | 61.54% |
| Win Week % | 51.16% | 49.7% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |