| Metric | 4055982:btcusd:triple_gx:lsma135_100_50 | 4055982:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 134.52% | 137.02% |
| Max Drawdown | -30.6% | -67.18% |
| Sharpe | 0.49 | 0.39 |
| Sortino | 0.74 | 0.57 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 14.77 | 4.12 |
| Outlier Loss Ratio | 4.37 | 3.94 |
| Volatility (ann.) | 16.45% | 26.67% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.02 | 0.47 |
| Skew | 0.44 | 0.18 |
| Kurtosis | 16.27 | 6.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.27% | 2.3% |
| Expected Yearly % | 23.75% | 24.08% |
| Kelly Criterion | 4.83% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.27% |
| Expected Shortfall (cVaR) | -1.39% | -2.27% |
| Year | 4055982:BTCUSD | 4055982:btcusd:triple_gx:lsma135_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 7.04 | -0.13 | + |
| 2023 | 155.54 | 52.37 | 0.34 | - |
| 2024 | 121.00 | 73.63 | 0.61 | - |
| 2025 | -6.45 | -17.18 | 2.66 | - |
| Metric | 4055982:btcusd:triple_gx:lsma135_100_50 | 4055982:BTCUSD |
|---|---|---|
| MTD | -1.98% | 3.6% |
| 3M | -17.18% | -11.42% |
| 6M | -1.14% | 35.88% |
| YTD | -17.18% | -6.45% |
| 1Y | 5.9% | 24.76% |
| 3Y (ann.) | 26.74% | 25.14% |
| 5Y (ann.) | 31.16% | 31.6% |
| Metric | 4055982:btcusd:triple_gx:lsma135_100_50 | 4055982:BTCUSD |
|---|---|---|
| Max Drawdown | -30.6% | -67.18% |
| Longest DD Days | 256.0 | 683.0 |
| Avg. Drawdown | -4.39% | -6.84% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 4.4 | 2.04 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -30.60 | 99 |
| 2022-07-20 | 2023-01-14 | -24.43 | 177 |
| 2024-04-01 | 2024-08-23 | -21.20 | 144 |
| 2023-03-22 | 2023-12-04 | -18.06 | 256 |
| 2022-05-31 | 2022-07-19 | -17.37 | 48 |
| 2022-02-10 | 2022-03-29 | -16.19 | 46 |
| 2024-01-11 | 2024-02-11 | -12.13 | 30 |
| 2023-01-21 | 2023-03-17 | -9.32 | 54 |
| 2024-08-26 | 2024-09-24 | -8.92 | 29 |
| 2022-03-29 | 2022-05-30 | -8.73 | 62 |
| Metric | 4055982:btcusd:triple_gx:lsma135_100_50 | 4055982:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 33.57% | 43.77% |
| Worst Month | -12.47% | -37.12% |
| Best Year | 73.63% | 155.54% |
| Worst Year | -17.18% | -55.14% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 5.67% | 7.56% |
| Avg. Down Week | -3.98% | -4.16% |
| Avg. Up Month | 13.33% | 19.83% |
| Avg. Down Month | -6.77% | -12.13% |
| Win Days % | 50.52% | 51.17% |
| Win Month % | 45.95% | 60.53% |
| Win Week % | 52.73% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |