| Metric | 4055988:btcusd:triple_gx:lsma165_100_50 | 4055988:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 202.64% | 104.25% |
| Max Drawdown | -26.55% | -67.18% |
| Sharpe | 0.68 | 0.35 |
| Sortino | 1.03 | 0.5 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.33 | 1.03 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 17.88 | 4.1 |
| Outlier Loss Ratio | 4.38 | 3.74 |
| Volatility (ann.) | 14.73% | 26.57% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.6 | 0.38 |
| Skew | 0.57 | 0.16 |
| Kurtosis | 18.92 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.96% | 1.9% |
| Expected Yearly % | 31.9% | 19.55% |
| Kelly Criterion | 7.35% | 7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.26% |
| Expected Shortfall (cVaR) | -1.24% | -2.26% |
| Year | 4055988:BTCUSD | 4055988:btcusd:triple_gx:lsma165_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 1.14 | -0.02 | + |
| 2023 | 155.54 | 71.46 | 0.46 | - |
| 2024 | 121.00 | 114.74 | 0.95 | - |
| 2025 | -6.21 | -18.73 | 3.01 | - |
| Metric | 4055988:btcusd:triple_gx:lsma165_100_50 | 4055988:BTCUSD |
|---|---|---|
| MTD | 0.17% | 3.86% |
| 3M | -18.73% | -7.61% |
| 6M | 8.66% | 38.23% |
| YTD | -18.73% | -6.21% |
| 1Y | 38.18% | 25.27% |
| 3Y (ann.) | 46.05% | 25.44% |
| 5Y (ann.) | 42.6% | 25.72% |
| Metric | 4055988:btcusd:triple_gx:lsma165_100_50 | 4055988:BTCUSD |
|---|---|---|
| Max Drawdown | -26.55% | -67.18% |
| Longest DD Days | 177.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.99% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 7.63 | 1.55 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-26 | -26.55 | 78 |
| 2022-07-20 | 2023-01-13 | -23.26 | 177 |
| 2023-12-09 | 2024-02-14 | -16.67 | 67 |
| 2022-05-31 | 2022-07-19 | -16.17 | 48 |
| 2023-08-09 | 2023-10-24 | -15.68 | 75 |
| 2022-02-15 | 2022-03-28 | -13.32 | 40 |
| 2024-08-26 | 2024-09-24 | -9.24 | 29 |
| 2023-01-21 | 2023-03-17 | -9.20 | 54 |
| 2023-05-29 | 2023-06-21 | -8.80 | 23 |
| 2024-03-11 | 2024-05-15 | -7.35 | 65 |
| Metric | 4055988:btcusd:triple_gx:lsma165_100_50 | 4055988:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.16% | -29.64% |
| Best Month | 32.95% | 43.77% |
| Worst Month | -11.14% | -37.12% |
| Best Year | 114.74% | 155.54% |
| Worst Year | -18.73% | -61.44% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.75% | 7.6% |
| Avg. Down Week | -3.76% | -4.18% |
| Avg. Up Month | 11.75% | 16.9% |
| Avg. Down Month | -5.23% | -12.74% |
| Win Days % | 50.87% | 51.09% |
| Win Month % | 57.14% | 60.53% |
| Win Week % | 55.32% | 48.5% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |