| Metric | 4055993:btcusd:triple_gx:lsma195_100_50 | 4055993:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 163.53% | 118.05% |
| Max Drawdown | -25.28% | -67.18% |
| Sharpe | 0.62 | 0.37 |
| Sortino | 0.94 | 0.53 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.35 | 1.04 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 19.25 | 4.1 |
| Outlier Loss Ratio | 4.31 | 3.69 |
| Volatility (ann.) | 14.37% | 26.58% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.45 | 0.43 |
| Skew | 0.61 | 0.17 |
| Kurtosis | 20.73 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.58% | 2.07% |
| Expected Yearly % | 27.41% | 21.52% |
| Kelly Criterion | 6.93% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.26% |
| Expected Shortfall (cVaR) | -1.21% | -2.26% |
| Year | 4055993:BTCUSD | 4055993:btcusd:triple_gx:lsma195_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -5.31 | 0.09 | + |
| 2023 | 155.54 | 52.38 | 0.34 | - |
| 2024 | 121.00 | 100.06 | 0.83 | - |
| 2025 | -6.45 | -8.70 | 1.35 | - |
| Metric | 4055993:btcusd:triple_gx:lsma195_100_50 | 4055993:BTCUSD |
|---|---|---|
| MTD | 0.89% | 3.6% |
| 3M | -8.7% | -11.42% |
| 6M | 19.21% | 35.88% |
| YTD | -8.7% | -6.45% |
| 1Y | 40.28% | 24.76% |
| 3Y (ann.) | 42.34% | 25.14% |
| 5Y (ann.) | 36.68% | 28.58% |
| Metric | 4055993:btcusd:triple_gx:lsma195_100_50 | 4055993:BTCUSD |
|---|---|---|
| Max Drawdown | -25.28% | -67.18% |
| Longest DD Days | 177.0 | 683.0 |
| Avg. Drawdown | -3.96% | -7.07% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 6.47 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-01-14 | -25.28 | 177 |
| 2024-11-22 | 2025-03-27 | -17.69 | 124 |
| 2023-06-23 | 2023-11-01 | -17.25 | 131 |
| 2022-03-02 | 2022-05-30 | -16.02 | 89 |
| 2023-12-09 | 2024-02-12 | -14.10 | 65 |
| 2022-05-31 | 2022-07-18 | -13.86 | 47 |
| 2023-03-22 | 2023-06-21 | -10.10 | 90 |
| 2023-01-21 | 2023-03-17 | -9.43 | 54 |
| 2024-07-22 | 2024-09-20 | -9.10 | 60 |
| 2024-03-11 | 2024-05-15 | -7.84 | 65 |
| Metric | 4055993:btcusd:triple_gx:lsma195_100_50 | 4055993:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 31.36% | 43.77% |
| Worst Month | -12.93% | -37.12% |
| Best Year | 100.06% | 155.54% |
| Worst Year | -8.7% | -58.73% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.52% | 7.73% |
| Avg. Down Week | -3.61% | -4.23% |
| Avg. Up Month | 12.14% | 17.96% |
| Avg. Down Month | -5.27% | -11.57% |
| Win Days % | 50.37% | 51.14% |
| Win Month % | 54.29% | 60.53% |
| Win Week % | 53.85% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |