| Metric | 4056272:btcusd:triple_gx:lsma95_90_55 | 4056272:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 187.34% | 147.33% |
| Max Drawdown | -30.49% | -67.18% |
| Sharpe | 0.56 | 0.4 |
| Sortino | 0.85 | 0.58 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.26 | 1.04 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 12.74 | 4.23 |
| Outlier Loss Ratio | 4.53 | 4.0 |
| Volatility (ann.) | 17.5% | 26.71% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.3 | 0.49 |
| Skew | 0.5 | 0.18 |
| Kurtosis | 14.01 | 6.2 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.74% | 2.35% |
| Expected Yearly % | 30.2% | 25.41% |
| Kelly Criterion | 5.12% | 6.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.27% |
| Expected Shortfall (cVaR) | -1.48% | -2.27% |
| Year | 4056272:BTCUSD | 4056272:btcusd:triple_gx:lsma95_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -4.71 | 0.09 | + |
| 2023 | 155.54 | 80.81 | 0.52 | - |
| 2024 | 121.00 | 90.89 | 0.75 | - |
| 2025 | -6.21 | -12.63 | 2.03 | - |
| Metric | 4056272:btcusd:triple_gx:lsma95_90_55 | 4056272:BTCUSD |
|---|---|---|
| MTD | -0.51% | 3.86% |
| 3M | -12.63% | -7.61% |
| 6M | 19.22% | 38.23% |
| YTD | -12.63% | -6.21% |
| 1Y | 18.2% | 25.27% |
| 3Y (ann.) | 37.95% | 25.44% |
| 5Y (ann.) | 39.55% | 33.1% |
| Metric | 4056272:btcusd:triple_gx:lsma95_90_55 | 4056272:BTCUSD |
|---|---|---|
| Max Drawdown | -30.49% | -67.18% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -3.99% | -6.2% |
| Avg. Drawdown Days | 16.0 | 29.0 |
| Recovery Factor | 6.14 | 2.19 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-01-14 | -30.49 | 290 |
| 2024-12-17 | 2025-03-26 | -28.94 | 98 |
| 2024-05-21 | 2024-09-26 | -21.44 | 128 |
| 2023-03-22 | 2023-06-23 | -17.08 | 92 |
| 2022-02-10 | 2022-03-29 | -15.44 | 46 |
| 2024-04-01 | 2024-05-20 | -14.56 | 49 |
| 2023-06-23 | 2023-10-24 | -13.63 | 122 |
| 2024-01-11 | 2024-02-09 | -9.49 | 28 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| Metric | 4056272:btcusd:triple_gx:lsma95_90_55 | 4056272: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 | 36.33% | 43.77% |
| Worst Month | -13.03% | -37.12% |
| Best Year | 90.89% | 155.54% |
| Worst Year | -12.63% | -53.3% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 5.26% | 7.31% |
| Avg. Down Week | -3.33% | -3.85% |
| Avg. Up Month | 14.06% | 19.06% |
| Avg. Down Month | -5.6% | -11.49% |
| Win Days % | 50.28% | 51.09% |
| Win Month % | 43.59% | 61.54% |
| Win Week % | 50.39% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |