| Metric | 4056277:btcusd:triple_gx:lsma115_90_55 | 4056277:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 121.01% | 175.76% |
| Max Drawdown | -37.08% | -67.18% |
| Sharpe | 0.45 | 0.42 |
| Sortino | 0.66 | 0.61 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 14.18 | 4.12 |
| Outlier Loss Ratio | 4.4 | 3.98 |
| Volatility (ann.) | 16.58% | 26.5% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.73 | 0.54 |
| Skew | 0.35 | 0.21 |
| Kurtosis | 15.46 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.95% | 2.5% |
| Expected Yearly % | 21.93% | 28.86% |
| Kelly Criterion | 4.34% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.25% |
| Expected Shortfall (cVaR) | -1.41% | -2.25% |
| Year | 4056277:BTCUSD | 4056277:btcusd:triple_gx:lsma115_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -12.14 | 0.22 | + |
| 2023 | 155.54 | 66.08 | 0.42 | - |
| 2024 | 121.00 | 65.97 | 0.55 | - |
| 2025 | 11.30 | -8.73 | -0.77 | - |
| Metric | 4056277:btcusd:triple_gx:lsma115_90_55 | 4056277:BTCUSD |
|---|---|---|
| MTD | 1.82% | 10.32% |
| 3M | 0.1% | 7.53% |
| 6M | -6.26% | 18.96% |
| YTD | -8.73% | 11.3% |
| 1Y | 14.64% | 56.85% |
| 3Y (ann.) | 29.59% | 49.13% |
| 5Y (ann.) | 27.2% | 36.04% |
| Metric | 4056277:btcusd:triple_gx:lsma115_90_55 | 4056277:BTCUSD |
|---|---|---|
| Max Drawdown | -37.08% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.91% | -6.56% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 3.26 | 2.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-01-20 | -37.08 | 344 |
| 2024-12-17 | 2025-05-16 | -32.88 | 149 |
| 2024-04-01 | 2024-11-10 | -19.48 | 223 |
| 2023-06-23 | 2023-12-02 | -17.16 | 162 |
| 2023-03-22 | 2023-06-23 | -17.08 | 92 |
| 2023-01-21 | 2023-03-17 | -9.75 | 54 |
| 2024-01-11 | 2024-02-09 | -9.49 | 28 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056277:btcusd:triple_gx:lsma115_90_55 | 4056277:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.13% | -29.64% |
| Best Month | 35.3% | 43.77% |
| Worst Month | -13.59% | -37.12% |
| Best Year | 66.08% | 155.54% |
| Worst Year | -12.14% | -56.13% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.4% | 7.5% |
| Avg. Down Week | -3.82% | -4.04% |
| Avg. Up Month | 12.97% | 18.35% |
| Avg. Down Month | -6.8% | -11.1% |
| Win Days % | 50.61% | 51.22% |
| Win Month % | 45.0% | 60.98% |
| Win Week % | 49.17% | 50.29% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |