| Metric | 4056279:btcusd:triple_gx:lsma125_90_55 | 4056279:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 121.65% | 126.97% |
| Max Drawdown | -32.73% | -67.18% |
| Sharpe | 0.46 | 0.38 |
| Sortino | 0.68 | 0.55 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.22 | 1.04 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 14.72 | 4.17 |
| Outlier Loss Ratio | 4.36 | 4.0 |
| Volatility (ann.) | 16.75% | 26.66% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.88 | 0.44 |
| Skew | 0.38 | 0.18 |
| Kurtosis | 16.04 | 6.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.12% | 2.18% |
| Expected Yearly % | 22.02% | 22.74% |
| Kelly Criterion | 4.68% | 6.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.27% |
| Expected Shortfall (cVaR) | -1.42% | -2.27% |
| Year | 4056279:BTCUSD | 4056279:btcusd:triple_gx:lsma125_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -5.15 | 0.09 | + |
| 2023 | 155.54 | 57.84 | 0.37 | - |
| 2024 | 121.00 | 72.65 | 0.60 | - |
| 2025 | -6.45 | -14.25 | 2.21 | - |
| Metric | 4056279:btcusd:triple_gx:lsma125_90_55 | 4056279:BTCUSD |
|---|---|---|
| MTD | -0.35% | 3.6% |
| 3M | -14.25% | -11.42% |
| 6M | 4.56% | 35.88% |
| YTD | -14.25% | -6.45% |
| 1Y | 8.0% | 24.76% |
| 3Y (ann.) | 25.19% | 25.14% |
| 5Y (ann.) | 28.74% | 29.71% |
| Metric | 4056279:btcusd:triple_gx:lsma125_90_55 | 4056279:BTCUSD |
|---|---|---|
| Max Drawdown | -32.73% | -67.18% |
| Longest DD Days | 297.0 | 683.0 |
| Avg. Drawdown | -4.85% | -6.6% |
| Avg. Drawdown Days | 23.0 | 33.0 |
| Recovery Factor | 3.72 | 1.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -32.73 | 99 |
| 2022-03-29 | 2023-01-20 | -30.20 | 297 |
| 2023-03-22 | 2023-11-01 | -18.90 | 224 |
| 2024-05-21 | 2024-08-23 | -17.54 | 94 |
| 2022-02-10 | 2022-03-27 | -15.95 | 45 |
| 2024-04-01 | 2024-05-20 | -14.89 | 49 |
| 2024-01-11 | 2024-02-10 | -11.83 | 30 |
| 2024-08-26 | 2024-10-15 | -11.25 | 50 |
| 2023-01-21 | 2023-03-17 | -9.95 | 55 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| Metric | 4056279:btcusd:triple_gx:lsma125_90_55 | 4056279:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.73% | -29.64% |
| Best Month | 33.67% | 43.77% |
| Worst Month | -15.01% | -37.12% |
| Best Year | 72.65% | 155.54% |
| Worst Year | -14.25% | -57.04% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.44% | 7.66% |
| Avg. Down Week | -3.83% | -4.13% |
| Avg. Up Month | 12.01% | 18.21% |
| Avg. Down Month | -7.38% | -12.13% |
| Win Days % | 50.37% | 51.14% |
| Win Month % | 51.35% | 60.53% |
| Win Week % | 52.29% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |