| Metric | 4056280:btcusd:triple_gx:lsma130_90_55 | 4056280:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 123.03% | 126.73% |
| Max Drawdown | -33.1% | -67.18% |
| Sharpe | 0.47 | 0.38 |
| Sortino | 0.7 | 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 | 15.13 | 4.17 |
| Outlier Loss Ratio | 4.34 | 3.96 |
| Volatility (ann.) | 16.56% | 26.67% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.88 | 0.44 |
| Skew | 0.47 | 0.18 |
| Kurtosis | 16.36 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.13% | 2.18% |
| Expected Yearly % | 22.21% | 22.71% |
| Kelly Criterion | 4.61% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.27% |
| Expected Shortfall (cVaR) | -1.4% | -2.27% |
| Year | 4056280:BTCUSD | 4056280:btcusd:triple_gx:lsma130_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -1.90 | 0.03 | + |
| 2023 | 155.54 | 57.37 | 0.37 | - |
| 2024 | 121.00 | 70.88 | 0.59 | - |
| 2025 | -6.45 | -15.46 | 2.40 | - |
| Metric | 4056280:btcusd:triple_gx:lsma130_90_55 | 4056280:BTCUSD |
|---|---|---|
| MTD | -1.22% | 3.6% |
| 3M | -15.46% | -11.42% |
| 6M | -0.05% | 35.88% |
| YTD | -15.46% | -6.45% |
| 1Y | 5.82% | 24.76% |
| 3Y (ann.) | 24.95% | 25.14% |
| 5Y (ann.) | 29.05% | 29.73% |
| Metric | 4056280:btcusd:triple_gx:lsma130_90_55 | 4056280:BTCUSD |
|---|---|---|
| Max Drawdown | -33.1% | -67.18% |
| Longest DD Days | 256.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.77% |
| Avg. Drawdown Days | 21.0 | 34.0 |
| Recovery Factor | 3.72 | 1.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -33.10 | 99 |
| 2022-05-31 | 2023-01-20 | -28.67 | 234 |
| 2023-03-22 | 2023-12-04 | -20.12 | 256 |
| 2024-04-01 | 2024-08-20 | -15.99 | 141 |
| 2022-02-10 | 2022-03-27 | -14.84 | 45 |
| 2024-01-11 | 2024-02-11 | -12.19 | 30 |
| 2024-08-26 | 2024-10-15 | -10.91 | 50 |
| 2022-03-29 | 2022-05-30 | -10.42 | 62 |
| 2023-01-21 | 2023-03-17 | -9.88 | 54 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| Metric | 4056280:btcusd:triple_gx:lsma130_90_55 | 4056280:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.69% | -29.64% |
| Best Month | 33.19% | 43.77% |
| Worst Month | -16.0% | -37.12% |
| Best Year | 70.88% | 155.54% |
| Worst Year | -15.46% | -57.08% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 5.54% | 7.63% |
| Avg. Down Week | -3.9% | -4.27% |
| Avg. Up Month | 11.61% | 17.31% |
| Avg. Down Month | -7.21% | -12.13% |
| Win Days % | 50.3% | 51.16% |
| Win Month % | 54.05% | 60.53% |
| Win Week % | 52.34% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |