| Metric | 4056282:btcusd:triple_gx:lsma140_90_55 | 4056282:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 131.7% | 109.91% |
| Max Drawdown | -28.3% | -67.18% |
| Sharpe | 0.5 | 0.36 |
| Sortino | 0.74 | 0.51 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.2 | 1.03 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 15.97 | 4.11 |
| Outlier Loss Ratio | 4.31 | 3.89 |
| Volatility (ann.) | 16.0% | 26.59% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.08 | 0.4 |
| Skew | 0.42 | 0.16 |
| Kurtosis | 17.42 | 6.24 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.24% | 1.97% |
| Expected Yearly % | 23.38% | 20.37% |
| Kelly Criterion | 5.26% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.26% |
| Expected Shortfall (cVaR) | -1.36% | -2.26% |
| Year | 4056282:BTCUSD | 4056282:btcusd:triple_gx:lsma140_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 0.46 | -0.01 | + |
| 2023 | 155.54 | 61.81 | 0.40 | - |
| 2024 | 121.00 | 61.52 | 0.51 | - |
| 2025 | -6.45 | -11.75 | 1.82 | - |
| Metric | 4056282:btcusd:triple_gx:lsma140_90_55 | 4056282:BTCUSD |
|---|---|---|
| MTD | 0.51% | 3.6% |
| 3M | -11.75% | -11.42% |
| 6M | 1.11% | 35.88% |
| YTD | -11.75% | -6.45% |
| 1Y | 4.08% | 24.76% |
| 3Y (ann.) | 29.89% | 25.14% |
| 5Y (ann.) | 30.69% | 26.64% |
| Metric | 4056282:btcusd:triple_gx:lsma140_90_55 | 4056282:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -67.18% |
| Longest DD Days | 227.0 | 683.0 |
| Avg. Drawdown | -4.21% | -6.84% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 4.65 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -28.30 | 99 |
| 2022-05-31 | 2023-01-13 | -27.21 | 227 |
| 2024-04-02 | 2024-08-23 | -18.65 | 143 |
| 2023-03-22 | 2023-11-01 | -18.64 | 224 |
| 2022-02-10 | 2022-03-27 | -14.95 | 45 |
| 2024-01-11 | 2024-02-10 | -11.91 | 30 |
| 2024-08-26 | 2024-10-16 | -10.91 | 51 |
| 2022-03-29 | 2022-05-30 | -10.44 | 62 |
| 2023-01-21 | 2023-03-17 | -9.67 | 54 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| Metric | 4056282:btcusd:triple_gx:lsma140_90_55 | 4056282:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -13.9% | -29.64% |
| Best Month | 33.57% | 43.77% |
| Worst Month | -14.28% | -37.12% |
| Best Year | 61.81% | 155.54% |
| Worst Year | -11.75% | -60.27% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 5.53% | 7.62% |
| Avg. Down Week | -3.59% | -4.28% |
| Avg. Up Month | 10.42% | 16.09% |
| Avg. Down Month | -6.43% | -12.13% |
| Win Days % | 50.32% | 51.11% |
| Win Month % | 56.76% | 60.53% |
| Win Week % | 51.89% | 49.1% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |