| Metric | 4056294:btcusd:triple_gx:lsma200_90_55 | 4056294:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 174.08% | 117.63% |
| Max Drawdown | -22.85% | -67.18% |
| Sharpe | 0.63 | 0.37 |
| Sortino | 0.98 | 0.53 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.38 | 1.04 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 19.74 | 4.11 |
| Outlier Loss Ratio | 4.28 | 3.7 |
| Volatility (ann.) | 14.54% | 26.59% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.68 | 0.42 |
| Skew | 0.9 | 0.17 |
| Kurtosis | 22.93 | 6.32 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.69% | 2.07% |
| Expected Yearly % | 28.67% | 21.46% |
| Kelly Criterion | 7.1% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 4056294:BTCUSD | 4056294:btcusd:triple_gx:lsma200_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -9.16 | 0.16 | + |
| 2023 | 155.54 | 53.67 | 0.35 | - |
| 2024 | 121.00 | 105.24 | 0.87 | - |
| 2025 | -6.45 | -4.34 | 0.67 | + |
| Metric | 4056294:btcusd:triple_gx:lsma200_90_55 | 4056294:BTCUSD |
|---|---|---|
| MTD | 0.3% | 3.6% |
| 3M | -4.34% | -11.42% |
| 6M | 39.19% | 35.88% |
| YTD | -4.34% | -6.45% |
| 1Y | 48.64% | 24.76% |
| 3Y (ann.) | 42.65% | 25.14% |
| 5Y (ann.) | 38.46% | 28.53% |
| Metric | 4056294:btcusd:triple_gx:lsma200_90_55 | 4056294:BTCUSD |
|---|---|---|
| Max Drawdown | -22.85% | -67.18% |
| Longest DD Days | 227.0 | 683.0 |
| Avg. Drawdown | -3.77% | -7.29% |
| Avg. Drawdown Days | 21.0 | 37.0 |
| Recovery Factor | 7.62 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-14 | -22.85 | 227 |
| 2023-06-23 | 2023-11-01 | -16.61 | 131 |
| 2024-05-21 | 2024-11-06 | -14.75 | 169 |
| 2023-03-22 | 2023-06-21 | -14.69 | 90 |
| 2022-03-02 | 2022-03-28 | -13.63 | 25 |
| 2023-12-09 | 2024-02-11 | -12.30 | 63 |
| 2025-01-20 | 2025-03-27 | -9.65 | 65 |
| 2023-01-21 | 2023-03-17 | -8.78 | 54 |
| 2022-03-29 | 2022-05-30 | -8.61 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056294:btcusd:triple_gx:lsma200_90_55 | 4056294:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 43.46% | 43.77% |
| Worst Month | -13.66% | -37.12% |
| Best Year | 105.24% | 155.54% |
| Worst Year | -9.16% | -58.81% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.46% | 7.99% |
| Avg. Down Week | -3.04% | -4.13% |
| Avg. Up Month | 14.08% | 18.61% |
| Avg. Down Month | -5.91% | -11.11% |
| Win Days % | 50.23% | 51.15% |
| Win Month % | 48.57% | 60.53% |
| Win Week % | 48.39% | 49.09% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |