| Metric | 4056295:btcusd:triple_gx:lsma205_90_55 | 4056295:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 176.65% | 122.51% |
| Max Drawdown | -25.48% | -67.18% |
| Sharpe | 0.64 | 0.38 |
| Sortino | 1.0 | 0.54 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.37 | 1.04 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 20.04 | 4.11 |
| Outlier Loss Ratio | 4.28 | 3.68 |
| Volatility (ann.) | 14.4% | 26.58% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.53 | 0.44 |
| Skew | 0.96 | 0.17 |
| Kurtosis | 23.56 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.71% | 2.13% |
| Expected Yearly % | 28.97% | 22.13% |
| Kelly Criterion | 7.31% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.26% |
| Expected Shortfall (cVaR) | -1.21% | -2.26% |
| Year | 4056295:BTCUSD | 4056295:btcusd:triple_gx:lsma205_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -11.56 | 0.20 | + |
| 2023 | 155.54 | 58.05 | 0.37 | - |
| 2024 | 121.00 | 104.83 | 0.87 | - |
| 2025 | -6.45 | -3.38 | 0.52 | + |
| Metric | 4056295:btcusd:triple_gx:lsma205_90_55 | 4056295:BTCUSD |
|---|---|---|
| MTD | 1.01% | 3.6% |
| 3M | -3.38% | -11.42% |
| 6M | 42.33% | 35.88% |
| YTD | -3.38% | -6.45% |
| 1Y | 49.83% | 24.76% |
| 3Y (ann.) | 42.9% | 25.14% |
| 5Y (ann.) | 38.91% | 29.48% |
| Metric | 4056295:btcusd:triple_gx:lsma205_90_55 | 4056295:BTCUSD |
|---|---|---|
| Max Drawdown | -25.48% | -67.18% |
| Longest DD Days | 227.0 | 683.0 |
| Avg. Drawdown | -3.79% | -6.96% |
| Avg. Drawdown Days | 22.0 | 34.0 |
| Recovery Factor | 6.93 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-14 | -25.48 | 227 |
| 2023-06-23 | 2023-11-01 | -16.57 | 131 |
| 2024-05-21 | 2024-11-06 | -14.85 | 169 |
| 2023-11-02 | 2024-02-12 | -13.90 | 102 |
| 2022-03-03 | 2022-03-28 | -13.47 | 25 |
| 2023-03-22 | 2023-06-21 | -12.64 | 90 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2022-03-29 | 2022-05-30 | -8.61 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-22 | 2025-01-20 | -5.92 | 59 |
| Metric | 4056295:btcusd:triple_gx:lsma205_90_55 | 4056295:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 43.46% | 43.77% |
| Worst Month | -15.09% | -37.12% |
| Best Year | 104.83% | 155.54% |
| Worst Year | -11.56% | -57.88% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.63% | 8.14% |
| Avg. Down Week | -2.99% | -4.09% |
| Avg. Up Month | 13.77% | 18.54% |
| Avg. Down Month | -6.0% | -11.11% |
| Win Days % | 50.26% | 51.16% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 47.78% | 49.09% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |