| Metric | 4056302:btcusd:triple_gx:lsma100_95_55 | 4056302:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 120.34% | 136.16% |
| Max Drawdown | -31.14% | -67.18% |
| Sharpe | 0.44 | 0.39 |
| Sortino | 0.66 | 0.56 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.08 | 0.97 |
| Outlier Win Ratio | 12.58 | 4.15 |
| Outlier Loss Ratio | 4.5 | 4.02 |
| Volatility (ann.) | 17.44% | 26.68% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.91 | 0.46 |
| Skew | 0.4 | 0.18 |
| Kurtosis | 13.83 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.05% | 2.23% |
| Expected Yearly % | 21.84% | 23.97% |
| Kelly Criterion | 3.99% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.27% |
| Expected Shortfall (cVaR) | -1.48% | -2.27% |
| Year | 4056302:BTCUSD | 4056302:btcusd:triple_gx:lsma100_95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -8.34 | 0.15 | + |
| 2023 | 155.54 | 68.10 | 0.44 | - |
| 2024 | 121.00 | 73.73 | 0.61 | - |
| 2025 | -6.45 | -17.68 | 2.74 | - |
| Metric | 4056302:btcusd:triple_gx:lsma100_95_55 | 4056302:BTCUSD |
|---|---|---|
| MTD | -3.66% | 3.6% |
| 3M | -17.68% | -11.42% |
| 6M | 3.66% | 35.88% |
| YTD | -17.68% | -6.45% |
| 1Y | 7.02% | 24.76% |
| 3Y (ann.) | 27.56% | 25.14% |
| 5Y (ann.) | 28.33% | 31.17% |
| Metric | 4056302:btcusd:triple_gx:lsma100_95_55 | 4056302:BTCUSD |
|---|---|---|
| Max Drawdown | -31.14% | -67.18% |
| Longest DD Days | 340.0 | 683.0 |
| Avg. Drawdown | -4.23% | -6.47% |
| Avg. Drawdown Days | 21.0 | 31.0 |
| Recovery Factor | 3.86 | 2.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-27 | -31.14 | 124 |
| 2022-02-10 | 2023-01-17 | -30.75 | 340 |
| 2024-05-21 | 2024-09-24 | -20.74 | 126 |
| 2023-03-22 | 2023-10-24 | -17.06 | 215 |
| 2024-03-11 | 2024-05-20 | -15.06 | 70 |
| 2024-01-11 | 2024-02-11 | -12.66 | 30 |
| 2023-02-21 | 2023-03-17 | -8.41 | 24 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056302:btcusd:triple_gx:lsma100_95_55 | 4056302:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -12.03% | -29.64% |
| Best Month | 39.26% | 43.77% |
| Worst Month | -14.17% | -37.12% |
| Best Year | 73.73% | 155.54% |
| Worst Year | -17.68% | -55.3% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 5.19% | 6.99% |
| Avg. Down Week | -3.32% | -4.04% |
| Avg. Up Month | 13.45% | 18.67% |
| Avg. Down Month | -6.5% | -12.11% |
| Win Days % | 50.17% | 51.1% |
| Win Month % | 47.37% | 61.54% |
| Win Week % | 48.84% | 49.7% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |