| Metric | 4056305:btcusd:triple_gx:lsma115_95_55 | 4056305:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 108.65% | 131.79% |
| Max Drawdown | -31.79% | -67.18% |
| Sharpe | 0.43 | 0.38 |
| Sortino | 0.63 | 0.56 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 13.77 | 4.16 |
| Outlier Loss Ratio | 4.43 | 4.03 |
| Volatility (ann.) | 16.96% | 26.66% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.83 | 0.45 |
| Skew | 0.34 | 0.18 |
| Kurtosis | 14.58 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.9% | 2.18% |
| Expected Yearly % | 20.19% | 23.39% |
| Kelly Criterion | 4.05% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.27% |
| Expected Shortfall (cVaR) | -1.44% | -2.27% |
| Year | 4056305:BTCUSD | 4056305:btcusd:triple_gx:lsma115_95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -6.97 | 0.12 | + |
| 2023 | 155.54 | 65.65 | 0.42 | - |
| 2024 | 121.00 | 66.28 | 0.55 | - |
| 2025 | -6.45 | -18.57 | 2.88 | - |
| Metric | 4056305:btcusd:triple_gx:lsma115_95_55 | 4056305:BTCUSD |
|---|---|---|
| MTD | -2.72% | 3.6% |
| 3M | -18.57% | -11.42% |
| 6M | 2.78% | 35.88% |
| YTD | -18.57% | -6.45% |
| 1Y | 0.08% | 24.76% |
| 3Y (ann.) | 24.67% | 25.14% |
| 5Y (ann.) | 26.24% | 30.52% |
| Metric | 4056305:btcusd:triple_gx:lsma115_95_55 | 4056305:BTCUSD |
|---|---|---|
| Max Drawdown | -31.79% | -67.18% |
| Longest DD Days | 339.0 | 683.0 |
| Avg. Drawdown | -4.16% | -6.5% |
| Avg. Drawdown Days | 23.0 | 32.0 |
| Recovery Factor | 3.42 | 1.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-01-16 | -31.79 | 339 |
| 2024-12-17 | 2025-03-27 | -31.61 | 99 |
| 2024-04-01 | 2024-10-18 | -20.28 | 200 |
| 2023-03-22 | 2023-11-01 | -18.13 | 224 |
| 2024-01-11 | 2024-02-11 | -12.15 | 30 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2023-02-21 | 2023-03-17 | -8.02 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| Metric | 4056305:btcusd:triple_gx:lsma115_95_55 | 4056305:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.13% | -29.64% |
| Best Month | 38.22% | 43.77% |
| Worst Month | -13.59% | -37.12% |
| Best Year | 66.28% | 155.54% |
| Worst Year | -18.57% | -56.13% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.43% | 7.46% |
| Avg. Down Week | -3.64% | -4.25% |
| Avg. Up Month | 11.89% | 18.06% |
| Avg. Down Month | -7.11% | -12.56% |
| Win Days % | 50.35% | 51.1% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 48.72% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |