| Metric | 4056337:btcusd:triple_gx:lsma135_100_55 | 4056337:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 121.9% | 137.02% |
| Max Drawdown | -32.68% | -67.18% |
| Sharpe | 0.46 | 0.39 |
| Sortino | 0.69 | 0.57 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 14.61 | 4.14 |
| Outlier Loss Ratio | 4.39 | 4.0 |
| Volatility (ann.) | 16.64% | 26.67% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.88 | 0.47 |
| Skew | 0.37 | 0.18 |
| Kurtosis | 15.72 | 6.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.12% | 2.3% |
| Expected Yearly % | 22.05% | 24.08% |
| Kelly Criterion | 4.48% | 5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.27% |
| Expected Shortfall (cVaR) | -1.41% | -2.27% |
| Year | 4056337:BTCUSD | 4056337:btcusd:triple_gx:lsma135_100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 15.02 | -0.27 | + |
| 2023 | 155.54 | 40.77 | 0.26 | - |
| 2024 | 121.00 | 61.00 | 0.50 | - |
| 2025 | -6.45 | -14.87 | 2.31 | - |
| Metric | 4056337:btcusd:triple_gx:lsma135_100_55 | 4056337:BTCUSD |
|---|---|---|
| MTD | 0.03% | 3.6% |
| 3M | -14.87% | -11.42% |
| 6M | -3.9% | 35.88% |
| YTD | -14.87% | -6.45% |
| 1Y | 5.79% | 24.76% |
| 3Y (ann.) | 24.52% | 25.14% |
| 5Y (ann.) | 28.87% | 31.6% |
| Metric | 4056337:btcusd:triple_gx:lsma135_100_55 | 4056337:BTCUSD |
|---|---|---|
| Max Drawdown | -32.68% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -4.26% | -6.84% |
| Avg. Drawdown Days | 21.0 | 35.0 |
| Recovery Factor | 3.73 | 2.04 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -32.68 | 99 |
| 2023-03-22 | 2024-02-12 | -26.48 | 326 |
| 2022-05-31 | 2022-09-12 | -20.92 | 103 |
| 2024-03-11 | 2024-08-16 | -18.08 | 157 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2022-02-10 | 2022-03-29 | -14.84 | 46 |
| 2024-08-26 | 2024-09-26 | -10.33 | 31 |
| 2022-03-29 | 2022-05-30 | -8.33 | 62 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056337:btcusd:triple_gx:lsma135_100_55 | 4056337:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -12.16% | -29.64% |
| Best Month | 36.95% | 43.77% |
| Worst Month | -16.04% | -37.12% |
| Best Year | 61.0% | 155.54% |
| Worst Year | -14.87% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.71% | 7.33% |
| Avg. Down Week | -3.99% | -4.4% |
| Avg. Up Month | 12.59% | 18.52% |
| Avg. Down Month | -7.38% | -12.94% |
| Win Days % | 50.22% | 51.17% |
| Win Month % | 51.35% | 60.53% |
| Win Week % | 51.82% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |