| Metric | 4056343:btcusd:triple_gx:lsma170_100_55 | 4056343:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 155.37% | 105.84% |
| Max Drawdown | -25.73% | -67.18% |
| Sharpe | 0.58 | 0.35 |
| Sortino | 0.88 | 0.51 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.3 | 1.03 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 18.15 | 4.09 |
| Outlier Loss Ratio | 4.35 | 3.78 |
| Volatility (ann.) | 14.77% | 26.57% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.36 | 0.39 |
| Skew | 0.46 | 0.16 |
| Kurtosis | 19.03 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.5% | 1.92% |
| Expected Yearly % | 26.41% | 19.78% |
| Kelly Criterion | 6.22% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.26% |
| Expected Shortfall (cVaR) | -1.25% | -2.26% |
| Year | 4056343:BTCUSD | 4056343:btcusd:triple_gx:lsma170_100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | -0.22 | 0.00 | + |
| 2023 | 155.54 | 41.90 | 0.27 | - |
| 2024 | 121.00 | 118.22 | 0.98 | - |
| 2025 | -6.45 | -17.35 | 2.69 | - |
| Metric | 4056343:btcusd:triple_gx:lsma170_100_55 | 4056343:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.6% |
| 3M | -17.35% | -11.42% |
| 6M | 6.97% | 35.88% |
| YTD | -17.35% | -6.45% |
| 1Y | 42.42% | 24.76% |
| 3Y (ann.) | 36.8% | 25.14% |
| 5Y (ann.) | 35.08% | 26.05% |
| Metric | 4056343:btcusd:triple_gx:lsma170_100_55 | 4056343:BTCUSD |
|---|---|---|
| Max Drawdown | -25.73% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.94% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 6.04 | 1.58 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-27 | -25.73 | 124 |
| 2022-07-20 | 2023-01-13 | -21.08 | 177 |
| 2023-03-22 | 2024-02-12 | -20.58 | 326 |
| 2022-05-31 | 2022-07-19 | -17.22 | 48 |
| 2022-02-16 | 2022-03-28 | -12.75 | 40 |
| 2024-08-26 | 2024-09-26 | -10.48 | 31 |
| 2022-03-29 | 2022-05-30 | -8.92 | 62 |
| 2023-01-21 | 2023-03-17 | -8.53 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| Metric | 4056343:btcusd:triple_gx:lsma170_100_55 | 4056343:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 36.16% | 43.77% |
| Worst Month | -13.39% | -37.12% |
| Best Year | 118.22% | 155.54% |
| Worst Year | -17.35% | -61.04% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 5.17% | 7.19% |
| Avg. Down Week | -3.69% | -4.68% |
| Avg. Up Month | 12.2% | 17.49% |
| Avg. Down Month | -6.32% | -12.83% |
| Win Days % | 50.42% | 51.1% |
| Win Month % | 55.88% | 60.53% |
| Win Week % | 55.91% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |