| Metric | 4056345:btcusd:triple_gx:lsma175_100_55 | 4056345:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 182.07% | 106.52% |
| Max Drawdown | -22.21% | -67.18% |
| Sharpe | 0.64 | 0.35 |
| Sortino | 0.97 | 0.51 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.37 | 1.03 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 18.53 | 4.09 |
| Outlier Loss Ratio | 4.34 | 3.75 |
| Volatility (ann.) | 14.62% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.78 | 0.39 |
| Skew | 0.5 | 0.16 |
| Kurtosis | 19.74 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.77% | 1.93% |
| Expected Yearly % | 29.6% | 19.88% |
| Kelly Criterion | 7.17% | 7.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 4056345:BTCUSD | 4056345:btcusd:triple_gx:lsma175_100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 1.49 | -0.02 | + |
| 2023 | 155.54 | 41.56 | 0.27 | - |
| 2024 | 121.00 | 117.77 | 0.97 | - |
| 2025 | -6.45 | -9.85 | 1.53 | - |
| Metric | 4056345:btcusd:triple_gx:lsma175_100_55 | 4056345:BTCUSD |
|---|---|---|
| MTD | 0.73% | 3.6% |
| 3M | -9.85% | -11.42% |
| 6M | 16.67% | 35.88% |
| YTD | -9.85% | -6.45% |
| 1Y | 54.69% | 24.76% |
| 3Y (ann.) | 40.87% | 25.14% |
| 5Y (ann.) | 39.5% | 26.21% |
| Metric | 4056345:btcusd:triple_gx:lsma175_100_55 | 4056345:BTCUSD |
|---|---|---|
| Max Drawdown | -22.21% | -67.18% |
| Longest DD Days | 328.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.69% |
| Avg. Drawdown Days | 19.0 | 35.0 |
| Recovery Factor | 8.2 | 1.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-14 | -22.21 | 328 |
| 2022-07-20 | 2023-01-13 | -21.13 | 177 |
| 2024-11-23 | 2025-03-27 | -19.50 | 124 |
| 2022-05-31 | 2022-07-19 | -17.24 | 48 |
| 2022-02-16 | 2022-03-27 | -12.05 | 39 |
| 2024-08-26 | 2024-09-26 | -10.48 | 31 |
| 2022-03-29 | 2022-05-30 | -8.92 | 62 |
| 2023-01-21 | 2023-03-17 | -7.13 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| Metric | 4056345:btcusd:triple_gx:lsma175_100_55 | 4056345: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 | 36.17% | 43.77% |
| Worst Month | -13.39% | -37.12% |
| Best Year | 117.77% | 155.54% |
| Worst Year | -9.85% | -60.91% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.14% | 7.19% |
| Avg. Down Week | -3.61% | -4.16% |
| Avg. Up Month | 12.1% | 17.51% |
| Avg. Down Month | -7.2% | -11.82% |
| Win Days % | 50.55% | 51.09% |
| Win Month % | 59.38% | 60.53% |
| Win Week % | 57.14% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |