| Metric | 4056348:btcusd:triple_gx:lsma195_100_55 | 4056348:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 173.32% | 118.05% |
| Max Drawdown | -21.37% | -67.18% |
| Sharpe | 0.64 | 0.37 |
| Sortino | 0.97 | 0.53 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.38 | 1.04 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 19.36 | 4.1 |
| Outlier Loss Ratio | 4.3 | 3.69 |
| Volatility (ann.) | 14.39% | 26.58% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.79 | 0.43 |
| Skew | 0.55 | 0.17 |
| Kurtosis | 20.93 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.68% | 2.07% |
| Expected Yearly % | 28.58% | 21.52% |
| Kelly Criterion | 7.2% | 7.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.26% |
| Expected Shortfall (cVaR) | -1.21% | -2.26% |
| Year | 4056348:BTCUSD | 4056348:btcusd:triple_gx:lsma195_100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -4.14 | 0.07 | + |
| 2023 | 155.54 | 45.66 | 0.29 | - |
| 2024 | 121.00 | 103.06 | 0.85 | - |
| 2025 | -6.45 | -3.60 | 0.56 | + |
| Metric | 4056348:btcusd:triple_gx:lsma195_100_55 | 4056348:BTCUSD |
|---|---|---|
| MTD | 4.28% | 3.6% |
| 3M | -3.6% | -11.42% |
| 6M | 22.74% | 35.88% |
| YTD | -3.6% | -6.45% |
| 1Y | 53.13% | 24.76% |
| 3Y (ann.) | 43.38% | 25.14% |
| 5Y (ann.) | 38.29% | 28.58% |
| Metric | 4056348:btcusd:triple_gx:lsma195_100_55 | 4056348:BTCUSD |
|---|---|---|
| Max Drawdown | -21.37% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -3.83% | -7.07% |
| Avg. Drawdown Days | 21.0 | 35.0 |
| Recovery Factor | 8.11 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-01-13 | -21.37 | 177 |
| 2023-06-23 | 2024-02-12 | -20.41 | 233 |
| 2022-03-02 | 2022-05-30 | -14.78 | 89 |
| 2022-05-31 | 2022-07-19 | -14.60 | 48 |
| 2023-03-22 | 2023-06-23 | -14.46 | 92 |
| 2024-11-23 | 2025-03-27 | -13.14 | 124 |
| 2024-08-26 | 2024-09-27 | -11.54 | 32 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2023-02-23 | 2023-03-17 | -5.89 | 22 |
| Metric | 4056348:btcusd:triple_gx:lsma195_100_55 | 4056348:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 33.82% | 43.77% |
| Worst Month | -15.39% | -37.12% |
| Best Year | 103.06% | 155.54% |
| Worst Year | -4.14% | -58.73% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.49% | 7.39% |
| Avg. Down Week | -3.11% | -4.65% |
| Avg. Up Month | 13.05% | 18.61% |
| Avg. Down Month | -5.6% | -11.51% |
| Win Days % | 50.41% | 51.14% |
| Win Month % | 54.29% | 60.53% |
| Win Week % | 51.61% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |