| Metric | 4056374:btcusd:triple_gx:lsma195_105_55 | 4056374:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 163.67% | 118.05% |
| Max Drawdown | -22.92% | -67.18% |
| Sharpe | 0.61 | 0.37 |
| Sortino | 0.93 | 0.53 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.34 | 1.04 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 19.11 | 4.1 |
| Outlier Loss Ratio | 4.29 | 3.69 |
| Volatility (ann.) | 14.46% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.6 | 0.43 |
| Skew | 0.55 | 0.17 |
| Kurtosis | 20.56 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.58% | 2.07% |
| Expected Yearly % | 27.43% | 21.52% |
| Kelly Criterion | 6.87% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.26% |
| Expected Shortfall (cVaR) | -1.22% | -2.26% |
| Year | 4056374:BTCUSD | 4056374:btcusd:triple_gx:lsma195_105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -5.15 | 0.09 | + |
| 2023 | 155.54 | 46.58 | 0.30 | - |
| 2024 | 121.00 | 96.73 | 0.80 | - |
| 2025 | -6.45 | -3.60 | 0.56 | + |
| Metric | 4056374:btcusd:triple_gx:lsma195_105_55 | 4056374:BTCUSD |
|---|---|---|
| MTD | 4.28% | 3.6% |
| 3M | -3.6% | -11.42% |
| 6M | 23.15% | 35.88% |
| YTD | -3.6% | -6.45% |
| 1Y | 45.43% | 24.76% |
| 3Y (ann.) | 41.66% | 25.14% |
| 5Y (ann.) | 36.7% | 28.58% |
| Metric | 4056374:btcusd:triple_gx:lsma195_105_55 | 4056374:BTCUSD |
|---|---|---|
| Max Drawdown | -22.92% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -4.12% | -7.07% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 7.14 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-01-13 | -22.92 | 177 |
| 2023-06-23 | 2024-02-12 | -20.70 | 233 |
| 2022-03-02 | 2022-05-31 | -14.76 | 89 |
| 2022-05-31 | 2022-07-18 | -14.03 | 47 |
| 2023-03-22 | 2023-06-23 | -13.93 | 92 |
| 2024-07-27 | 2024-11-11 | -13.79 | 106 |
| 2024-11-23 | 2025-03-27 | -12.88 | 124 |
| 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 | 4056374:btcusd:triple_gx:lsma195_105_55 | 4056374: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 | 32.83% | 43.77% |
| Worst Month | -15.39% | -37.12% |
| Best Year | 96.73% | 155.54% |
| Worst Year | -5.15% | -58.73% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.55% | 7.61% |
| Avg. Down Week | -3.17% | -4.78% |
| Avg. Up Month | 12.93% | 18.61% |
| Avg. Down Month | -5.03% | -12.15% |
| Win Days % | 50.34% | 51.14% |
| Win Month % | 51.43% | 60.53% |
| Win Week % | 51.06% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |