| Metric | 4056571:btcusd:triple_gx:lsma135_85_60 | 4056571:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 149.62% | 137.02% |
| Max Drawdown | -27.11% | -67.18% |
| Sharpe | 0.54 | 0.39 |
| Sortino | 0.81 | 0.57 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.22 | 1.04 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 16.08 | 4.11 |
| Outlier Loss Ratio | 4.35 | 3.89 |
| Volatility (ann.) | 15.92% | 26.67% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.25 | 0.47 |
| Skew | 0.56 | 0.18 |
| Kurtosis | 17.51 | 6.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.44% | 2.3% |
| Expected Yearly % | 25.7% | 24.08% |
| Kelly Criterion | 5.41% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.27% |
| Expected Shortfall (cVaR) | -1.35% | -2.27% |
| Year | 4056571:BTCUSD | 4056571:btcusd:triple_gx:lsma135_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 16.77 | -0.30 | + |
| 2023 | 155.54 | 38.56 | 0.25 | - |
| 2024 | 121.00 | 65.08 | 0.54 | - |
| 2025 | -6.45 | -6.54 | 1.01 | - |
| Metric | 4056571:btcusd:triple_gx:lsma135_85_60 | 4056571:BTCUSD |
|---|---|---|
| MTD | 6.76% | 3.6% |
| 3M | -6.54% | -11.42% |
| 6M | 11.96% | 35.88% |
| YTD | -6.54% | -6.45% |
| 1Y | 17.24% | 24.76% |
| 3Y (ann.) | 28.25% | 25.14% |
| 5Y (ann.) | 33.79% | 31.6% |
| Metric | 4056571:btcusd:triple_gx:lsma135_85_60 | 4056571:BTCUSD |
|---|---|---|
| Max Drawdown | -27.11% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.84% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 5.52 | 2.04 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-12 | -27.11 | 326 |
| 2022-05-31 | 2022-09-11 | -22.97 | 103 |
| 2024-12-17 | 2025-03-27 | -22.67 | 99 |
| 2022-09-13 | 2023-01-13 | -18.56 | 122 |
| 2024-03-11 | 2024-07-19 | -16.45 | 129 |
| 2022-02-10 | 2022-03-27 | -14.29 | 45 |
| 2024-08-22 | 2024-10-18 | -11.16 | 57 |
| 2022-03-29 | 2022-05-31 | -11.05 | 63 |
| 2023-01-21 | 2023-03-17 | -8.20 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056571:btcusd:triple_gx:lsma135_85_60 | 4056571:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 34.46% | 43.77% |
| Worst Month | -13.5% | -37.12% |
| Best Year | 65.08% | 155.54% |
| Worst Year | -6.54% | -55.14% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.19% | 7.34% |
| Avg. Down Week | -3.54% | -4.52% |
| Avg. Up Month | 11.81% | 17.18% |
| Avg. Down Month | -5.77% | -11.85% |
| Win Days % | 49.95% | 51.17% |
| Win Month % | 51.35% | 60.53% |
| Win Week % | 53.21% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |