| Metric | 4056595:btcusd:triple_gx:lsma110_90_60 | 4056595:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 151.38% | 139.54% |
| Max Drawdown | -30.65% | -67.18% |
| Sharpe | 0.52 | 0.39 |
| Sortino | 0.77 | 0.57 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.23 | 1.04 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 13.99 | 4.19 |
| Outlier Loss Ratio | 4.43 | 4.01 |
| Volatility (ann.) | 16.94% | 26.65% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.11 | 0.47 |
| Skew | 0.43 | 0.18 |
| Kurtosis | 15.06 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.39% | 2.27% |
| Expected Yearly % | 25.92% | 24.41% |
| Kelly Criterion | 4.76% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.27% |
| Expected Shortfall (cVaR) | -1.43% | -2.27% |
| Year | 4056595:BTCUSD | 4056595:btcusd:triple_gx:lsma110_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -0.26 | 0.00 | + |
| 2023 | 155.54 | 53.00 | 0.34 | - |
| 2024 | 121.00 | 85.20 | 0.70 | - |
| 2025 | -6.45 | -11.06 | 1.71 | - |
| Metric | 4056595:btcusd:triple_gx:lsma110_90_60 | 4056595:BTCUSD |
|---|---|---|
| MTD | 0.42% | 3.6% |
| 3M | -11.06% | -11.42% |
| 6M | 15.0% | 35.88% |
| YTD | -11.06% | -6.45% |
| 1Y | 19.12% | 24.76% |
| 3Y (ann.) | 33.94% | 25.14% |
| 5Y (ann.) | 33.88% | 31.86% |
| Metric | 4056595:btcusd:triple_gx:lsma110_90_60 | 4056595:BTCUSD |
|---|---|---|
| Max Drawdown | -30.65% | -67.18% |
| Longest DD Days | 337.0 | 683.0 |
| Avg. Drawdown | -4.4% | -6.16% |
| Avg. Drawdown Days | 21.0 | 30.0 |
| Recovery Factor | 4.94 | 2.08 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-01-13 | -30.65 | 337 |
| 2024-12-17 | 2025-03-27 | -26.30 | 99 |
| 2023-04-14 | 2023-12-05 | -21.60 | 235 |
| 2024-05-21 | 2024-08-23 | -16.33 | 94 |
| 2024-04-01 | 2024-05-20 | -15.74 | 49 |
| 2024-08-26 | 2024-10-15 | -11.95 | 50 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2023-02-21 | 2023-03-17 | -11.17 | 24 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056595:btcusd:triple_gx:lsma110_90_60 | 4056595:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 39.81% | 43.77% |
| Worst Month | -16.32% | -37.12% |
| Best Year | 85.2% | 155.54% |
| Worst Year | -11.06% | -54.66% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.41% | 7.33% |
| Avg. Down Week | -3.23% | -4.72% |
| Avg. Up Month | 11.84% | 17.21% |
| Avg. Down Month | -7.03% | -12.56% |
| Win Days % | 50.54% | 51.11% |
| Win Month % | 54.05% | 61.54% |
| Win Week % | 46.22% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |