| Metric | 4056602:btcusd:triple_gx:lsma145_90_60 | 4056602:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 173.98% | 109.88% |
| Max Drawdown | -25.97% | -67.18% |
| Sharpe | 0.59 | 0.36 |
| Sortino | 0.89 | 0.51 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.24 | 1.03 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 16.38 | 4.11 |
| Outlier Loss Ratio | 4.34 | 3.86 |
| Volatility (ann.) | 15.78% | 26.61% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.46 | 0.4 |
| Skew | 0.58 | 0.16 |
| Kurtosis | 17.91 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.69% | 1.97% |
| Expected Yearly % | 28.66% | 20.36% |
| Kelly Criterion | 6.06% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.26% |
| Expected Shortfall (cVaR) | -1.33% | -2.26% |
| Year | 4056602:BTCUSD | 4056602:btcusd:triple_gx:lsma145_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 5.08 | -0.08 | + |
| 2023 | 155.54 | 44.47 | 0.29 | - |
| 2024 | 121.00 | 94.21 | 0.78 | - |
| 2025 | -6.45 | -7.07 | 1.10 | - |
| Metric | 4056602:btcusd:triple_gx:lsma145_90_60 | 4056602:BTCUSD |
|---|---|---|
| MTD | 5.28% | 3.6% |
| 3M | -7.07% | -11.42% |
| 6M | 9.53% | 35.88% |
| YTD | -7.07% | -6.45% |
| 1Y | 33.36% | 24.76% |
| 3Y (ann.) | 38.01% | 25.14% |
| 5Y (ann.) | 37.89% | 26.66% |
| Metric | 4056602:btcusd:triple_gx:lsma145_90_60 | 4056602:BTCUSD |
|---|---|---|
| Max Drawdown | -25.97% | -67.18% |
| Longest DD Days | 292.0 | 683.0 |
| Avg. Drawdown | -3.93% | -7.04% |
| Avg. Drawdown Days | 18.0 | 36.0 |
| Recovery Factor | 6.7 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-09-09 | -25.97 | 163 |
| 2023-03-22 | 2024-01-08 | -25.84 | 292 |
| 2024-12-17 | 2025-03-27 | -23.16 | 99 |
| 2022-09-13 | 2023-01-13 | -18.24 | 122 |
| 2022-02-10 | 2022-03-27 | -12.12 | 45 |
| 2024-01-11 | 2024-02-09 | -11.49 | 29 |
| 2024-08-26 | 2024-10-18 | -11.38 | 53 |
| 2024-04-28 | 2024-05-20 | -11.08 | 22 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056602:btcusd:triple_gx:lsma145_90_60 | 4056602:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.39% | -29.64% |
| Best Month | 37.24% | 43.77% |
| Worst Month | -15.57% | -37.12% |
| Best Year | 94.21% | 155.54% |
| Worst Year | -7.07% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 5.16% | 7.14% |
| Avg. Down Week | -3.48% | -5.21% |
| Avg. Up Month | 11.98% | 16.39% |
| Avg. Down Month | -6.39% | -12.42% |
| Win Days % | 50.3% | 51.13% |
| Win Month % | 55.56% | 60.53% |
| Win Week % | 54.37% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |