| Metric | 4056618:btcusd:triple_gx:lsma225_90_60 | 4056618:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 201.07% | 123.74% |
| Max Drawdown | -20.33% | -67.18% |
| Sharpe | 0.69 | 0.38 |
| Sortino | 1.08 | 0.55 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.38 | 1.05 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 20.1 | 4.13 |
| Outlier Loss Ratio | 4.26 | 3.68 |
| Volatility (ann.) | 14.53% | 26.39% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.11 | 0.44 |
| Skew | 1.14 | 0.18 |
| Kurtosis | 24.88 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.94% | 2.14% |
| Expected Yearly % | 31.73% | 22.3% |
| Kelly Criterion | 7.86% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.24% |
| Expected Shortfall (cVaR) | -1.22% | -2.24% |
| Year | 4056618:BTCUSD | 4056618:btcusd:triple_gx:lsma225_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -4.19 | 0.07 | + |
| 2023 | 155.54 | 50.71 | 0.33 | - |
| 2024 | 121.00 | 104.88 | 0.87 | - |
| 2025 | -6.45 | 1.77 | -0.27 | + |
| Metric | 4056618:btcusd:triple_gx:lsma225_90_60 | 4056618:BTCUSD |
|---|---|---|
| MTD | 3.76% | 3.6% |
| 3M | 1.77% | -11.42% |
| 6M | 48.3% | 35.88% |
| YTD | 1.77% | -6.45% |
| 1Y | 63.67% | 24.76% |
| 3Y (ann.) | 46.69% | 25.14% |
| 5Y (ann.) | 42.99% | 29.86% |
| Metric | 4056618:btcusd:triple_gx:lsma225_90_60 | 4056618:BTCUSD |
|---|---|---|
| Max Drawdown | -20.33% | -67.18% |
| Longest DD Days | 169.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.61% |
| Avg. Drawdown Days | 22.0 | 34.0 |
| Recovery Factor | 9.89 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-30 | -20.33 | 59 |
| 2022-09-13 | 2023-01-14 | -19.16 | 122 |
| 2023-06-23 | 2023-11-15 | -17.68 | 145 |
| 2023-11-16 | 2024-02-14 | -15.19 | 90 |
| 2023-03-22 | 2023-06-22 | -14.66 | 91 |
| 2024-05-21 | 2024-11-06 | -14.52 | 169 |
| 2022-03-03 | 2022-03-27 | -12.48 | 24 |
| 2022-03-29 | 2022-05-30 | -9.99 | 62 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056618:btcusd:triple_gx:lsma225_90_60 | 4056618:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 43.52% | 43.77% |
| Worst Month | -14.24% | -37.12% |
| Best Year | 104.88% | 155.54% |
| Worst Year | -4.19% | -57.65% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.3% | 7.93% |
| Avg. Down Week | -2.96% | -5.82% |
| Avg. Up Month | 14.42% | 18.54% |
| Avg. Down Month | -7.59% | -11.15% |
| Win Days % | 50.27% | 51.12% |
| Win Month % | 57.58% | 60.53% |
| Win Week % | 53.33% | 50.0% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |