| Metric | 4056620:btcusd:triple_gx:lsma235_90_60 | 4056620:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 207.32% | 110.72% |
| Max Drawdown | -23.1% | -67.18% |
| Sharpe | 0.7 | 0.36 |
| Sortino | 1.1 | 0.52 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.39 | 1.04 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 19.82 | 4.13 |
| Outlier Loss Ratio | 4.25 | 3.69 |
| Volatility (ann.) | 14.59% | 26.28% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.91 | 0.41 |
| Skew | 1.14 | 0.14 |
| Kurtosis | 24.54 | 6.23 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.0% | 1.98% |
| Expected Yearly % | 32.4% | 20.48% |
| Kelly Criterion | 8.0% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.24% |
| Expected Shortfall (cVaR) | -1.23% | -2.24% |
| Year | 4056620:BTCUSD | 4056620:btcusd:triple_gx:lsma235_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -4.26 | 0.07 | + |
| 2023 | 155.54 | 50.69 | 0.33 | - |
| 2024 | 121.00 | 109.32 | 0.90 | - |
| 2025 | -6.45 | 1.77 | -0.27 | + |
| Metric | 4056620:btcusd:triple_gx:lsma235_90_60 | 4056620:BTCUSD |
|---|---|---|
| MTD | 3.76% | 3.6% |
| 3M | 1.77% | -11.42% |
| 6M | 51.29% | 35.88% |
| YTD | 1.77% | -6.45% |
| 1Y | 66.82% | 24.76% |
| 3Y (ann.) | 47.49% | 25.14% |
| 5Y (ann.) | 44.08% | 27.44% |
| Metric | 4056620:btcusd:triple_gx:lsma235_90_60 | 4056620:BTCUSD |
|---|---|---|
| Max Drawdown | -23.1% | -67.18% |
| Longest DD Days | 158.0 | 683.0 |
| Avg. Drawdown | -3.93% | -7.07% |
| Avg. Drawdown Days | 21.0 | 38.0 |
| Recovery Factor | 8.98 | 1.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-08-08 | -23.10 | 68 |
| 2022-08-08 | 2023-01-13 | -20.64 | 158 |
| 2023-06-23 | 2023-11-15 | -16.87 | 145 |
| 2023-03-22 | 2023-06-23 | -16.21 | 92 |
| 2023-11-16 | 2024-02-12 | -14.53 | 88 |
| 2022-03-03 | 2022-03-27 | -13.47 | 24 |
| 2024-05-21 | 2024-10-16 | -13.44 | 148 |
| 2025-01-20 | 2025-03-27 | -8.68 | 65 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056620:btcusd:triple_gx:lsma235_90_60 | 4056620:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 43.52% | 43.77% |
| Worst Month | -14.82% | -37.12% |
| Best Year | 109.32% | 155.54% |
| Worst Year | -4.26% | -60.11% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 5.18% | 7.83% |
| Avg. Down Week | -3.11% | -5.75% |
| Avg. Up Month | 14.3% | 18.54% |
| Avg. Down Month | -6.52% | -11.51% |
| Win Days % | 50.3% | 51.13% |
| Win Month % | 54.55% | 60.53% |
| Win Week % | 54.44% | 49.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |