| Metric | 4056622:btcusd:triple_gx:lsma105_95_60 | 4056622:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 129.5% | 142.6% |
| Max Drawdown | -29.23% | -67.18% |
| Sharpe | 0.47 | 0.4 |
| Sortino | 0.69 | 0.57 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 13.08 | 4.18 |
| Outlier Loss Ratio | 4.42 | 4.03 |
| Volatility (ann.) | 17.34% | 26.66% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.03 | 0.48 |
| Skew | 0.36 | 0.18 |
| Kurtosis | 13.8 | 6.25 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.15% | 2.3% |
| Expected Yearly % | 23.08% | 24.8% |
| Kelly Criterion | 4.11% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.27% |
| Expected Shortfall (cVaR) | -1.47% | -2.27% |
| Year | 4056622:BTCUSD | 4056622:btcusd:triple_gx:lsma105_95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 9.00 | -0.17 | + |
| 2023 | 155.54 | 34.76 | 0.22 | - |
| 2024 | 121.00 | 85.66 | 0.71 | - |
| 2025 | -6.45 | -15.84 | 2.46 | - |
| Metric | 4056622:btcusd:triple_gx:lsma105_95_60 | 4056622:BTCUSD |
|---|---|---|
| MTD | -0.9% | 3.6% |
| 3M | -15.84% | -11.42% |
| 6M | 10.78% | 35.88% |
| YTD | -15.84% | -6.45% |
| 1Y | 13.93% | 24.76% |
| 3Y (ann.) | 29.8% | 25.14% |
| 5Y (ann.) | 30.02% | 32.32% |
| Metric | 4056622:btcusd:triple_gx:lsma105_95_60 | 4056622:BTCUSD |
|---|---|---|
| Max Drawdown | -29.23% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -4.35% | -5.93% |
| Avg. Drawdown Days | 23.0 | 29.0 |
| Recovery Factor | 4.43 | 2.12 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -29.23 | 99 |
| 2023-03-22 | 2024-02-12 | -28.31 | 326 |
| 2022-02-10 | 2022-09-13 | -23.71 | 214 |
| 2024-05-21 | 2024-09-26 | -21.32 | 128 |
| 2022-09-13 | 2023-01-11 | -20.09 | 120 |
| 2024-04-01 | 2024-05-20 | -14.20 | 49 |
| 2023-02-21 | 2023-03-17 | -8.63 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-01 | 2022-02-04 | -5.13 | 2 |
| Metric | 4056622:btcusd:triple_gx:lsma105_95_60 | 4056622:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 38.77% | 43.77% |
| Worst Month | -14.1% | -37.12% |
| Best Year | 85.66% | 155.54% |
| Worst Year | -15.84% | -54.08% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 4.87% | 7.13% |
| Avg. Down Week | -3.59% | -4.24% |
| Avg. Up Month | 12.9% | 18.67% |
| Avg. Down Month | -6.34% | -12.11% |
| Win Days % | 50.64% | 51.12% |
| Win Month % | 47.37% | 61.54% |
| Win Week % | 52.34% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |