| Metric | 4056674:btcusd:triple_gx:lsma110_105_60 | 4056674:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 144.35% | 139.54% |
| Max Drawdown | -30.75% | -67.18% |
| Sharpe | 0.49 | 0.39 |
| Sortino | 0.73 | 0.57 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 12.67 | 4.19 |
| Outlier Loss Ratio | 4.47 | 4.03 |
| Volatility (ann.) | 17.47% | 26.65% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.06 | 0.47 |
| Skew | 0.35 | 0.18 |
| Kurtosis | 13.48 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.32% | 2.27% |
| Expected Yearly % | 25.03% | 24.41% |
| Kelly Criterion | 4.21% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.27% |
| Expected Shortfall (cVaR) | -1.48% | -2.27% |
| Year | 4056674:BTCUSD | 4056674:btcusd:triple_gx:lsma110_105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 7.22 | -0.13 | + |
| 2023 | 155.54 | 36.92 | 0.24 | - |
| 2024 | 121.00 | 85.41 | 0.71 | - |
| 2025 | -6.45 | -10.22 | 1.58 | - |
| Metric | 4056674:btcusd:triple_gx:lsma110_105_60 | 4056674:BTCUSD |
|---|---|---|
| MTD | 2.56% | 3.6% |
| 3M | -10.22% | -11.42% |
| 6M | 3.56% | 35.88% |
| YTD | -10.22% | -6.45% |
| 1Y | 12.18% | 24.76% |
| 3Y (ann.) | 32.48% | 25.14% |
| 5Y (ann.) | 32.69% | 31.86% |
| Metric | 4056674:btcusd:triple_gx:lsma110_105_60 | 4056674:BTCUSD |
|---|---|---|
| Max Drawdown | -30.75% | -67.18% |
| Longest DD Days | 335.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.16% |
| Avg. Drawdown Days | 21.0 | 30.0 |
| Recovery Factor | 4.69 | 2.08 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -30.75 | 99 |
| 2022-02-10 | 2023-01-12 | -27.89 | 335 |
| 2023-03-22 | 2024-01-08 | -27.79 | 291 |
| 2024-05-21 | 2024-07-27 | -17.52 | 67 |
| 2024-04-01 | 2024-05-20 | -14.73 | 49 |
| 2024-08-26 | 2024-09-27 | -11.52 | 32 |
| 2024-01-11 | 2024-02-09 | -11.43 | 28 |
| 2023-02-21 | 2023-03-17 | -10.99 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 4056674:btcusd:triple_gx:lsma110_105_60 | 4056674: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 | 39.14% | 43.77% |
| Worst Month | -16.94% | -37.12% |
| Best Year | 85.41% | 155.54% |
| Worst Year | -10.22% | -54.66% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 5.44% | 7.15% |
| Avg. Down Week | -3.91% | -4.7% |
| Avg. Up Month | 10.99% | 16.29% |
| Avg. Down Month | -8.78% | -13.97% |
| Win Days % | 50.6% | 51.11% |
| Win Month % | 62.16% | 61.54% |
| Win Week % | 50.0% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |