| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 230.4% | 93.71% |
| Max Drawdown | -14.83% | -63.43% |
| Sharpe | 4.16 | 2.45 |
| Sortino | 12.29 | 3.87 |
| Payoff Ratio | 4.76 | 1.66 |
| Profit Factor | 2.59 | 1.48 |
| Common Sense Ratio | 5.54 | 1.84 |
| CPC Index | 3.04 | 1.39 |
| Tail Ratio | 2.14 | 1.25 |
| Outlier Win Ratio | 3.19 | 4.51 |
| Outlier Loss Ratio | 14.91 | 3.08 |
| Volatility (ann.) | 153.16% | 216.35% |
| R^2 | 0.52 | 0.52 |
| Calmar | 3.21 | 0.38 |
| Skew | 2.78 | 0.15 |
| Kurtosis | 11.13 | 4.15 |
| Expected Daily % | 1.47% | 0.81% |
| Expected Monthly % | 3.81% | 2.09% |
| Expected Yearly % | 34.82% | 17.97% |
| Kelly Criterion | 8.87% | 30.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.44% | -17.17% |
| Expected Shortfall (cVaR) | -11.44% | -17.17% |
| Year | 4056841:BTCUSD | 4056841:btcusd:triple_gx:lsma210_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.38 | 18.75 | -0.33 | + |
| 2023 | 138.85 | 68.68 | 0.49 | - |
| 2024 | 127.11 | 75.64 | 0.60 | - |
| 2025 | -16.21 | -6.09 | 0.38 | + |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| MTD | -5.6% | -19.4% |
| 3M | -6.09% | -16.21% |
| 6M | 32.22% | 28.86% |
| YTD | -6.09% | -16.21% |
| 1Y | 38.3% | 14.26% |
| 3Y (ann.) | 53.02% | 25.26% |
| 5Y (ann.) | 47.57% | 24.02% |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Max Drawdown | -14.83% | -63.43% |
| Longest DD Days | 184.0 | 597.0 |
| Avg. Drawdown | -6.02% | -23.44% |
| Avg. Drawdown Days | 56.0 | 180.0 |
| Recovery Factor | 15.53 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-12 | 2024-03-12 | -14.83 | 121 |
| 2022-09-11 | 2022-12-14 | -13.14 | 94 |
| 2022-06-01 | 2022-07-29 | -10.62 | 58 |
| 2024-05-21 | 2024-11-21 | -10.46 | 184 |
| 2023-08-11 | 2023-11-02 | -8.74 | 82 |
| 2022-03-10 | 2022-04-01 | -7.47 | 21 |
| 2025-01-20 | 2025-03-29 | -6.09 | 68 |
| 2023-05-07 | 2023-07-02 | -6.04 | 55 |
| 2022-05-23 | 2022-05-30 | -0.18 | 6 |
| 2022-08-06 | 2022-08-11 | -0.18 | 5 |
| Metric | 4056841:btcusd:triple_gx:lsma210_80_65 | 4056841:BTCUSD |
|---|---|---|
| Best Day | 43.41% | 43.67% |
| Worst Day | -12.41% | -37.41% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -12.41% | -37.41% |
| Best Month | 43.15% | 46.49% |
| Worst Month | -12.72% | -34.03% |
| Best Year | 75.64% | 138.85% |
| Worst Year | -6.09% | -57.38% |
| Avg. Up Day | 11.67% | 11.87% |
| Avg. Down Day | -2.45% | -7.16% |
| Avg. Up Week | 11.61% | 12.35% |
| Avg. Down Week | -2.72% | -7.85% |
| Avg. Up Month | 15.68% | 18.92% |
| Avg. Down Month | -6.05% | -7.1% |
| Win Days % | 24.69% | 56.79% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 29.41% | 55.88% |
| Win Quarter % | 69.23% | 30.77% |
| Win Year % | 75.0% | 50.0% |