| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 214.7% | 93.71% |
| Max Drawdown | -15.7% | -63.43% |
| Sharpe | 3.96 | 2.42 |
| Sortino | 11.66 | 3.84 |
| Payoff Ratio | 4.8 | 1.72 |
| Profit Factor | 2.47 | 1.47 |
| Common Sense Ratio | 5.15 | 1.86 |
| CPC Index | 2.86 | 1.4 |
| Tail Ratio | 2.08 | 1.27 |
| Outlier Win Ratio | 3.19 | 4.43 |
| Outlier Loss Ratio | 14.73 | 3.19 |
| Volatility (ann.) | 151.53% | 213.79% |
| R^2 | 0.52 | 0.52 |
| Calmar | 2.88 | 0.38 |
| Skew | 2.84 | 0.18 |
| Kurtosis | 11.52 | 4.31 |
| Expected Daily % | 1.37% | 0.79% |
| Expected Monthly % | 3.54% | 2.02% |
| Expected Yearly % | 33.19% | 17.97% |
| Kelly Criterion | 8.27% | 29.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.4% | -16.99% |
| Expected Shortfall (cVaR) | -11.4% | -16.99% |
| Year | 4056842:BTCUSD | 4056842:btcusd:triple_gx:lsma215_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.38 | 13.39 | -0.23 | + |
| 2023 | 138.85 | 66.12 | 0.48 | - |
| 2024 | 127.11 | 77.75 | 0.61 | - |
| 2025 | -16.21 | -6.01 | 0.37 | + |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| MTD | -5.51% | -19.4% |
| 3M | -6.01% | -16.21% |
| 6M | 33.67% | 28.86% |
| YTD | -6.01% | -16.21% |
| 1Y | 38.14% | 14.26% |
| 3Y (ann.) | 51.39% | 25.26% |
| 5Y (ann.) | 45.25% | 24.02% |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842:BTCUSD |
|---|---|---|
| Max Drawdown | -15.7% | -63.43% |
| Longest DD Days | 184.0 | 597.0 |
| Avg. Drawdown | -6.87% | -23.49% |
| Avg. Drawdown Days | 67.0 | 180.0 |
| Recovery Factor | 13.67 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-15 | 2023-01-25 | -15.70 | 163 |
| 2023-11-12 | 2024-03-12 | -13.81 | 121 |
| 2022-06-01 | 2022-07-29 | -10.62 | 58 |
| 2024-05-21 | 2024-11-21 | -10.56 | 184 |
| 2022-03-11 | 2022-04-01 | -8.99 | 21 |
| 2023-08-12 | 2023-11-02 | -8.73 | 81 |
| 2023-04-15 | 2023-07-02 | -7.29 | 77 |
| 2025-01-20 | 2025-03-29 | -6.01 | 68 |
| 2022-08-06 | 2022-08-11 | -0.18 | 5 |
| 2024-05-12 | 2024-05-19 | -0.18 | 6 |
| Metric | 4056842:btcusd:triple_gx:lsma215_80_65 | 4056842: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 | 77.75% | 138.85% |
| Worst Year | -6.01% | -57.38% |
| Avg. Up Day | 11.61% | 11.81% |
| Avg. Down Day | -2.42% | -6.89% |
| Avg. Up Week | 11.55% | 12.3% |
| Avg. Down Week | -2.84% | -8.29% |
| Avg. Up Month | 16.51% | 20.35% |
| Avg. Down Month | -5.92% | -7.23% |
| Win Days % | 24.1% | 55.42% |
| Win Month % | 48.48% | 48.48% |
| Win Week % | 29.41% | 57.35% |
| Win Quarter % | 69.23% | 30.77% |
| Win Year % | 75.0% | 50.0% |