| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 242.23% | 148.94% |
| Max Drawdown | -18.32% | -67.18% |
| Sharpe | 0.7 | 0.37 |
| Sortino | 1.1 | 0.53 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.49 | 1.04 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 21.49 | 4.0 |
| Outlier Loss Ratio | 4.36 | 3.6 |
| Volatility (ann.) | 13.01% | 25.21% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.13 | 0.41 |
| Skew | 1.15 | 0.18 |
| Kurtosis | 29.2 | 6.75 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.71% | 2.0% |
| Expected Yearly % | 36.01% | 25.61% |
| Kelly Criterion | 8.09% | 10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.15% |
| Expected Shortfall (cVaR) | -1.1% | -2.15% |
| Year | 4056843:BTCUSD | 4056843:btcusd:triple_gx:lsma220_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 9.83 | -0.17 | + |
| 2023 | 155.54 | 68.92 | 0.44 | - |
| 2024 | 121.00 | 74.94 | 0.62 | - |
| 2025 | 2.28 | 5.45 | 2.39 | + |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| MTD | -2.93% | -12.85% |
| 3M | -8.47% | -18.73% |
| 6M | -3.29% | -7.45% |
| YTD | 5.45% | 2.28% |
| 1Y | 14.0% | 5.34% |
| 3Y (ann.) | 49.55% | 78.97% |
| 5Y (ann.) | 39.09% | 27.71% |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Max Drawdown | -18.32% | -67.18% |
| Longest DD Days | 171.0 | 683.0 |
| Avg. Drawdown | -3.28% | -7.17% |
| Avg. Drawdown Days | 19.0 | 35.0 |
| Recovery Factor | 13.22 | 2.22 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.32 | 57 |
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2024-05-18 | 2024-11-06 | -14.99 | 171 |
| 2023-03-22 | 2023-06-21 | -14.93 | 90 |
| 2023-11-02 | 2024-02-15 | -13.48 | 105 |
| 2025-09-18 | 2025-11-17 | -13.22 | 60 |
| 2023-06-23 | 2023-10-23 | -11.60 | 122 |
| 2022-03-03 | 2022-03-27 | -10.67 | 24 |
| 2025-01-20 | 2025-04-22 | -8.76 | 92 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056843:btcusd:triple_gx:lsma220_80_65 | 4056843:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -12.43% | -37.12% |
| Best Year | 74.94% | 155.54% |
| Worst Year | 5.45% | -56.9% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 4.77% | 7.42% |
| Avg. Down Week | -2.91% | -5.16% |
| Avg. Up Month | 12.68% | 17.73% |
| Avg. Down Month | -5.87% | -9.73% |
| Win Days % | 50.18% | 51.48% |
| Win Month % | 52.5% | 58.7% |
| Win Week % | 54.37% | 50.75% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 75.0% |