| Metric | 4056849:btcusd:triple_gx:lsma100_85_65 | 4056849:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 132.1% | 136.16% |
| Max Drawdown | -30.96% | -67.18% |
| Sharpe | 0.48 | 0.39 |
| Sortino | 0.72 | 0.56 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.08 | 0.97 |
| Outlier Win Ratio | 13.93 | 4.14 |
| Outlier Loss Ratio | 4.46 | 3.96 |
| Volatility (ann.) | 16.75% | 26.68% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.98 | 0.46 |
| Skew | 0.43 | 0.18 |
| Kurtosis | 14.87 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.18% | 2.23% |
| Expected Yearly % | 23.43% | 23.97% |
| Kelly Criterion | 4.13% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.27% |
| Expected Shortfall (cVaR) | -1.42% | -2.27% |
| Year | 4056849:BTCUSD | 4056849:btcusd:triple_gx:lsma100_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 2.56 | -0.05 | + |
| 2023 | 155.54 | 54.35 | 0.35 | - |
| 2024 | 121.00 | 58.75 | 0.49 | - |
| 2025 | -6.45 | -7.64 | 1.18 | - |
| Metric | 4056849:btcusd:triple_gx:lsma100_85_65 | 4056849:BTCUSD |
|---|---|---|
| MTD | 3.4% | 3.6% |
| 3M | -7.64% | -11.42% |
| 6M | 19.09% | 35.88% |
| YTD | -7.64% | -6.45% |
| 1Y | 12.97% | 24.76% |
| 3Y (ann.) | 29.94% | 25.14% |
| 5Y (ann.) | 30.46% | 31.17% |
| Metric | 4056849:btcusd:triple_gx:lsma100_85_65 | 4056849:BTCUSD |
|---|---|---|
| Max Drawdown | -30.96% | -67.18% |
| Longest DD Days | 336.0 | 683.0 |
| Avg. Drawdown | -4.0% | -6.47% |
| Avg. Drawdown Days | 24.0 | 31.0 |
| Recovery Factor | 4.27 | 2.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-01-13 | -30.96 | 336 |
| 2024-12-17 | 2025-03-27 | -23.84 | 99 |
| 2024-03-11 | 2024-11-10 | -23.65 | 243 |
| 2023-03-22 | 2023-12-04 | -22.54 | 256 |
| 2023-12-09 | 2024-02-09 | -12.70 | 62 |
| 2023-02-21 | 2023-03-17 | -8.55 | 24 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-02-08 | 2022-02-10 | -4.29 | 2 |
| Metric | 4056849:btcusd:triple_gx:lsma100_85_65 | 4056849: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 | 37.27% | 43.77% |
| Worst Month | -16.77% | -37.12% |
| Best Year | 58.75% | 155.54% |
| Worst Year | -7.64% | -55.3% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.21% | 6.97% |
| Avg. Down Week | -3.32% | -4.92% |
| Avg. Up Month | 12.49% | 18.09% |
| Avg. Down Month | -6.86% | -11.51% |
| Win Days % | 50.23% | 51.1% |
| Win Month % | 52.63% | 61.54% |
| Win Week % | 49.59% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |