| Metric | 4056857:btcusd:triple_gx:lsma140_85_65 | 4056857:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 129.64% | 107.95% |
| Max Drawdown | -26.26% | -67.18% |
| Sharpe | 0.51 | 0.35 |
| Sortino | 0.76 | 0.51 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.23 | 1.03 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 16.88 | 4.09 |
| Outlier Loss Ratio | 4.3 | 3.78 |
| Volatility (ann.) | 15.47% | 26.6% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.16 | 0.39 |
| Skew | 0.54 | 0.16 |
| Kurtosis | 18.3 | 6.24 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.21% | 1.95% |
| Expected Yearly % | 23.1% | 20.09% |
| Kelly Criterion | 4.51% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.26% |
| Expected Shortfall (cVaR) | -1.31% | -2.26% |
| Year | 4056857:BTCUSD | 4056857:btcusd:triple_gx:lsma140_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 8.34 | -0.14 | + |
| 2023 | 155.54 | 54.49 | 0.35 | - |
| 2024 | 121.00 | 51.05 | 0.42 | - |
| 2025 | -7.32 | -9.17 | 1.25 | - |
| Metric | 4056857:btcusd:triple_gx:lsma140_85_65 | 4056857:BTCUSD |
|---|---|---|
| MTD | 1.02% | 2.63% |
| 3M | -9.17% | -12.25% |
| 6M | -0.2% | 34.61% |
| YTD | -9.17% | -7.32% |
| 1Y | 5.01% | 23.79% |
| 3Y (ann.) | 27.71% | 24.94% |
| 5Y (ann.) | 30.35% | 26.29% |
| Metric | 4056857:btcusd:triple_gx:lsma140_85_65 | 4056857:BTCUSD |
|---|---|---|
| Max Drawdown | -26.26% | -67.18% |
| Longest DD Days | 256.0 | 683.0 |
| Avg. Drawdown | -4.51% | -6.84% |
| Avg. Drawdown Days | 21.0 | 35.0 |
| Recovery Factor | 4.94 | 1.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -26.26 | 98 |
| 2022-03-29 | 2022-09-12 | -25.96 | 166 |
| 2023-03-22 | 2023-12-04 | -21.84 | 256 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2024-04-04 | 2024-08-20 | -13.27 | 137 |
| 2024-08-27 | 2024-11-10 | -11.76 | 75 |
| 2024-01-11 | 2024-02-09 | -11.60 | 29 |
| 2022-03-09 | 2022-03-27 | -10.40 | 18 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| Metric | 4056857:btcusd:triple_gx:lsma140_85_65 | 4056857:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -13.9% | -29.64% |
| Best Month | 34.47% | 43.77% |
| Worst Month | -13.9% | -37.12% |
| Best Year | 54.49% | 155.54% |
| Worst Year | -9.17% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.91% | 7.46% |
| Avg. Down Week | -3.36% | -5.19% |
| Avg. Up Month | 12.23% | 17.39% |
| Avg. Down Month | -6.4% | -11.95% |
| Win Days % | 49.55% | 51.09% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 54.29% | 49.1% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |