| Metric | 4056861:btcusd:triple_gx:lsma160_85_65 | 4056861:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 164.12% | 94.79% |
| Max Drawdown | -23.04% | -67.18% |
| Sharpe | 0.6 | 0.33 |
| Sortino | 0.93 | 0.48 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.35 | 1.03 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.14 | 0.97 |
| Outlier Win Ratio | 19.15 | 4.09 |
| Outlier Loss Ratio | 4.32 | 3.7 |
| Volatility (ann.) | 14.62% | 26.6% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.58 | 0.35 |
| Skew | 0.8 | 0.16 |
| Kurtosis | 21.83 | 6.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.59% | 1.77% |
| Expected Yearly % | 27.48% | 18.14% |
| Kelly Criterion | 6.54% | 8.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.27% |
| Expected Shortfall (cVaR) | -1.23% | -2.27% |
| Year | 4056861:BTCUSD | 4056861:btcusd:triple_gx:lsma160_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 5.22 | -0.08 | + |
| 2023 | 155.54 | 59.17 | 0.38 | - |
| 2024 | 121.00 | 82.41 | 0.68 | - |
| 2025 | -7.32 | -13.54 | 1.85 | - |
| Metric | 4056861:btcusd:triple_gx:lsma160_85_65 | 4056861:BTCUSD |
|---|---|---|
| MTD | 0.17% | 2.63% |
| 3M | -13.54% | -12.25% |
| 6M | 13.47% | 34.61% |
| YTD | -13.54% | -7.32% |
| 1Y | 25.13% | 23.79% |
| 3Y (ann.) | 37.14% | 24.94% |
| 5Y (ann.) | 36.47% | 23.8% |
| Metric | 4056861:btcusd:triple_gx:lsma160_85_65 | 4056861:BTCUSD |
|---|---|---|
| Max Drawdown | -23.04% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -4.24% | -7.64% |
| Avg. Drawdown Days | 20.0 | 40.0 |
| Recovery Factor | 7.12 | 1.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-30 | -23.04 | 59 |
| 2022-09-13 | 2023-01-13 | -18.07 | 121 |
| 2023-03-22 | 2023-10-24 | -16.70 | 215 |
| 2025-01-06 | 2025-03-26 | -16.26 | 78 |
| 2023-12-09 | 2024-02-11 | -13.65 | 64 |
| 2024-03-11 | 2024-08-19 | -12.54 | 160 |
| 2022-03-29 | 2022-05-31 | -11.39 | 63 |
| 2022-03-09 | 2022-03-27 | -10.40 | 18 |
| 2024-08-27 | 2024-10-18 | -10.22 | 52 |
| 2023-01-21 | 2023-03-17 | -9.21 | 55 |
| Metric | 4056861:btcusd:triple_gx:lsma160_85_65 | 4056861:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.66% | -29.64% |
| Best Month | 35.27% | 43.77% |
| Worst Month | -13.41% | -37.12% |
| Best Year | 82.41% | 155.54% |
| Worst Year | -13.54% | -62.78% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.14% | 7.8% |
| Avg. Down Week | -3.04% | -5.05% |
| Avg. Up Month | 12.05% | 17.5% |
| Avg. Down Month | -5.24% | -11.9% |
| Win Days % | 49.97% | 51.08% |
| Win Month % | 52.94% | 57.89% |
| Win Week % | 52.08% | 48.5% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |