| Metric | 4056862:btcusd:triple_gx:lsma165_85_65 | 4056862:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 270.75% | 158.61% |
| Max Drawdown | -21.7% | -67.18% |
| Sharpe | 0.76 | 0.41 |
| Sortino | 1.2 | 0.59 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 18.86 | 4.1 |
| Outlier Loss Ratio | 4.35 | 3.65 |
| Volatility (ann.) | 14.56% | 26.38% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.26 | 0.5 |
| Skew | 1.08 | 0.18 |
| Kurtosis | 23.43 | 6.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.33% | 2.4% |
| Expected Yearly % | 38.76% | 26.81% |
| Kelly Criterion | 8.59% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.24% |
| Expected Shortfall (cVaR) | -1.22% | -2.24% |
| Year | 4056862:BTCUSD | 4056862:btcusd:triple_gx:lsma165_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 20.91 | -0.34 | + |
| 2023 | 155.54 | 63.26 | 0.41 | - |
| 2024 | 121.00 | 110.70 | 0.91 | - |
| 2025 | 18.75 | -10.86 | -0.58 | - |
| Metric | 4056862:btcusd:triple_gx:lsma165_85_65 | 4056862:BTCUSD |
|---|---|---|
| MTD | -1.0% | 17.7% |
| 3M | -5.8% | 14.72% |
| 6M | -6.72% | 17.49% |
| YTD | -10.86% | 18.75% |
| 1Y | 47.1% | 60.41% |
| 3Y (ann.) | 48.8% | 54.09% |
| 5Y (ann.) | 49.12% | 33.61% |
| Metric | 4056862:btcusd:triple_gx:lsma165_85_65 | 4056862:BTCUSD |
|---|---|---|
| Max Drawdown | -21.7% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.86% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 12.47 | 2.36 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -21.70 | 57 |
| 2025-01-07 | 2025-05-23 | -20.32 | 136 |
| 2022-09-13 | 2023-01-12 | -18.07 | 120 |
| 2023-03-22 | 2023-10-24 | -16.50 | 215 |
| 2023-12-09 | 2024-02-11 | -13.47 | 63 |
| 2022-03-09 | 2022-03-27 | -10.40 | 18 |
| 2022-03-29 | 2022-05-30 | -10.18 | 62 |
| 2024-08-27 | 2024-09-26 | -9.53 | 30 |
| 2023-01-21 | 2023-03-17 | -7.82 | 54 |
| 2024-05-19 | 2024-07-20 | -7.69 | 62 |
| Metric | 4056862:btcusd:triple_gx:lsma165_85_65 | 4056862:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.46% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -11.91% | -37.12% |
| Best Year | 110.7% | 155.54% |
| Worst Year | -10.86% | -61.44% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 5.46% | 7.72% |
| Avg. Down Week | -3.02% | -5.16% |
| Avg. Up Month | 13.37% | 17.18% |
| Avg. Down Month | -5.99% | -10.76% |
| Win Days % | 50.53% | 51.33% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 53.54% | 49.71% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |