| Metric | 4056863:btcusd:triple_gx:lsma170_85_65 | 4056863:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 248.85% | 103.92% |
| Max Drawdown | -21.32% | -67.18% |
| Sharpe | 0.77 | 0.35 |
| Sortino | 1.2 | 0.5 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.54 | 1.03 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 19.65 | 4.09 |
| Outlier Loss Ratio | 4.33 | 3.64 |
| Volatility (ann.) | 14.41% | 26.57% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.31 | 0.38 |
| Skew | 0.96 | 0.16 |
| Kurtosis | 23.67 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.34% | 1.89% |
| Expected Yearly % | 36.67% | 19.5% |
| Kelly Criterion | 8.84% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.26% |
| Expected Shortfall (cVaR) | -1.21% | -2.26% |
| Year | 4056863:BTCUSD | 4056863:btcusd:triple_gx:lsma170_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 17.42 | -0.29 | + |
| 2023 | 155.54 | 59.15 | 0.38 | - |
| 2024 | 121.00 | 107.34 | 0.89 | - |
| 2025 | -7.32 | -9.97 | 1.36 | - |
| Metric | 4056863:btcusd:triple_gx:lsma170_85_65 | 4056863:BTCUSD |
|---|---|---|
| MTD | 1.46% | 2.63% |
| 3M | -9.97% | -12.25% |
| 6M | 27.9% | 34.61% |
| YTD | -9.97% | -7.32% |
| 1Y | 46.15% | 23.79% |
| 3Y (ann.) | 50.64% | 24.94% |
| 5Y (ann.) | 49.29% | 25.68% |
| Metric | 4056863:btcusd:triple_gx:lsma170_85_65 | 4056863:BTCUSD |
|---|---|---|
| Max Drawdown | -21.32% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.32% | -6.94% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 11.67 | 1.55 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -21.32 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 120 |
| 2023-03-22 | 2023-10-24 | -16.48 | 215 |
| 2025-01-20 | 2025-03-26 | -15.47 | 65 |
| 2023-12-09 | 2024-02-09 | -12.49 | 62 |
| 2022-03-09 | 2022-03-27 | -10.40 | 18 |
| 2025-01-07 | 2025-01-20 | -10.15 | 13 |
| 2024-08-27 | 2024-09-20 | -8.70 | 24 |
| 2024-05-19 | 2024-07-20 | -7.69 | 62 |
| 2023-01-21 | 2023-03-17 | -7.37 | 54 |
| Metric | 4056863:btcusd:triple_gx:lsma170_85_65 | 4056863:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.43% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 107.34% | 155.54% |
| Worst Year | -9.97% | -61.04% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 5.37% | 7.95% |
| Avg. Down Week | -3.07% | -5.49% |
| Avg. Up Month | 11.44% | 15.78% |
| Avg. Down Month | -5.4% | -11.59% |
| Win Days % | 50.39% | 51.08% |
| Win Month % | 60.61% | 60.53% |
| Win Week % | 56.67% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |