| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 244.58% | 103.07% |
| Max Drawdown | -12.3% | -63.19% |
| Sharpe | 4.47 | 2.62 |
| Sortino | 15.38 | 4.18 |
| Payoff Ratio | 5.18 | 1.56 |
| Profit Factor | 2.95 | 1.51 |
| Common Sense Ratio | 7.08 | 2.22 |
| CPC Index | 4.17 | 1.29 |
| Tail Ratio | 2.4 | 1.47 |
| Outlier Win Ratio | 3.58 | 4.27 |
| Outlier Loss Ratio | 15.89 | 3.1 |
| Volatility (ann.) | 152.91% | 219.05% |
| R^2 | 0.5 | 0.5 |
| Calmar | 4.03 | 0.41 |
| Skew | 2.98 | 0.14 |
| Kurtosis | 11.77 | 3.98 |
| Expected Daily % | 1.6% | 0.91% |
| Expected Monthly % | 3.94% | 2.24% |
| Expected Yearly % | 36.25% | 19.37% |
| Kelly Criterion | 13.23% | 25.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.29% | -17.29% |
| Expected Shortfall (cVaR) | -11.29% | -17.29% |
| Year | 4056868:BTCUSD | 4056868:btcusd:triple_gx:lsma195_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.63 | 18.95 | -0.33 | + |
| 2023 | 142.89 | 65.67 | 0.46 | - |
| 2024 | 129.87 | 91.00 | 0.70 | - |
| 2025 | -16.14 | -8.45 | 0.52 | + |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| MTD | -4.33% | -19.13% |
| 3M | -8.45% | -16.14% |
| 6M | 31.14% | 28.79% |
| YTD | -8.45% | -16.14% |
| 1Y | 39.36% | 16.67% |
| 3Y (ann.) | 55.09% | 25.66% |
| 5Y (ann.) | 49.6% | 25.94% |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Max Drawdown | -12.3% | -63.19% |
| Longest DD Days | 137.0 | 597.0 |
| Avg. Drawdown | -5.11% | -19.12% |
| Avg. Drawdown Days | 53.0 | 123.0 |
| Recovery Factor | 19.89 | 1.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-11 | 2023-01-26 | -12.30 | 137 |
| 2023-11-13 | 2024-02-22 | -10.07 | 101 |
| 2023-08-09 | 2023-11-02 | -9.67 | 85 |
| 2024-08-27 | 2024-11-22 | -8.70 | 87 |
| 2025-01-07 | 2025-03-30 | -8.45 | 81 |
| 2022-03-07 | 2022-04-02 | -7.30 | 26 |
| 2023-05-06 | 2023-07-02 | -6.28 | 57 |
| 2024-05-20 | 2024-07-27 | -5.25 | 67 |
| 2022-05-23 | 2022-07-20 | -2.62 | 57 |
| 2022-07-24 | 2022-07-30 | -0.18 | 6 |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Best Day | 43.64% | 43.9% |
| Worst Day | -9.69% | -36.53% |
| Best Week | 43.64% | 43.9% |
| Worst Week | -9.69% | -36.53% |
| Best Month | 43.38% | 47.6% |
| Worst Month | -10.02% | -36.53% |
| Best Year | 91.0% | 142.89% |
| Worst Year | -8.45% | -56.63% |
| Avg. Up Day | 10.52% | 10.72% |
| Avg. Down Day | -2.03% | -6.85% |
| Avg. Up Week | 10.82% | 11.64% |
| Avg. Down Week | -2.14% | -7.51% |
| Avg. Up Month | 18.43% | 23.52% |
| Avg. Down Month | -4.09% | -13.3% |
| Win Days % | 27.27% | 54.55% |
| Win Month % | 46.88% | 53.12% |
| Win Week % | 30.43% | 55.07% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |