| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 247.78% | 138.4% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.7 | 0.36 |
| Sortino | 1.11 | 0.51 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.42 | 1.04 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 21.24 | 4.06 |
| Outlier Loss Ratio | 4.37 | 3.57 |
| Volatility (ann.) | 13.13% | 25.39% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.19 | 0.39 |
| Skew | 1.27 | 0.17 |
| Kurtosis | 27.28 | 6.75 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.75% | 1.91% |
| Expected Yearly % | 36.56% | 24.26% |
| Kelly Criterion | 8.16% | 9.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.16% |
| Expected Shortfall (cVaR) | -1.11% | -2.16% |
| Year | 4056868:BTCUSD | 4056868:btcusd:triple_gx:lsma195_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 18.74 | -0.32 | + |
| 2023 | 155.54 | 65.67 | 0.42 | - |
| 2024 | 121.00 | 91.00 | 0.75 | - |
| 2025 | 2.28 | -7.43 | -3.26 | - |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -12.33% | -18.73% |
| 6M | -7.75% | -7.45% |
| YTD | -7.43% | 2.28% |
| 1Y | 0.83% | 5.34% |
| 3Y (ann.) | 43.39% | 78.97% |
| 5Y (ann.) | 39.49% | 26.11% |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.42% | -7.56% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 13.71 | 2.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -18.07 | 121 |
| 2022-05-31 | 2022-07-19 | -16.88 | 48 |
| 2025-10-06 | 2025-11-17 | -15.77 | 41 |
| 2023-03-22 | 2023-06-21 | -14.66 | 90 |
| 2023-11-02 | 2024-02-12 | -12.56 | 102 |
| 2023-06-23 | 2023-10-24 | -12.54 | 122 |
| 2024-07-22 | 2024-10-18 | -11.63 | 88 |
| 2025-01-20 | 2025-04-23 | -11.20 | 93 |
| 2022-03-04 | 2022-03-27 | -9.46 | 23 |
| 2022-07-19 | 2022-07-27 | -8.22 | 8 |
| Metric | 4056868:btcusd:triple_gx:lsma195_85_65 | 4056868:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -10.15% | -37.12% |
| Best Year | 91.0% | 155.54% |
| Worst Year | -7.43% | -58.73% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 4.94% | 7.34% |
| Avg. Down Week | -2.57% | -4.47% |
| Avg. Up Month | 11.19% | 16.55% |
| Avg. Down Month | -4.62% | -8.96% |
| Win Days % | 50.4% | 51.46% |
| Win Month % | 55.0% | 58.7% |
| Win Week % | 53.21% | 50.0% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |