| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 227.18% | 95.32% |
| Max Drawdown | -14.8% | -62.66% |
| Sharpe | 4.34 | 2.56 |
| Sortino | 14.72 | 4.14 |
| Payoff Ratio | 4.95 | 1.59 |
| Profit Factor | 2.77 | 1.5 |
| Common Sense Ratio | 7.98 | 1.98 |
| CPC Index | 3.66 | 1.3 |
| Tail Ratio | 2.88 | 1.33 |
| Outlier Win Ratio | 3.4 | 4.19 |
| Outlier Loss Ratio | 14.85 | 3.04 |
| Volatility (ann.) | 156.17% | 222.8% |
| R^2 | 0.51 | 0.51 |
| Calmar | 3.18 | 0.39 |
| Skew | 2.87 | 0.2 |
| Kurtosis | 10.86 | 3.71 |
| Expected Daily % | 1.57% | 0.88% |
| Expected Monthly % | 3.77% | 2.11% |
| Expected Yearly % | 34.49% | 18.22% |
| Kelly Criterion | 11.86% | 26.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.59% | -17.62% |
| Expected Shortfall (cVaR) | -11.59% | -17.62% |
| Year | 4056871:BTCUSD | 4056871:btcusd:triple_gx:lsma210_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.28 | 16.37 | -0.28 | + |
| 2023 | 142.89 | 60.56 | 0.42 | - |
| 2024 | 129.87 | 83.21 | 0.64 | - |
| 2025 | -16.14 | -4.42 | 0.27 | + |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| MTD | -4.39% | -19.13% |
| 3M | -4.42% | -16.14% |
| 6M | 34.79% | 28.79% |
| YTD | -4.42% | -16.14% |
| 1Y | 41.36% | 16.67% |
| 3Y (ann.) | 52.52% | 25.61% |
| 5Y (ann.) | 47.05% | 24.33% |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Max Drawdown | -14.8% | -62.66% |
| Longest DD Days | 185.0 | 597.0 |
| Avg. Drawdown | -5.09% | -21.9% |
| Avg. Drawdown Days | 58.0 | 143.0 |
| Recovery Factor | 15.35 | 1.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-13 | 2024-02-22 | -14.80 | 101 |
| 2022-09-11 | 2023-01-26 | -12.37 | 137 |
| 2024-05-20 | 2024-11-22 | -9.52 | 185 |
| 2023-08-11 | 2023-11-02 | -8.74 | 83 |
| 2022-03-10 | 2022-04-02 | -7.47 | 23 |
| 2023-05-07 | 2023-07-02 | -5.25 | 56 |
| 2025-01-20 | 2025-03-30 | -4.42 | 69 |
| 2022-05-23 | 2022-07-20 | -2.62 | 57 |
| 2022-07-24 | 2022-07-30 | -0.18 | 6 |
| 2024-05-11 | 2024-05-19 | -0.18 | 8 |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Best Day | 43.64% | 43.9% |
| Worst Day | -9.77% | -36.53% |
| Best Week | 43.64% | 43.9% |
| Worst Week | -9.77% | -36.53% |
| Best Month | 43.38% | 47.6% |
| Worst Month | -10.1% | -36.53% |
| Best Year | 83.21% | 142.89% |
| Worst Year | -4.42% | -58.28% |
| Avg. Up Day | 11.03% | 11.23% |
| Avg. Down Day | -2.23% | -7.06% |
| Avg. Up Week | 12.73% | 13.44% |
| Avg. Down Week | -2.37% | -7.7% |
| Avg. Up Month | 17.32% | 21.0% |
| Avg. Down Month | -3.64% | -9.28% |
| Win Days % | 26.67% | 54.67% |
| Win Month % | 40.62% | 50.0% |
| Win Week % | 28.79% | 54.55% |
| Win Quarter % | 69.23% | 30.77% |
| Win Year % | 75.0% | 50.0% |