| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 248.94% | 154.34% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.7 | 0.37 |
| Sortino | 1.1 | 0.54 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.41 | 1.04 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 21.24 | 4.07 |
| Outlier Loss Ratio | 4.32 | 3.58 |
| Volatility (ann.) | 13.29% | 25.35% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.2 | 0.42 |
| Skew | 1.27 | 0.18 |
| Kurtosis | 28.75 | 6.8 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.75% | 2.05% |
| Expected Yearly % | 36.67% | 26.29% |
| Kelly Criterion | 8.14% | 9.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.16% |
| Expected Shortfall (cVaR) | -1.12% | -2.16% |
| Year | 4056871:BTCUSD | 4056871:btcusd:triple_gx:lsma210_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 16.16 | -0.29 | + |
| 2023 | 155.54 | 60.56 | 0.39 | - |
| 2024 | 121.00 | 83.21 | 0.69 | - |
| 2025 | 2.28 | 2.12 | 0.93 | - |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| MTD | -4.74% | -12.85% |
| 3M | -6.78% | -18.73% |
| 6M | -2.7% | -7.45% |
| YTD | 2.12% | 2.28% |
| 1Y | 11.24% | 5.34% |
| 3Y (ann.) | 43.91% | 78.97% |
| 5Y (ann.) | 39.71% | 28.38% |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 170.0 | 683.0 |
| Avg. Drawdown | -3.3% | -7.1% |
| Avg. Drawdown Days | 17.0 | 33.0 |
| Recovery Factor | 13.78 | 2.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2022-05-31 | 2022-07-19 | -17.28 | 48 |
| 2023-11-02 | 2024-02-14 | -17.25 | 104 |
| 2023-03-22 | 2023-06-21 | -14.98 | 90 |
| 2024-05-19 | 2024-11-06 | -13.82 | 170 |
| 2025-10-06 | 2025-11-17 | -13.59 | 41 |
| 2023-06-23 | 2023-10-23 | -11.64 | 122 |
| 2025-01-20 | 2025-04-23 | -11.11 | 93 |
| 2022-03-03 | 2022-03-27 | -10.67 | 24 |
| 2022-07-19 | 2022-07-27 | -8.22 | 8 |
| Metric | 4056871:btcusd:triple_gx:lsma210_85_65 | 4056871:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -10.58% | -37.12% |
| Best Year | 83.21% | 155.54% |
| Worst Year | 2.12% | -55.97% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 5.07% | 7.72% |
| Avg. Down Week | -2.81% | -4.94% |
| Avg. Up Month | 12.39% | 17.0% |
| Avg. Down Month | -5.29% | -9.18% |
| Win Days % | 50.34% | 51.5% |
| Win Month % | 53.85% | 58.7% |
| Win Week % | 53.4% | 50.75% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 100.0% | 75.0% |