| Metric | 4056873:btcusd:triple_gx:lsma215_85_65 | 4056873:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 228.29% | 127.06% |
| Max Drawdown | -18.73% | -67.18% |
| Sharpe | 0.76 | 0.38 |
| Sortino | 1.22 | 0.55 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.46 | 1.04 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 21.55 | 4.12 |
| Outlier Loss Ratio | 4.33 | 3.6 |
| Volatility (ann.) | 13.96% | 26.53% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.51 | 0.45 |
| Skew | 1.36 | 0.17 |
| Kurtosis | 27.64 | 6.4 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.18% | 2.18% |
| Expected Yearly % | 34.61% | 22.75% |
| Kelly Criterion | 8.74% | 10.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.26% |
| Expected Shortfall (cVaR) | -1.17% | -2.26% |
| Year | 4056873:BTCUSD | 4056873:btcusd:triple_gx:lsma215_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 12.01 | -0.21 | + |
| 2023 | 155.54 | 58.12 | 0.37 | - |
| 2024 | 121.00 | 85.41 | 0.71 | - |
| 2025 | -7.32 | -0.03 | 0.00 | + |
| Metric | 4056873:btcusd:triple_gx:lsma215_85_65 | 4056873:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.63% |
| 3M | -0.03% | -12.25% |
| 6M | 42.43% | 34.61% |
| YTD | -0.03% | -7.32% |
| 1Y | 47.55% | 23.79% |
| 3Y (ann.) | 50.58% | 24.94% |
| 5Y (ann.) | 46.96% | 30.42% |
| Metric | 4056873:btcusd:triple_gx:lsma215_85_65 | 4056873:BTCUSD |
|---|---|---|
| Max Drawdown | -18.73% | -67.18% |
| Longest DD Days | 170.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.69% |
| Avg. Drawdown Days | 19.0 | 33.0 |
| Recovery Factor | 12.19 | 1.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-01-13 | -18.73 | 155 |
| 2022-05-31 | 2022-07-19 | -17.28 | 48 |
| 2023-11-02 | 2024-02-14 | -16.26 | 104 |
| 2023-03-22 | 2023-06-21 | -16.11 | 90 |
| 2024-05-19 | 2024-11-06 | -14.76 | 170 |
| 2023-06-23 | 2023-10-23 | -11.64 | 122 |
| 2022-03-03 | 2022-03-27 | -11.24 | 24 |
| 2025-01-20 | 2025-03-26 | -8.68 | 65 |
| 2022-07-19 | 2022-07-27 | -8.22 | 8 |
| 2022-03-29 | 2022-05-30 | -7.14 | 61 |
| Metric | 4056873:btcusd:triple_gx:lsma215_85_65 | 4056873:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.57% | -29.64% |
| Best Month | 43.38% | 43.77% |
| Worst Month | -10.58% | -37.12% |
| Best Year | 85.41% | 155.54% |
| Worst Year | -0.03% | -56.62% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 5.53% | 8.17% |
| Avg. Down Week | -2.76% | -5.55% |
| Avg. Up Month | 14.6% | 19.05% |
| Avg. Down Month | -5.2% | -10.27% |
| Win Days % | 49.72% | 51.14% |
| Win Month % | 51.52% | 60.53% |
| Win Week % | 52.94% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |