| Metric | 4056877:btcusd:triple_gx:lsma95_90_65 | 4056877:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 195.04% | 146.7% |
| Max Drawdown | -29.05% | -67.18% |
| Sharpe | 0.58 | 0.4 |
| Sortino | 0.87 | 0.58 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.25 | 1.04 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 12.91 | 4.24 |
| Outlier Loss Ratio | 4.51 | 3.98 |
| Volatility (ann.) | 17.37% | 26.7% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.4 | 0.49 |
| Skew | 0.46 | 0.18 |
| Kurtosis | 13.78 | 6.2 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.81% | 2.34% |
| Expected Yearly % | 31.06% | 25.33% |
| Kelly Criterion | 4.94% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.27% |
| Expected Shortfall (cVaR) | -1.47% | -2.27% |
| Year | 4056877:BTCUSD | 4056877:btcusd:triple_gx:lsma95_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -5.23 | 0.10 | + |
| 2023 | 155.54 | 54.30 | 0.35 | - |
| 2024 | 121.00 | 115.02 | 0.95 | - |
| 2025 | -6.45 | -6.17 | 0.96 | + |
| Metric | 4056877:btcusd:triple_gx:lsma95_90_65 | 4056877:BTCUSD |
|---|---|---|
| MTD | 2.13% | 3.6% |
| 3M | -6.17% | -11.42% |
| 6M | 26.5% | 35.88% |
| YTD | -6.17% | -6.45% |
| 1Y | 56.92% | 24.76% |
| 3Y (ann.) | 42.07% | 25.14% |
| 5Y (ann.) | 40.68% | 32.96% |
| Metric | 4056877:btcusd:triple_gx:lsma95_90_65 | 4056877:BTCUSD |
|---|---|---|
| Max Drawdown | -29.05% | -67.18% |
| Longest DD Days | 337.0 | 683.0 |
| Avg. Drawdown | -3.54% | -6.2% |
| Avg. Drawdown Days | 18.0 | 29.0 |
| Recovery Factor | 6.71 | 2.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-01-14 | -29.05 | 337 |
| 2024-12-17 | 2025-03-27 | -24.11 | 99 |
| 2023-03-22 | 2023-12-04 | -20.74 | 257 |
| 2024-05-21 | 2024-08-23 | -19.13 | 94 |
| 2023-12-09 | 2024-02-12 | -14.00 | 65 |
| 2024-04-01 | 2024-05-13 | -11.31 | 42 |
| 2023-01-21 | 2023-03-17 | -7.98 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-01 | 2022-02-04 | -5.13 | 2 |
| Metric | 4056877:btcusd:triple_gx:lsma95_90_65 | 4056877:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -15.15% | -29.64% |
| Best Month | 38.95% | 43.77% |
| Worst Month | -16.94% | -37.12% |
| Best Year | 115.02% | 155.54% |
| Worst Year | -6.17% | -53.3% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 5.24% | 6.82% |
| Avg. Down Week | -3.62% | -4.82% |
| Avg. Up Month | 13.25% | 17.26% |
| Avg. Down Month | -7.54% | -12.41% |
| Win Days % | 50.32% | 51.11% |
| Win Month % | 55.26% | 61.54% |
| Win Week % | 51.94% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |