| Metric | 4056879:btcusd:triple_gx:lsma110_90_65 | 4056879:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 260.56% | 184.99% |
| Max Drawdown | -25.24% | -67.18% |
| Sharpe | 0.67 | 0.43 |
| Sortino | 1.02 | 0.63 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 14.13 | 4.19 |
| Outlier Loss Ratio | 4.42 | 3.92 |
| Volatility (ann.) | 16.5% | 26.49% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.88 | 0.56 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 15.43 | 6.39 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.18% | 2.59% |
| Expected Yearly % | 37.8% | 29.93% |
| Kelly Criterion | 6.8% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.25% |
| Expected Shortfall (cVaR) | -1.39% | -2.25% |
| Year | 4056879:BTCUSD | 4056879:btcusd:triple_gx:lsma110_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 10.35 | -0.19 | + |
| 2023 | 155.54 | 50.02 | 0.32 | - |
| 2024 | 121.00 | 97.54 | 0.81 | - |
| 2025 | 11.30 | 10.26 | 0.91 | - |
| Metric | 4056879:btcusd:triple_gx:lsma110_90_65 | 4056879:BTCUSD |
|---|---|---|
| MTD | 1.7% | 10.32% |
| 3M | 8.45% | 7.53% |
| 6M | 13.13% | 18.96% |
| YTD | 10.26% | 11.3% |
| 1Y | 58.78% | 56.85% |
| 3Y (ann.) | 49.8% | 49.13% |
| 5Y (ann.) | 47.52% | 37.37% |
| Metric | 4056879:btcusd:triple_gx:lsma110_90_65 | 4056879:BTCUSD |
|---|---|---|
| Max Drawdown | -25.24% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.73% | -6.21% |
| Avg. Drawdown Days | 19.0 | 32.0 |
| Recovery Factor | 10.32 | 2.75 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2022-09-12 | -25.24 | 213 |
| 2023-03-22 | 2023-12-05 | -23.42 | 257 |
| 2024-12-17 | 2025-05-16 | -20.64 | 149 |
| 2024-05-21 | 2024-08-23 | -18.79 | 94 |
| 2022-09-13 | 2023-01-12 | -18.25 | 121 |
| 2023-12-09 | 2024-02-11 | -14.57 | 64 |
| 2024-04-01 | 2024-05-13 | -11.16 | 42 |
| 2023-01-21 | 2023-03-17 | -8.44 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-08-29 | 2024-09-18 | -5.64 | 20 |
| Metric | 4056879:btcusd:triple_gx:lsma110_90_65 | 4056879:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.39% | -29.64% |
| Best Month | 38.56% | 43.77% |
| Worst Month | -17.74% | -37.12% |
| Best Year | 97.54% | 155.54% |
| Worst Year | 10.26% | -54.66% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 5.55% | 6.87% |
| Avg. Down Week | -3.8% | -5.0% |
| Avg. Up Month | 13.66% | 18.3% |
| Avg. Down Month | -7.53% | -12.94% |
| Win Days % | 51.17% | 51.23% |
| Win Month % | 56.41% | 60.98% |
| Win Week % | 56.41% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |