| Metric | 4056885:btcusd:triple_gx:lsma135_90_65 | 4056885:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 268.5% | 181.99% |
| Max Drawdown | -22.62% | -67.18% |
| Sharpe | 0.7 | 0.43 |
| Sortino | 1.08 | 0.63 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 15.32 | 4.13 |
| Outlier Loss Ratio | 4.32 | 3.78 |
| Volatility (ann.) | 15.94% | 26.51% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.16 | 0.55 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 17.51 | 6.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.31% | 2.63% |
| Expected Yearly % | 38.55% | 29.59% |
| Kelly Criterion | 7.12% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.25% |
| Expected Shortfall (cVaR) | -1.34% | -2.25% |
| Year | 4056885:BTCUSD | 4056885:btcusd:triple_gx:lsma135_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 32.14 | -0.58 | + |
| 2023 | 155.54 | 46.49 | 0.30 | - |
| 2024 | 121.00 | 83.43 | 0.69 | - |
| 2025 | 11.30 | 3.78 | 0.33 | - |
| Metric | 4056885:btcusd:triple_gx:lsma135_90_65 | 4056885:BTCUSD |
|---|---|---|
| MTD | -0.52% | 10.32% |
| 3M | 1.69% | 7.53% |
| 6M | 4.43% | 18.96% |
| YTD | 3.78% | 11.3% |
| 1Y | 53.22% | 56.85% |
| 3Y (ann.) | 44.06% | 49.13% |
| 5Y (ann.) | 48.79% | 37.14% |
| Metric | 4056885:btcusd:triple_gx:lsma135_90_65 | 4056885:BTCUSD |
|---|---|---|
| Max Drawdown | -22.62% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.64% | -6.91% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 11.87 | 2.71 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2023-12-05 | -22.62 | 257 |
| 2024-12-17 | 2025-05-16 | -20.68 | 149 |
| 2022-05-31 | 2022-07-28 | -19.17 | 57 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2023-12-09 | 2024-02-11 | -12.73 | 63 |
| 2024-03-11 | 2024-05-20 | -12.51 | 70 |
| 2022-02-10 | 2022-03-27 | -11.72 | 45 |
| 2022-04-26 | 2022-05-30 | -9.07 | 34 |
| 2024-05-21 | 2024-07-16 | -8.78 | 56 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| Metric | 4056885:btcusd:triple_gx:lsma135_90_65 | 4056885:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.08% | -29.64% |
| Best Month | 35.75% | 43.77% |
| Worst Month | -13.88% | -37.12% |
| Best Year | 83.43% | 155.54% |
| Worst Year | 3.78% | -55.14% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 5.32% | 7.5% |
| Avg. Down Week | -3.45% | -5.3% |
| Avg. Up Month | 12.46% | 17.85% |
| Avg. Down Month | -5.37% | -12.84% |
| Win Days % | 50.69% | 51.29% |
| Win Month % | 56.41% | 60.0% |
| Win Week % | 56.14% | 50.29% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |