| Metric | 4056900:btcusd:triple_gx:lsma210_90_65 | 4056900:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 282.5% | 133.23% |
| Max Drawdown | -18.23% | -67.18% |
| Sharpe | 0.84 | 0.39 |
| Sortino | 1.37 | 0.57 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.54 | 1.05 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 21.09 | 4.12 |
| Outlier Loss Ratio | 4.34 | 3.6 |
| Volatility (ann.) | 14.02% | 26.53% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.99 | 0.47 |
| Skew | 1.4 | 0.17 |
| Kurtosis | 27.25 | 6.38 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.59% | 2.25% |
| Expected Yearly % | 39.85% | 23.58% |
| Kelly Criterion | 10.26% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.26% |
| Expected Shortfall (cVaR) | -1.17% | -2.26% |
| Year | 4056900:BTCUSD | 4056900:btcusd:triple_gx:lsma210_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 15.29 | -0.27 | + |
| 2023 | 155.54 | 52.74 | 0.34 | - |
| 2024 | 121.00 | 113.24 | 0.94 | - |
| 2025 | -6.21 | 1.86 | -0.30 | + |
| Metric | 4056900:btcusd:triple_gx:lsma210_90_65 | 4056900:BTCUSD |
|---|---|---|
| MTD | 0.9% | 3.86% |
| 3M | 1.86% | -7.61% |
| 6M | 45.93% | 38.23% |
| YTD | 1.86% | -6.21% |
| 1Y | 74.22% | 25.27% |
| 3Y (ann.) | 57.57% | 25.44% |
| 5Y (ann.) | 54.42% | 31.56% |
| Metric | 4056900:btcusd:triple_gx:lsma210_90_65 | 4056900:BTCUSD |
|---|---|---|
| Max Drawdown | -18.23% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.39% | -6.57% |
| Avg. Drawdown Days | 17.0 | 32.0 |
| Recovery Factor | 15.5 | 1.98 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-02 | 2024-02-15 | -18.23 | 105 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2023-03-22 | 2023-06-21 | -15.47 | 90 |
| 2022-05-31 | 2022-07-18 | -12.65 | 47 |
| 2023-06-23 | 2023-10-24 | -12.31 | 122 |
| 2022-03-03 | 2022-03-27 | -10.67 | 24 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2024-05-21 | 2024-08-29 | -9.32 | 100 |
| 2025-01-20 | 2025-03-26 | -8.68 | 64 |
| 2024-08-29 | 2024-09-19 | -7.06 | 20 |
| Metric | 4056900:btcusd:triple_gx:lsma210_90_65 | 4056900: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 | 41.04% | 43.77% |
| Worst Month | -11.99% | -37.12% |
| Best Year | 113.24% | 155.54% |
| Worst Year | 1.86% | -55.97% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 5.39% | 7.92% |
| Avg. Down Week | -2.89% | -5.37% |
| Avg. Up Month | 13.29% | 17.6% |
| Avg. Down Month | -5.56% | -11.15% |
| Win Days % | 50.28% | 51.15% |
| Win Month % | 62.5% | 60.53% |
| Win Week % | 57.83% | 49.7% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |