| Metric | 4056902:btcusd:triple_gx:lsma215_90_65 | 4056902:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 263.76% | 129.78% |
| Max Drawdown | -19.66% | -67.18% |
| Sharpe | 0.82 | 0.39 |
| Sortino | 1.32 | 0.56 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.51 | 1.04 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 21.16 | 4.12 |
| Outlier Loss Ratio | 4.33 | 3.6 |
| Volatility (ann.) | 14.02% | 26.53% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.64 | 0.46 |
| Skew | 1.4 | 0.17 |
| Kurtosis | 27.29 | 6.4 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.46% | 2.21% |
| Expected Yearly % | 38.1% | 23.12% |
| Kelly Criterion | 9.65% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.26% |
| Expected Shortfall (cVaR) | -1.18% | -2.26% |
| Year | 4056902:BTCUSD | 4056902:btcusd:triple_gx:lsma215_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 9.91 | -0.18 | + |
| 2023 | 155.54 | 50.42 | 0.32 | - |
| 2024 | 121.00 | 115.80 | 0.96 | - |
| 2025 | -6.21 | 1.96 | -0.32 | + |
| Metric | 4056902:btcusd:triple_gx:lsma215_90_65 | 4056902:BTCUSD |
|---|---|---|
| MTD | 1.0% | 3.86% |
| 3M | 1.96% | -7.61% |
| 6M | 47.54% | 38.23% |
| YTD | 1.96% | -6.21% |
| 1Y | 74.02% | 25.27% |
| 3Y (ann.) | 55.81% | 25.44% |
| 5Y (ann.) | 51.98% | 30.95% |
| Metric | 4056902:btcusd:triple_gx:lsma215_90_65 | 4056902:BTCUSD |
|---|---|---|
| Max Drawdown | -19.66% | -67.18% |
| Longest DD Days | 155.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.69% |
| Avg. Drawdown Days | 17.0 | 33.0 |
| Recovery Factor | 13.42 | 1.93 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-01-14 | -19.66 | 155 |
| 2023-11-02 | 2024-02-14 | -17.24 | 104 |
| 2023-03-22 | 2023-06-22 | -16.59 | 91 |
| 2022-05-31 | 2022-07-18 | -12.65 | 47 |
| 2023-06-23 | 2023-10-24 | -12.31 | 122 |
| 2022-03-03 | 2022-03-27 | -11.24 | 24 |
| 2022-07-20 | 2022-07-28 | -10.26 | 8 |
| 2024-05-21 | 2024-08-29 | -9.43 | 100 |
| 2025-01-20 | 2025-03-26 | -8.68 | 64 |
| 2024-08-29 | 2024-09-19 | -7.96 | 20 |
| Metric | 4056902:btcusd:triple_gx:lsma215_90_65 | 4056902: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 | 41.04% | 43.77% |
| Worst Month | -11.99% | -37.12% |
| Best Year | 115.8% | 155.54% |
| Worst Year | 1.96% | -56.62% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 5.51% | 8.06% |
| Avg. Down Week | -2.84% | -5.68% |
| Avg. Up Month | 14.14% | 18.47% |
| Avg. Down Month | -4.68% | -11.51% |
| Win Days % | 50.14% | 51.14% |
| Win Month % | 54.55% | 60.53% |
| Win Week % | 55.95% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |