| Metric | 4056908:btcusd:triple_gx:lsma110_95_65 | 4056908:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 243.94% | 184.99% |
| Max Drawdown | -26.1% | -67.18% |
| Sharpe | 0.64 | 0.43 |
| Sortino | 0.98 | 0.63 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 13.64 | 4.19 |
| Outlier Loss Ratio | 4.46 | 3.94 |
| Volatility (ann.) | 16.69% | 26.49% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.74 | 0.56 |
| Skew | 0.59 | 0.21 |
| Kurtosis | 14.84 | 6.39 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.06% | 2.59% |
| Expected Yearly % | 36.18% | 29.93% |
| Kelly Criterion | 6.32% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.25% |
| Expected Shortfall (cVaR) | -1.41% | -2.25% |
| Year | 4056908:BTCUSD | 4056908:btcusd:triple_gx:lsma110_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 5.05 | -0.09 | + |
| 2023 | 155.54 | 51.20 | 0.33 | - |
| 2024 | 121.00 | 115.40 | 0.95 | - |
| 2025 | 11.30 | 0.53 | 0.05 | - |
| Metric | 4056908:btcusd:triple_gx:lsma110_95_65 | 4056908:BTCUSD |
|---|---|---|
| MTD | 1.7% | 10.32% |
| 3M | 4.19% | 7.53% |
| 6M | 6.34% | 18.96% |
| YTD | 0.53% | 11.3% |
| 1Y | 46.84% | 56.85% |
| 3Y (ann.) | 48.05% | 49.13% |
| 5Y (ann.) | 45.42% | 37.37% |
| Metric | 4056908:btcusd:triple_gx:lsma110_95_65 | 4056908:BTCUSD |
|---|---|---|
| Max Drawdown | -26.1% | -67.18% |
| Longest DD Days | 336.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.21% |
| Avg. Drawdown Days | 17.0 | 32.0 |
| Recovery Factor | 9.35 | 2.75 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-01-13 | -26.10 | 336 |
| 2024-12-17 | 2025-05-16 | -23.14 | 149 |
| 2023-03-22 | 2023-12-05 | -22.91 | 257 |
| 2024-05-21 | 2024-07-21 | -17.49 | 61 |
| 2024-08-26 | 2024-09-27 | -11.60 | 32 |
| 2024-01-08 | 2024-02-09 | -11.43 | 31 |
| 2024-04-01 | 2024-05-11 | -10.68 | 40 |
| 2023-01-21 | 2023-03-17 | -9.31 | 54 |
| 2023-12-09 | 2024-01-01 | -8.19 | 23 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056908:btcusd:triple_gx:lsma110_95_65 | 4056908: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 | 38.74% | 43.77% |
| Worst Month | -18.0% | -37.12% |
| Best Year | 115.4% | 155.54% |
| Worst Year | 0.53% | -54.66% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 5.55% | 6.84% |
| Avg. Down Week | -3.84% | -5.01% |
| Avg. Up Month | 13.95% | 17.91% |
| Avg. Down Month | -6.49% | -12.56% |
| Win Days % | 51.02% | 51.23% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 55.0% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |