| Metric | 4056912:btcusd:triple_gx:lsma135_95_65 | 4056912:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 226.79% | 181.99% |
| Max Drawdown | -24.49% | -67.18% |
| Sharpe | 0.64 | 0.43 |
| Sortino | 0.98 | 0.63 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 14.92 | 4.13 |
| Outlier Loss Ratio | 4.38 | 3.79 |
| Volatility (ann.) | 16.05% | 26.51% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.77 | 0.55 |
| Skew | 0.71 | 0.2 |
| Kurtosis | 16.99 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 3.0% | 2.63% |
| Expected Yearly % | 34.45% | 29.59% |
| Kelly Criterion | 6.08% | 7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.25% |
| Expected Shortfall (cVaR) | -1.35% | -2.25% |
| Year | 4056912:BTCUSD | 4056912:btcusd:triple_gx:lsma135_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 22.81 | -0.41 | + |
| 2023 | 155.54 | 44.04 | 0.28 | - |
| 2024 | 121.00 | 95.23 | 0.79 | - |
| 2025 | 11.30 | -5.38 | -0.48 | - |
| Metric | 4056912:btcusd:triple_gx:lsma135_95_65 | 4056912:BTCUSD |
|---|---|---|
| MTD | -0.52% | 10.32% |
| 3M | -2.3% | 7.53% |
| 6M | -1.84% | 18.96% |
| YTD | -5.38% | 11.3% |
| 1Y | 41.55% | 56.85% |
| 3Y (ann.) | 39.48% | 49.13% |
| 5Y (ann.) | 43.44% | 37.14% |
| Metric | 4056912:btcusd:triple_gx:lsma135_95_65 | 4056912:BTCUSD |
|---|---|---|
| Max Drawdown | -24.49% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.91% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 9.26 | 2.71 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -24.49 | 149 |
| 2023-03-22 | 2023-12-05 | -22.08 | 258 |
| 2022-09-13 | 2023-01-14 | -21.37 | 122 |
| 2022-05-31 | 2022-07-19 | -19.14 | 48 |
| 2024-08-26 | 2024-11-10 | -13.40 | 76 |
| 2023-12-09 | 2024-02-11 | -12.67 | 63 |
| 2022-02-10 | 2022-03-27 | -12.16 | 45 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2022-07-30 | 2022-09-09 | -10.39 | 40 |
| 2022-04-26 | 2022-05-30 | -10.23 | 34 |
| Metric | 4056912:btcusd:triple_gx:lsma135_95_65 | 4056912:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.98% | -29.64% |
| Best Month | 35.94% | 43.77% |
| Worst Month | -14.15% | -37.12% |
| Best Year | 95.23% | 155.54% |
| Worst Year | -5.38% | -55.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 5.46% | 7.15% |
| Avg. Down Week | -3.62% | -5.33% |
| Avg. Up Month | 13.54% | 18.36% |
| Avg. Down Month | -4.55% | -12.78% |
| Win Days % | 50.17% | 51.29% |
| Win Month % | 48.72% | 60.0% |
| Win Week % | 54.31% | 50.29% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |