| Metric | 4056918:btcusd:triple_gx:lsma165_95_65 | 4056918:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 214.07% | 104.25% |
| Max Drawdown | -22.33% | -67.18% |
| Sharpe | 0.69 | 0.35 |
| Sortino | 1.07 | 0.5 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.39 | 1.03 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 18.06 | 4.11 |
| Outlier Loss Ratio | 4.44 | 3.73 |
| Volatility (ann.) | 14.88% | 26.57% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.98 | 0.38 |
| Skew | 0.85 | 0.16 |
| Kurtosis | 20.67 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.06% | 1.9% |
| Expected Yearly % | 33.12% | 19.55% |
| Kelly Criterion | 7.36% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.26% |
| Expected Shortfall (cVaR) | -1.25% | -2.26% |
| Year | 4056918:BTCUSD | 4056918:btcusd:triple_gx:lsma165_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 10.48 | -0.17 | + |
| 2023 | 155.54 | 49.43 | 0.32 | - |
| 2024 | 121.00 | 131.06 | 1.08 | + |
| 2025 | -6.21 | -17.67 | 2.84 | - |
| Metric | 4056918:btcusd:triple_gx:lsma165_95_65 | 4056918:BTCUSD |
|---|---|---|
| MTD | -1.48% | 3.86% |
| 3M | -17.67% | -7.61% |
| 6M | 10.75% | 38.23% |
| YTD | -17.67% | -6.21% |
| 1Y | 50.07% | 25.27% |
| 3Y (ann.) | 43.19% | 25.44% |
| 5Y (ann.) | 44.3% | 25.72% |
| Metric | 4056918:btcusd:triple_gx:lsma165_95_65 | 4056918:BTCUSD |
|---|---|---|
| Max Drawdown | -22.33% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.99% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 9.59 | 1.55 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-26 | -22.33 | 123 |
| 2022-07-30 | 2023-01-13 | -18.82 | 167 |
| 2023-03-22 | 2023-12-04 | -18.67 | 257 |
| 2022-05-31 | 2022-07-19 | -17.29 | 48 |
| 2023-12-09 | 2024-02-12 | -13.97 | 65 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-08-26 | 2024-09-27 | -11.21 | 32 |
| 2022-03-09 | 2022-03-27 | -10.72 | 18 |
| 2022-03-29 | 2022-05-30 | -9.40 | 62 |
| 2023-01-21 | 2023-03-17 | -7.58 | 54 |
| Metric | 4056918:btcusd:triple_gx:lsma165_95_65 | 4056918:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.16% | -29.64% |
| Best Month | 35.52% | 43.77% |
| Worst Month | -12.18% | -37.12% |
| Best Year | 131.06% | 155.54% |
| Worst Year | -17.67% | -61.44% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 5.61% | 7.42% |
| Avg. Down Week | -3.44% | -5.43% |
| Avg. Up Month | 13.57% | 17.54% |
| Avg. Down Month | -5.83% | -13.11% |
| Win Days % | 49.88% | 51.09% |
| Win Month % | 54.55% | 60.53% |
| Win Week % | 54.17% | 48.5% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |