| Metric | 4056922:btcusd:triple_gx:lsma185_95_65 | 4056922:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 244.84% | 135.6% |
| Max Drawdown | -21.71% | -67.18% |
| Sharpe | 0.75 | 0.38 |
| Sortino | 1.19 | 0.55 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.43 | 1.05 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 19.58 | 4.11 |
| Outlier Loss Ratio | 4.48 | 3.6 |
| Volatility (ann.) | 14.01% | 26.42% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.14 | 0.45 |
| Skew | 1.03 | 0.19 |
| Kurtosis | 22.03 | 6.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.14% | 2.17% |
| Expected Yearly % | 36.27% | 23.89% |
| Kelly Criterion | 8.18% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.25% |
| Expected Shortfall (cVaR) | -1.18% | -2.25% |
| Year | 4056922:BTCUSD | 4056922:btcusd:triple_gx:lsma185_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 7.76 | -0.12 | + |
| 2023 | 155.54 | 54.63 | 0.35 | - |
| 2024 | 121.00 | 115.79 | 0.96 | - |
| 2025 | 11.30 | -4.10 | -0.36 | - |
| Metric | 4056922:btcusd:triple_gx:lsma185_95_65 | 4056922:BTCUSD |
|---|---|---|
| MTD | -0.37% | 10.32% |
| 3M | 4.63% | 7.53% |
| 6M | 7.17% | 18.96% |
| YTD | -4.1% | 11.3% |
| 1Y | 48.96% | 56.85% |
| 3Y (ann.) | 47.65% | 49.13% |
| 5Y (ann.) | 46.42% | 30.21% |
| Metric | 4056922:btcusd:triple_gx:lsma185_95_65 | 4056922:BTCUSD |
|---|---|---|
| Max Drawdown | -21.71% | -67.18% |
| Longest DD Days | 174.0 | 683.0 |
| Avg. Drawdown | -3.47% | -7.62% |
| Avg. Drawdown Days | 17.0 | 38.0 |
| Recovery Factor | 11.28 | 2.02 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-14 | -21.71 | 167 |
| 2022-05-31 | 2022-07-19 | -16.47 | 48 |
| 2024-11-23 | 2025-05-16 | -16.05 | 174 |
| 2023-06-23 | 2023-10-24 | -14.19 | 122 |
| 2023-03-22 | 2023-06-23 | -13.52 | 92 |
| 2023-12-09 | 2024-02-12 | -13.51 | 65 |
| 2024-08-26 | 2024-10-18 | -11.88 | 53 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056922:btcusd:triple_gx:lsma185_95_65 | 4056922:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.31% | -29.64% |
| Best Month | 33.18% | 43.77% |
| Worst Month | -11.49% | -37.12% |
| Best Year | 115.79% | 155.54% |
| Worst Year | -4.1% | -62.52% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 5.73% | 7.62% |
| Avg. Down Week | -3.09% | -5.43% |
| Avg. Up Month | 13.57% | 18.43% |
| Avg. Down Month | -5.26% | -9.9% |
| Win Days % | 49.97% | 51.21% |
| Win Month % | 54.29% | 57.5% |
| Win Week % | 51.55% | 49.71% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |