| Metric | 4056925:btcusd:triple_gx:lsma195_95_65 | 4056925:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 210.4% | 118.61% |
| Max Drawdown | -20.31% | -67.18% |
| Sharpe | 0.73 | 0.37 |
| Sortino | 1.16 | 0.54 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.45 | 1.04 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 20.85 | 4.1 |
| Outlier Loss Ratio | 4.43 | 3.59 |
| Volatility (ann.) | 13.82% | 26.58% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.17 | 0.43 |
| Skew | 1.11 | 0.17 |
| Kurtosis | 23.57 | 6.32 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.03% | 2.08% |
| Expected Yearly % | 32.73% | 21.59% |
| Kelly Criterion | 8.31% | 9.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.26% |
| Expected Shortfall (cVaR) | -1.16% | -2.26% |
| Year | 4056925:BTCUSD | 4056925:btcusd:triple_gx:lsma195_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 5.92 | -0.10 | + |
| 2023 | 155.54 | 54.64 | 0.35 | - |
| 2024 | 121.00 | 100.25 | 0.83 | - |
| 2025 | -6.21 | -5.36 | 0.86 | + |
| Metric | 4056925:btcusd:triple_gx:lsma195_95_65 | 4056925:BTCUSD |
|---|---|---|
| MTD | 0.96% | 3.86% |
| 3M | -5.36% | -7.61% |
| 6M | 28.37% | 38.23% |
| YTD | -5.36% | -6.21% |
| 1Y | 49.93% | 25.27% |
| 3Y (ann.) | 47.23% | 25.44% |
| 5Y (ann.) | 44.13% | 28.71% |
| Metric | 4056925:btcusd:triple_gx:lsma195_95_65 | 4056925:BTCUSD |
|---|---|---|
| Max Drawdown | -20.31% | -67.18% |
| Longest DD Days | 167.0 | 683.0 |
| Avg. Drawdown | -3.65% | -7.07% |
| Avg. Drawdown Days | 18.0 | 35.0 |
| Recovery Factor | 10.36 | 1.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-14 | -20.31 | 167 |
| 2023-03-22 | 2023-06-23 | -14.91 | 92 |
| 2024-07-27 | 2024-11-10 | -14.69 | 105 |
| 2023-06-23 | 2023-10-24 | -13.97 | 122 |
| 2023-11-02 | 2024-02-12 | -13.77 | 102 |
| 2022-05-31 | 2022-07-17 | -12.20 | 46 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-11-23 | 2025-03-26 | -10.78 | 123 |
| 2022-03-04 | 2022-03-27 | -10.21 | 23 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| Metric | 4056925:btcusd:triple_gx:lsma195_95_65 | 4056925:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 33.65% | 43.77% |
| Worst Month | -12.74% | -37.12% |
| Best Year | 100.25% | 155.54% |
| Worst Year | -5.36% | -58.73% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 5.51% | 7.47% |
| Avg. Down Week | -3.14% | -5.01% |
| Avg. Up Month | 13.02% | 18.55% |
| Avg. Down Month | -5.28% | -12.64% |
| Win Days % | 49.77% | 51.12% |
| Win Month % | 56.25% | 60.53% |
| Win Week % | 55.06% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |