| Metric | 4056937:btcusd:triple_gx:lsma125_100_65 | 4056937:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 150.13% | 126.97% |
| Max Drawdown | -29.63% | -67.18% |
| Sharpe | 0.52 | 0.38 |
| Sortino | 0.77 | 0.55 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.22 | 1.04 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.93 | 4.2 |
| Outlier Loss Ratio | 4.46 | 4.0 |
| Volatility (ann.) | 16.87% | 26.66% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.14 | 0.44 |
| Skew | 0.52 | 0.18 |
| Kurtosis | 14.83 | 6.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.44% | 2.18% |
| Expected Yearly % | 25.76% | 22.74% |
| Kelly Criterion | 4.67% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.27% |
| Expected Shortfall (cVaR) | -1.43% | -2.27% |
| Year | 4056937:BTCUSD | 4056937:btcusd:triple_gx:lsma125_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 13.64 | -0.24 | + |
| 2023 | 155.54 | 35.88 | 0.23 | - |
| 2024 | 121.00 | 70.41 | 0.58 | - |
| 2025 | -6.45 | -4.94 | 0.77 | + |
| Metric | 4056937:btcusd:triple_gx:lsma125_100_65 | 4056937:BTCUSD |
|---|---|---|
| MTD | 5.94% | 3.6% |
| 3M | -4.94% | -11.42% |
| 6M | 11.45% | 35.88% |
| YTD | -4.94% | -6.45% |
| 1Y | 31.51% | 24.76% |
| 3Y (ann.) | 30.72% | 25.14% |
| 5Y (ann.) | 33.77% | 29.71% |
| Metric | 4056937:btcusd:triple_gx:lsma125_100_65 | 4056937:BTCUSD |
|---|---|---|
| Max Drawdown | -29.63% | -67.18% |
| Longest DD Days | 347.0 | 683.0 |
| Avg. Drawdown | -3.9% | -6.6% |
| Avg. Drawdown Days | 17.0 | 33.0 |
| Recovery Factor | 5.07 | 1.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-03-04 | -29.63 | 347 |
| 2022-03-29 | 2022-07-30 | -22.46 | 123 |
| 2024-11-23 | 2025-03-27 | -22.43 | 124 |
| 2022-09-13 | 2023-01-13 | -19.64 | 122 |
| 2024-05-21 | 2024-08-18 | -17.44 | 89 |
| 2022-02-10 | 2022-03-28 | -12.85 | 45 |
| 2022-07-30 | 2022-09-09 | -11.45 | 40 |
| 2024-08-26 | 2024-09-27 | -11.14 | 32 |
| 2024-04-28 | 2024-05-15 | -9.99 | 17 |
| 2023-01-21 | 2023-03-17 | -8.52 | 54 |
| Metric | 4056937:btcusd:triple_gx:lsma125_100_65 | 4056937:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.6% | -29.64% |
| Best Month | 36.94% | 43.77% |
| Worst Month | -16.46% | -37.12% |
| Best Year | 70.41% | 155.54% |
| Worst Year | -4.94% | -57.04% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.59% | 7.06% |
| Avg. Down Week | -3.91% | -5.33% |
| Avg. Up Month | 11.79% | 16.89% |
| Avg. Down Month | -6.75% | -14.19% |
| Win Days % | 50.23% | 51.14% |
| Win Month % | 56.76% | 60.53% |
| Win Week % | 51.79% | 49.4% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |