| Metric | 4056939:btcusd:triple_gx:lsma130_100_65 | 4056939:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 150.83% | 126.73% |
| Max Drawdown | -30.97% | -67.18% |
| Sharpe | 0.52 | 0.38 |
| Sortino | 0.78 | 0.55 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 14.13 | 4.18 |
| Outlier Loss Ratio | 4.44 | 3.97 |
| Volatility (ann.) | 16.76% | 26.67% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.1 | 0.44 |
| Skew | 0.54 | 0.18 |
| Kurtosis | 15.21 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.45% | 2.18% |
| Expected Yearly % | 25.85% | 22.71% |
| Kelly Criterion | 4.92% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.27% |
| Expected Shortfall (cVaR) | -1.42% | -2.27% |
| Year | 4056939:BTCUSD | 4056939:btcusd:triple_gx:lsma130_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 16.66 | -0.29 | + |
| 2023 | 155.54 | 29.92 | 0.19 | - |
| 2024 | 121.00 | 75.15 | 0.62 | - |
| 2025 | -6.45 | -5.52 | 0.86 | + |
| Metric | 4056939:btcusd:triple_gx:lsma130_100_65 | 4056939:BTCUSD |
|---|---|---|
| MTD | 4.62% | 3.6% |
| 3M | -5.52% | -11.42% |
| 6M | 9.86% | 35.88% |
| YTD | -5.52% | -6.45% |
| 1Y | 29.61% | 24.76% |
| 3Y (ann.) | 31.18% | 25.14% |
| 5Y (ann.) | 33.96% | 29.73% |
| Metric | 4056939:btcusd:triple_gx:lsma130_100_65 | 4056939:BTCUSD |
|---|---|---|
| Max Drawdown | -30.97% | -67.18% |
| Longest DD Days | 347.0 | 683.0 |
| Avg. Drawdown | -4.0% | -6.77% |
| Avg. Drawdown Days | 17.0 | 34.0 |
| Recovery Factor | 4.87 | 1.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-03-04 | -30.97 | 347 |
| 2024-11-23 | 2025-03-27 | -22.90 | 124 |
| 2022-03-29 | 2022-07-28 | -20.24 | 121 |
| 2022-09-13 | 2023-01-13 | -18.92 | 122 |
| 2024-05-21 | 2024-07-20 | -15.23 | 60 |
| 2022-02-10 | 2022-03-28 | -13.47 | 45 |
| 2022-07-30 | 2022-09-09 | -11.72 | 40 |
| 2024-08-26 | 2024-09-27 | -11.14 | 32 |
| 2024-04-28 | 2024-05-15 | -9.99 | 17 |
| 2024-03-13 | 2024-04-08 | -8.72 | 25 |
| Metric | 4056939:btcusd:triple_gx:lsma130_100_65 | 4056939:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.62% | -29.64% |
| Best Month | 35.88% | 43.77% |
| Worst Month | -14.15% | -37.12% |
| Best Year | 75.15% | 155.54% |
| Worst Year | -5.52% | -57.08% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 5.58% | 7.01% |
| Avg. Down Week | -3.87% | -5.39% |
| Avg. Up Month | 11.28% | 16.88% |
| Avg. Down Month | -5.63% | -13.7% |
| Win Days % | 50.19% | 51.16% |
| Win Month % | 54.05% | 60.53% |
| Win Week % | 51.82% | 49.4% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |