| Metric | 4056940:btcusd:triple_gx:lsma135_100_65 | 4056940:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 243.68% | 181.99% |
| Max Drawdown | -27.9% | -67.18% |
| Sharpe | 0.66 | 0.43 |
| Sortino | 1.0 | 0.63 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 14.45 | 4.17 |
| Outlier Loss Ratio | 4.43 | 3.87 |
| Volatility (ann.) | 16.32% | 26.51% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.64 | 0.55 |
| Skew | 0.64 | 0.2 |
| Kurtosis | 16.1 | 6.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.13% | 2.63% |
| Expected Yearly % | 36.16% | 29.59% |
| Kelly Criterion | 6.55% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.25% |
| Expected Shortfall (cVaR) | -1.38% | -2.25% |
| Year | 4056940:BTCUSD | 4056940:btcusd:triple_gx:lsma135_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 28.11 | -0.51 | + |
| 2023 | 155.54 | 34.50 | 0.22 | - |
| 2024 | 121.00 | 97.89 | 0.81 | - |
| 2025 | 11.30 | 0.79 | 0.07 | - |
| Metric | 4056940:btcusd:triple_gx:lsma135_100_65 | 4056940:BTCUSD |
|---|---|---|
| MTD | -0.52% | 10.32% |
| 3M | 1.7% | 7.53% |
| 6M | 2.6% | 18.96% |
| YTD | 0.79% | 11.3% |
| 1Y | 47.71% | 56.85% |
| 3Y (ann.) | 43.13% | 49.13% |
| 5Y (ann.) | 45.66% | 37.14% |
| Metric | 4056940:btcusd:triple_gx:lsma135_100_65 | 4056940:BTCUSD |
|---|---|---|
| Max Drawdown | -27.9% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -3.48% | -6.91% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 8.73 | 2.71 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-15 | -27.90 | 329 |
| 2022-03-29 | 2022-07-28 | -20.21 | 121 |
| 2024-12-17 | 2025-05-16 | -19.78 | 149 |
| 2022-09-13 | 2023-01-13 | -19.45 | 122 |
| 2022-02-10 | 2022-03-27 | -11.72 | 45 |
| 2024-08-26 | 2024-09-27 | -11.37 | 32 |
| 2024-04-28 | 2024-05-15 | -9.99 | 17 |
| 2022-07-30 | 2022-09-09 | -8.75 | 40 |
| 2024-05-21 | 2024-07-15 | -8.53 | 55 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| Metric | 4056940:btcusd:triple_gx:lsma135_100_65 | 4056940:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.98% | -29.64% |
| Best Month | 35.58% | 43.77% |
| Worst Month | -14.15% | -37.12% |
| Best Year | 97.89% | 155.54% |
| Worst Year | 0.79% | -55.14% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 5.71% | 7.1% |
| Avg. Down Week | -3.68% | -5.41% |
| Avg. Up Month | 12.34% | 17.8% |
| Avg. Down Month | -5.19% | -14.76% |
| Win Days % | 50.65% | 51.29% |
| Win Month % | 56.41% | 60.0% |
| Win Week % | 52.63% | 50.29% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |