| Metric | 4056942:btcusd:triple_gx:lsma145_100_65 | 4056942:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 164.01% | 109.88% |
| Max Drawdown | -27.22% | -67.18% |
| Sharpe | 0.57 | 0.36 |
| Sortino | 0.86 | 0.51 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.22 | 1.03 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 15.42 | 4.11 |
| Outlier Loss Ratio | 4.36 | 3.83 |
| Volatility (ann.) | 15.87% | 26.61% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.33 | 0.4 |
| Skew | 0.55 | 0.16 |
| Kurtosis | 16.48 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.59% | 1.97% |
| Expected Yearly % | 27.47% | 20.36% |
| Kelly Criterion | 5.72% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.26% |
| Expected Shortfall (cVaR) | -1.34% | -2.26% |
| Year | 4056942:BTCUSD | 4056942:btcusd:triple_gx:lsma145_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.06 | -0.18 | + |
| 2023 | 155.54 | 36.66 | 0.24 | - |
| 2024 | 121.00 | 86.85 | 0.72 | - |
| 2025 | -6.45 | -6.91 | 1.07 | - |
| Metric | 4056942:btcusd:triple_gx:lsma145_100_65 | 4056942:BTCUSD |
|---|---|---|
| MTD | 4.42% | 3.6% |
| 3M | -6.91% | -11.42% |
| 6M | 6.84% | 35.88% |
| YTD | -6.91% | -6.45% |
| 1Y | 37.21% | 24.76% |
| 3Y (ann.) | 33.95% | 25.14% |
| 5Y (ann.) | 36.27% | 26.66% |
| Metric | 4056942:btcusd:triple_gx:lsma145_100_65 | 4056942:BTCUSD |
|---|---|---|
| Max Drawdown | -27.22% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -4.04% | -7.04% |
| Avg. Drawdown Days | 18.0 | 36.0 |
| Recovery Factor | 6.02 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-15 | -27.22 | 329 |
| 2024-11-23 | 2025-03-27 | -25.33 | 124 |
| 2022-09-13 | 2023-01-13 | -20.22 | 122 |
| 2022-03-29 | 2022-07-20 | -20.12 | 112 |
| 2024-04-04 | 2024-05-20 | -12.74 | 45 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-08-26 | 2024-09-27 | -11.37 | 32 |
| 2022-03-09 | 2022-03-27 | -10.05 | 18 |
| 2023-02-21 | 2023-03-17 | -7.87 | 24 |
| 2022-02-10 | 2022-03-09 | -7.86 | 26 |
| Metric | 4056942:btcusd:triple_gx:lsma145_100_65 | 4056942:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.84% | -29.64% |
| Best Month | 36.09% | 43.77% |
| Worst Month | -14.18% | -37.12% |
| Best Year | 86.85% | 155.54% |
| Worst Year | -6.91% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 5.45% | 6.98% |
| Avg. Down Week | -3.83% | -5.45% |
| Avg. Up Month | 12.39% | 17.07% |
| Avg. Down Month | -5.96% | -13.44% |
| Win Days % | 50.16% | 51.13% |
| Win Month % | 54.05% | 60.53% |
| Win Week % | 54.29% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |