| Metric | 4056974:btcusd:triple_gx:lsma175_105_65 | 4056974:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 242.47% | 106.52% |
| Max Drawdown | -23.21% | -67.18% |
| Sharpe | 0.74 | 0.35 |
| Sortino | 1.14 | 0.51 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.43 | 1.03 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 17.76 | 4.1 |
| Outlier Loss Ratio | 4.4 | 3.71 |
| Volatility (ann.) | 14.86% | 26.58% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.09 | 0.39 |
| Skew | 0.63 | 0.16 |
| Kurtosis | 19.52 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.29% | 1.93% |
| Expected Yearly % | 36.04% | 19.88% |
| Kelly Criterion | 8.34% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.26% |
| Expected Shortfall (cVaR) | -1.25% | -2.26% |
| Year | 4056974:BTCUSD | 4056974:btcusd:triple_gx:lsma175_105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 1.18 | -0.02 | + |
| 2023 | 155.54 | 37.66 | 0.24 | - |
| 2024 | 121.00 | 134.53 | 1.11 | + |
| 2025 | -6.45 | 4.84 | -0.75 | + |
| Metric | 4056974:btcusd:triple_gx:lsma175_105_65 | 4056974:BTCUSD |
|---|---|---|
| MTD | 4.76% | 3.6% |
| 3M | 4.84% | -11.42% |
| 6M | 34.74% | 35.88% |
| YTD | 4.84% | -6.45% |
| 1Y | 92.09% | 24.76% |
| 3Y (ann.) | 50.97% | 25.14% |
| 5Y (ann.) | 48.47% | 26.21% |
| Metric | 4056974:btcusd:triple_gx:lsma175_105_65 | 4056974:BTCUSD |
|---|---|---|
| Max Drawdown | -23.21% | -67.18% |
| Longest DD Days | 328.0 | 683.0 |
| Avg. Drawdown | -3.36% | -6.69% |
| Avg. Drawdown Days | 17.0 | 35.0 |
| Recovery Factor | 10.45 | 1.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-02-14 | -23.21 | 328 |
| 2022-07-30 | 2023-01-14 | -20.31 | 167 |
| 2022-05-31 | 2022-07-28 | -20.22 | 57 |
| 2022-02-16 | 2022-03-28 | -13.26 | 40 |
| 2024-11-23 | 2025-01-20 | -11.06 | 58 |
| 2024-08-26 | 2024-09-24 | -8.84 | 29 |
| 2025-01-20 | 2025-03-19 | -8.68 | 58 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-09-28 | 2024-11-10 | -6.16 | 42 |
| Metric | 4056974:btcusd:triple_gx:lsma175_105_65 | 4056974:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 35.03% | 43.77% |
| Worst Month | -15.29% | -37.12% |
| Best Year | 134.53% | 155.54% |
| Worst Year | 1.18% | -60.91% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 5.91% | 7.55% |
| Avg. Down Week | -4.22% | -5.28% |
| Avg. Up Month | 11.33% | 16.55% |
| Avg. Down Month | -7.87% | -13.54% |
| Win Days % | 50.59% | 51.09% |
| Win Month % | 66.67% | 60.53% |
| Win Week % | 59.55% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |