| Metric | 4057001:btcusd:triple_gx:lsma185_110_65 | 4057001:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 214.27% | 98.03% |
| Max Drawdown | -19.82% | -67.18% |
| Sharpe | 0.69 | 0.34 |
| Sortino | 1.06 | 0.49 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.36 | 1.03 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 17.97 | 4.12 |
| Outlier Loss Ratio | 4.35 | 3.73 |
| Volatility (ann.) | 14.93% | 26.59% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.25 | 0.37 |
| Skew | 0.67 | 0.16 |
| Kurtosis | 19.06 | 6.31 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.06% | 1.81% |
| Expected Yearly % | 33.15% | 18.63% |
| Kelly Criterion | 7.89% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.26% |
| Expected Shortfall (cVaR) | -1.26% | -2.26% |
| Year | 4057001:BTCUSD | 4057001:btcusd:triple_gx:lsma185_110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -0.72 | 0.01 | + |
| 2023 | 155.54 | 57.40 | 0.37 | - |
| 2024 | 121.00 | 97.20 | 0.80 | - |
| 2025 | -6.45 | 1.99 | -0.31 | + |
| Metric | 4057001:btcusd:triple_gx:lsma185_110_65 | 4057001:BTCUSD |
|---|---|---|
| MTD | 0.89% | 3.6% |
| 3M | 1.99% | -11.42% |
| 6M | 28.87% | 35.88% |
| YTD | 1.99% | -6.45% |
| 1Y | 71.69% | 24.76% |
| 3Y (ann.) | 47.39% | 25.14% |
| 5Y (ann.) | 44.52% | 24.57% |
| Metric | 4057001:btcusd:triple_gx:lsma185_110_65 | 4057001:BTCUSD |
|---|---|---|
| Max Drawdown | -19.82% | -67.18% |
| Longest DD Days | 167.0 | 683.0 |
| Avg. Drawdown | -3.95% | -7.55% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 10.81 | 1.46 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-20 | -19.82 | 49 |
| 2022-07-30 | 2023-01-13 | -18.08 | 167 |
| 2023-06-23 | 2023-12-05 | -16.95 | 164 |
| 2024-11-23 | 2025-03-27 | -15.15 | 124 |
| 2023-12-09 | 2024-02-12 | -14.59 | 65 |
| 2023-03-22 | 2023-06-21 | -11.96 | 90 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2022-02-16 | 2022-03-27 | -10.04 | 39 |
| 2024-08-26 | 2024-09-26 | -9.85 | 31 |
| 2022-03-29 | 2022-05-30 | -8.53 | 62 |
| Metric | 4057001:btcusd:triple_gx:lsma185_110_65 | 4057001:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 33.43% | 43.77% |
| Worst Month | -14.87% | -37.12% |
| Best Year | 97.2% | 155.54% |
| Worst Year | -0.72% | -62.52% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.71% | 7.53% |
| Avg. Down Week | -3.92% | -5.74% |
| Avg. Up Month | 10.54% | 16.41% |
| Avg. Down Month | -5.94% | -12.98% |
| Win Days % | 50.62% | 51.09% |
| Win Month % | 63.64% | 57.89% |
| Win Week % | 57.95% | 48.8% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 75.0% | 50.0% |