| Metric | 4057002:btcusd:triple_gx:lsma195_110_65 | 4057002:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 189.21% | 118.05% |
| Max Drawdown | -19.56% | -67.18% |
| Sharpe | 0.66 | 0.37 |
| Sortino | 1.02 | 0.53 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.35 | 1.04 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 18.95 | 4.11 |
| Outlier Loss Ratio | 4.3 | 3.68 |
| Volatility (ann.) | 14.55% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.09 | 0.43 |
| Skew | 0.75 | 0.17 |
| Kurtosis | 20.55 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.83% | 2.07% |
| Expected Yearly % | 30.41% | 21.52% |
| Kelly Criterion | 7.79% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 4057002:BTCUSD | 4057002:btcusd:triple_gx:lsma195_110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 0.70 | -0.01 | + |
| 2023 | 155.54 | 56.33 | 0.36 | - |
| 2024 | 121.00 | 82.72 | 0.68 | - |
| 2025 | -6.45 | 0.54 | -0.08 | + |
| Metric | 4057002:btcusd:triple_gx:lsma195_110_65 | 4057002:BTCUSD |
|---|---|---|
| MTD | 1.14% | 3.6% |
| 3M | 0.54% | -11.42% |
| 6M | 27.87% | 35.88% |
| YTD | 0.54% | -6.45% |
| 1Y | 57.37% | 24.76% |
| 3Y (ann.) | 42.88% | 25.14% |
| 5Y (ann.) | 40.83% | 28.58% |
| Metric | 4057002:btcusd:triple_gx:lsma195_110_65 | 4057002:BTCUSD |
|---|---|---|
| Max Drawdown | -19.56% | -67.18% |
| Longest DD Days | 167.0 | 683.0 |
| Avg. Drawdown | -3.98% | -7.07% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 9.68 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-14 | -19.56 | 167 |
| 2023-06-23 | 2023-11-01 | -16.74 | 131 |
| 2022-05-31 | 2022-07-19 | -15.72 | 48 |
| 2024-07-29 | 2024-11-10 | -14.91 | 104 |
| 2023-12-09 | 2024-02-12 | -13.88 | 65 |
| 2023-03-22 | 2023-06-21 | -13.37 | 90 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-11-23 | 2025-03-27 | -10.39 | 124 |
| 2022-03-04 | 2022-03-27 | -8.88 | 23 |
| 2024-03-13 | 2024-05-15 | -8.13 | 63 |
| Metric | 4057002:btcusd:triple_gx:lsma195_110_65 | 4057002: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 | 33.9% | 43.77% |
| Worst Month | -12.69% | -37.12% |
| Best Year | 82.72% | 155.54% |
| Worst Year | 0.54% | -58.73% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 5.36% | 7.5% |
| Avg. Down Week | -3.81% | -5.16% |
| Avg. Up Month | 11.14% | 17.11% |
| Avg. Down Month | -6.55% | -14.35% |
| Win Days % | 50.65% | 51.14% |
| Win Month % | 61.29% | 60.53% |
| Win Week % | 59.3% | 48.8% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |