| Metric | 4057003:btcusd:triple_gx:lsma190_110_65 | 4057003:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 180.96% | 102.19% |
| Max Drawdown | -19.99% | -67.18% |
| Sharpe | 0.64 | 0.35 |
| Sortino | 0.97 | 0.5 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.33 | 1.03 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 18.45 | 4.12 |
| Outlier Loss Ratio | 4.32 | 3.73 |
| Volatility (ann.) | 14.82% | 26.6% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.98 | 0.38 |
| Skew | 0.66 | 0.16 |
| Kurtosis | 19.55 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.76% | 1.87% |
| Expected Yearly % | 29.47% | 19.25% |
| Kelly Criterion | 7.4% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.26% |
| Expected Shortfall (cVaR) | -1.25% | -2.26% |
| Year | 4057003:BTCUSD | 4057003:btcusd:triple_gx:lsma190_110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -3.95 | 0.06 | + |
| 2023 | 155.54 | 63.94 | 0.41 | - |
| 2024 | 121.00 | 83.08 | 0.69 | - |
| 2025 | -6.45 | -2.53 | 0.39 | + |
| Metric | 4057003:btcusd:triple_gx:lsma190_110_65 | 4057003:BTCUSD |
|---|---|---|
| MTD | 2.53% | 3.6% |
| 3M | -2.53% | -11.42% |
| 6M | 23.15% | 35.88% |
| YTD | -2.53% | -6.45% |
| 1Y | 53.61% | 24.76% |
| 3Y (ann.) | 42.57% | 25.14% |
| 5Y (ann.) | 39.49% | 25.46% |
| Metric | 4057003:btcusd:triple_gx:lsma190_110_65 | 4057003:BTCUSD |
|---|---|---|
| Max Drawdown | -19.99% | -67.18% |
| Longest DD Days | 167.0 | 683.0 |
| Avg. Drawdown | -4.02% | -7.49% |
| Avg. Drawdown Days | 20.0 | 37.0 |
| Recovery Factor | 9.05 | 1.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -19.99 | 57 |
| 2022-07-30 | 2023-01-14 | -19.45 | 167 |
| 2023-06-23 | 2023-12-05 | -16.86 | 164 |
| 2024-11-23 | 2025-03-27 | -15.67 | 124 |
| 2023-12-09 | 2024-02-12 | -15.08 | 65 |
| 2024-07-29 | 2024-11-10 | -14.86 | 104 |
| 2023-03-22 | 2023-06-21 | -12.48 | 90 |
| 2022-02-17 | 2022-03-27 | -10.90 | 38 |
| 2024-03-13 | 2024-05-15 | -8.13 | 63 |
| 2022-03-29 | 2022-05-30 | -7.78 | 62 |
| Metric | 4057003:btcusd:triple_gx:lsma190_110_65 | 4057003: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 | 32.52% | 43.77% |
| Worst Month | -15.05% | -37.12% |
| Best Year | 83.08% | 155.54% |
| Worst Year | -3.95% | -61.73% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.5% | 7.5% |
| Avg. Down Week | -4.01% | -5.6% |
| Avg. Up Month | 10.3% | 15.88% |
| Avg. Down Month | -6.67% | -14.35% |
| Win Days % | 50.45% | 51.1% |
| Win Month % | 63.64% | 60.53% |
| Win Week % | 59.09% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |