| Metric | 4057028:btcusd:triple_gx:lsma195_115_65 | 4057028:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 153.88% | 118.05% |
| Max Drawdown | -19.01% | -67.18% |
| Sharpe | 0.58 | 0.37 |
| Sortino | 0.89 | 0.53 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.27 | 1.04 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 18.65 | 4.11 |
| Outlier Loss Ratio | 4.32 | 3.73 |
| Volatility (ann.) | 14.71% | 26.58% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.84 | 0.43 |
| Skew | 0.68 | 0.17 |
| Kurtosis | 19.86 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.48% | 2.07% |
| Expected Yearly % | 26.23% | 21.52% |
| Kelly Criterion | 6.82% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.26% |
| Expected Shortfall (cVaR) | -1.24% | -2.26% |
| Year | 4057028:BTCUSD | 4057028:btcusd:triple_gx:lsma195_115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.92 | 0.02 | + |
| 2023 | 155.54 | 58.36 | 0.38 | - |
| 2024 | 121.00 | 60.11 | 0.50 | - |
| 2025 | -6.45 | 1.06 | -0.16 | + |
| Metric | 4057028:btcusd:triple_gx:lsma195_115_65 | 4057028:BTCUSD |
|---|---|---|
| MTD | 1.14% | 3.6% |
| 3M | 1.06% | -11.42% |
| 6M | 19.23% | 35.88% |
| YTD | 1.06% | -6.45% |
| 1Y | 38.23% | 24.76% |
| 3Y (ann.) | 36.81% | 25.14% |
| 5Y (ann.) | 35.04% | 28.58% |
| Metric | 4057028:btcusd:triple_gx:lsma195_115_65 | 4057028:BTCUSD |
|---|---|---|
| Max Drawdown | -19.01% | -67.18% |
| Longest DD Days | 168.0 | 683.0 |
| Avg. Drawdown | -4.47% | -7.07% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 8.1 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-14 | -19.01 | 168 |
| 2022-05-31 | 2022-07-19 | -15.72 | 48 |
| 2023-06-23 | 2023-11-01 | -15.65 | 131 |
| 2024-07-29 | 2024-11-11 | -15.12 | 105 |
| 2023-12-09 | 2024-02-12 | -13.88 | 65 |
| 2024-11-23 | 2025-03-27 | -12.03 | 124 |
| 2022-07-20 | 2022-07-28 | -11.86 | 8 |
| 2024-03-13 | 2024-05-20 | -11.26 | 68 |
| 2023-03-22 | 2023-06-21 | -11.13 | 90 |
| 2022-03-04 | 2022-03-27 | -8.88 | 23 |
| Metric | 4057028:btcusd:triple_gx:lsma195_115_65 | 4057028: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 | 33.33% | 43.77% |
| Worst Month | -11.58% | -37.12% |
| Best Year | 60.11% | 155.54% |
| Worst Year | -0.92% | -58.73% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.33% | 7.39% |
| Avg. Down Week | -3.78% | -5.04% |
| Avg. Up Month | 10.37% | 16.68% |
| Avg. Down Month | -6.69% | -13.06% |
| Win Days % | 50.39% | 51.14% |
| Win Month % | 60.0% | 60.53% |
| Win Week % | 55.68% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |