| Metric | 11193696:btcusd:triple_gx:lsma110_110_45 | 11193696:BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 311.98% | 154.41% |
| Max Drawdown | -31.22% | -66.79% |
| Sharpe | 1.29 | 0.79 |
| Sortino | 2.08 | 1.16 |
| Payoff Ratio | 1.3 | 1.29 |
| Profit Factor | 1.32 | 1.13 |
| Common Sense Ratio | 1.78 | 1.28 |
| CPC Index | 0.85 | 0.72 |
| Tail Ratio | 1.35 | 1.13 |
| Outlier Win Ratio | 11.1 | 4.1 |
| Outlier Loss Ratio | 4.24 | 3.76 |
| Volatility (ann.) | 38.69% | 54.4% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.69 | 0.48 |
| Skew | 0.74 | 0.03 |
| Kurtosis | 11.11 | 4.14 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.51% | 2.3% |
| Expected Yearly % | 42.47% | 26.29% |
| Kelly Criterion | 11.28% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.19% | -4.57% |
| Expected Shortfall (cVaR) | -3.19% | -4.57% |
| Year | 11193696:BTCUSD | 11193696:btcusd:triple_gx:lsma110_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.99 | -12.94 | 0.21 | + |
| 2023 | 155.54 | 111.74 | 0.72 | - |
| 2024 | 121.00 | 73.17 | 0.60 | - |
| 2025 | 15.47 | 29.05 | 1.88 | + |
| Metric | 11193696:btcusd:triple_gx:lsma110_110_45 | 11193696:BTCUSD |
|---|---|---|
| MTD | 14.45% | 14.45% |
| 3M | 29.05% | 9.61% |
| 6M | 24.01% | 9.5% |
| YTD | 29.05% | 15.47% |
| 1Y | 65.54% | 58.65% |
| 3Y (ann.) | 65.12% | 54.7% |
| 5Y (ann.) | 52.64% | 32.17% |
| Metric | 11193696:btcusd:triple_gx:lsma110_110_45 | 11193696:BTCUSD |
|---|---|---|
| Max Drawdown | -31.22% | -66.79% |
| Longest DD Days | 242.0 | 682.0 |
| Avg. Drawdown | -5.13% | -9.76% |
| Avg. Drawdown Days | 27.0 | 53.0 |
| Recovery Factor | 9.99 | 2.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-12 | 2024-11-08 | -31.22 | 241 |
| 2022-08-14 | 2023-01-20 | -26.35 | 159 |
| 2022-02-16 | 2022-03-27 | -16.95 | 39 |
| 2022-03-30 | 2022-07-19 | -16.84 | 111 |
| 2023-02-21 | 2023-10-21 | -11.13 | 242 |
| 2024-12-18 | 2025-04-23 | -11.04 | 126 |
| 2022-07-20 | 2022-07-28 | -9.14 | 8 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2023-12-09 | 2024-02-26 | -6.90 | 79 |
| Metric | 11193696:btcusd:triple_gx:lsma110_110_45 | 11193696:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -19.4% | -29.64% |
| Best Month | 38.38% | 43.77% |
| Worst Month | -18.73% | -37.12% |
| Best Year | 111.74% | 155.54% |
| Worst Year | -12.94% | -60.99% |
| Avg. Up Day | 2.13% | 2.13% |
| Avg. Down Day | -1.64% | -1.65% |
| Avg. Up Week | 6.55% | 6.83% |
| Avg. Down Week | -3.66% | -3.86% |
| Avg. Up Month | 14.39% | 15.75% |
| Avg. Down Month | -7.58% | -10.06% |
| Win Days % | 49.92% | 49.55% |
| Win Month % | 56.25% | 58.54% |
| Win Week % | 51.43% | 51.4% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |