| Metric | 4051808:btcusd:triple_gx:lsma190_105_10 | 4051808:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 147.11% | 102.19% |
| Max Drawdown | -26.59% | -67.18% |
| Sharpe | 0.57 | 0.35 |
| Sortino | 0.85 | 0.5 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.3 | 1.03 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 18.77 | 4.13 |
| Outlier Loss Ratio | 4.44 | 3.72 |
| Volatility (ann.) | 14.72% | 26.6% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.27 | 0.38 |
| Skew | 0.24 | 0.16 |
| Kurtosis | 21.51 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.41% | 1.87% |
| Expected Yearly % | 25.38% | 19.25% |
| Kelly Criterion | 4.9% | 7.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.26% |
| Expected Shortfall (cVaR) | -1.24% | -2.26% |
| Year | 4051808:BTCUSD | 4051808:btcusd:triple_gx:lsma190_105_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -16.45 | 0.27 | + |
| 2023 | 155.54 | 78.25 | 0.50 | - |
| 2024 | 121.00 | 95.32 | 0.79 | - |
| 2025 | -6.45 | -15.05 | 2.33 | - |
| Metric | 4051808:btcusd:triple_gx:lsma190_105_10 | 4051808:BTCUSD |
|---|---|---|
| MTD | -16.28% | 3.6% |
| 3M | -15.05% | -11.42% |
| 6M | 12.79% | 35.88% |
| YTD | -15.05% | -6.45% |
| 1Y | 24.52% | 24.76% |
| 3Y (ann.) | 36.9% | 25.14% |
| 5Y (ann.) | 33.83% | 25.46% |
| Metric | 4051808:btcusd:triple_gx:lsma190_105_10 | 4051808:BTCUSD |
|---|---|---|
| Max Drawdown | -26.59% | -67.18% |
| Longest DD Days | 292.0 | 683.0 |
| Avg. Drawdown | -4.41% | -7.49% |
| Avg. Drawdown Days | 21.0 | 37.0 |
| Recovery Factor | 5.53 | 1.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -26.59 | 65 |
| 2022-03-29 | 2023-01-16 | -21.84 | 292 |
| 2023-12-09 | 2024-02-14 | -18.88 | 67 |
| 2022-03-02 | 2022-03-29 | -15.02 | 27 |
| 2023-06-23 | 2023-10-23 | -14.36 | 122 |
| 2024-05-21 | 2024-07-20 | -13.63 | 60 |
| 2024-03-13 | 2024-05-20 | -11.62 | 68 |
| 2023-03-22 | 2023-06-21 | -11.20 | 90 |
| 2023-01-21 | 2023-03-17 | -9.53 | 54 |
| 2024-07-22 | 2024-09-19 | -9.17 | 59 |
| Metric | 4051808:btcusd:triple_gx:lsma190_105_10 | 4051808:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 33.49% | 43.77% |
| Worst Month | -16.28% | -37.12% |
| Best Year | 95.32% | 155.54% |
| Worst Year | -16.45% | -61.73% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 6.45% | 8.53% |
| Avg. Down Week | -3.23% | -4.24% |
| Avg. Up Month | 13.23% | 17.52% |
| Avg. Down Month | -5.28% | -12.75% |
| Win Days % | 49.73% | 51.1% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 43.69% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |