| Metric | 4051819:btcusd:triple_gx:lsma120_110_10 | 4051819:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 110.71% | 130.26% |
| Max Drawdown | -33.42% | -67.18% |
| Sharpe | 0.43 | 0.38 |
| Sortino | 0.63 | 0.55 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.01 | 4.25 |
| Outlier Loss Ratio | 4.62 | 3.98 |
| Volatility (ann.) | 17.42% | 26.67% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.8 | 0.45 |
| Skew | 0.44 | 0.18 |
| Kurtosis | 15.95 | 6.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.93% | 2.16% |
| Expected Yearly % | 20.48% | 23.18% |
| Kelly Criterion | 2.5% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.27% |
| Expected Shortfall (cVaR) | -1.48% | -2.27% |
| Year | 4051819:BTCUSD | 4051819:btcusd:triple_gx:lsma120_110_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -19.06 | 0.34 | + |
| 2023 | 155.54 | 92.15 | 0.59 | - |
| 2024 | 121.00 | 63.51 | 0.52 | - |
| 2025 | -6.45 | -17.15 | 2.66 | - |
| Metric | 4051819:btcusd:triple_gx:lsma120_110_10 | 4051819:BTCUSD |
|---|---|---|
| MTD | -12.69% | 3.6% |
| 3M | -17.15% | -11.42% |
| 6M | 8.22% | 35.88% |
| YTD | -17.15% | -6.45% |
| 1Y | -4.4% | 24.76% |
| 3Y (ann.) | 25.4% | 25.14% |
| 5Y (ann.) | 26.66% | 30.28% |
| Metric | 4051819:btcusd:triple_gx:lsma120_110_10 | 4051819:BTCUSD |
|---|---|---|
| Max Drawdown | -33.42% | -67.18% |
| Longest DD Days | 399.0 | 683.0 |
| Avg. Drawdown | -4.71% | -6.48% |
| Avg. Drawdown Days | 29.0 | 32.0 |
| Recovery Factor | 3.31 | 1.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-03-17 | -33.42 | 399 |
| 2024-12-17 | 2025-03-27 | -28.67 | 99 |
| 2024-03-13 | 2024-11-11 | -26.05 | 243 |
| 2023-03-22 | 2023-10-23 | -15.74 | 215 |
| 2023-12-09 | 2024-02-09 | -11.82 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-02-08 | 2022-02-10 | -4.29 | 2 |
| 2023-10-25 | 2023-12-04 | -3.60 | 39 |
| Metric | 4051819:btcusd:triple_gx:lsma120_110_10 | 4051819:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 34.83% | 43.77% |
| Worst Month | -12.69% | -37.12% |
| Best Year | 92.15% | 155.54% |
| Worst Year | -19.06% | -56.42% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 5.61% | 7.71% |
| Avg. Down Week | -3.39% | -4.14% |
| Avg. Up Month | 14.22% | 17.92% |
| Avg. Down Month | -6.68% | -12.88% |
| Win Days % | 49.38% | 51.13% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 46.51% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |