| Metric | 4051956:btcusd:triple_gx:lsma60_30_15 | 4051956:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 117.72% | 100.75% |
| Max Drawdown | -21.97% | -67.18% |
| Sharpe | 0.48 | 0.34 |
| Sortino | 0.74 | 0.49 |
| Payoff Ratio | 1.16 | 1.17 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.32 | 1.02 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.15 | 0.97 |
| Outlier Win Ratio | 17.88 | 3.96 |
| Outlier Loss Ratio | 4.65 | 3.77 |
| Volatility (ann.) | 15.0% | 26.85% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.26 | 0.36 |
| Skew | 1.16 | 0.16 |
| Kurtosis | 25.42 | 6.1 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.02% | 1.8% |
| Expected Yearly % | 21.47% | 19.03% |
| Kelly Criterion | 1.85% | 9.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.29% |
| Expected Shortfall (cVaR) | -1.27% | -2.29% |
| Year | 4051956:BTCUSD | 4051956:btcusd:triple_gx:lsma60_30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -18.50 | 0.30 | + |
| 2023 | 155.54 | 109.83 | 0.71 | - |
| 2024 | 121.00 | 35.29 | 0.29 | - |
| 2025 | -7.32 | -5.90 | 0.81 | + |
| Metric | 4051956:btcusd:triple_gx:lsma60_30_15 | 4051956:BTCUSD |
|---|---|---|
| MTD | -4.85% | 2.63% |
| 3M | -11.07% | -12.25% |
| 6M | -7.65% | 34.61% |
| YTD | -5.9% | -7.32% |
| 1Y | -5.18% | 23.79% |
| 3Y (ann.) | 29.17% | 24.94% |
| 5Y (ann.) | 27.6% | 24.4% |
| Metric | 4051956:btcusd:triple_gx:lsma60_30_15 | 4051956:BTCUSD |
|---|---|---|
| Max Drawdown | -21.97% | -67.18% |
| Longest DD Days | 323.0 | 683.0 |
| Avg. Drawdown | -4.6% | -7.74% |
| Avg. Drawdown Days | 28.0 | 37.0 |
| Recovery Factor | 5.36 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-02-15 | -21.97 | 323 |
| 2025-01-19 | 2025-03-26 | -17.58 | 66 |
| 2024-04-08 | 2024-10-14 | -15.31 | 189 |
| 2023-07-14 | 2023-10-23 | -14.51 | 101 |
| 2022-01-26 | 2022-03-29 | -13.58 | 61 |
| 2024-11-13 | 2025-01-19 | -12.39 | 66 |
| 2023-04-26 | 2023-06-21 | -11.44 | 55 |
| 2023-02-16 | 2023-03-14 | -10.53 | 25 |
| 2024-01-11 | 2024-01-28 | -6.92 | 16 |
| 2024-02-29 | 2024-03-25 | -6.09 | 25 |
| Metric | 4051956:btcusd:triple_gx:lsma60_30_15 | 4051956:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 16.2% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 23.77% | 43.77% |
| Worst Month | -10.73% | -37.12% |
| Best Year | 109.83% | 155.54% |
| Worst Year | -18.5% | -61.64% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.84% | 7.72% |
| Avg. Down Week | -2.32% | -3.56% |
| Avg. Up Month | 11.07% | 14.67% |
| Avg. Down Month | -5.69% | -11.73% |
| Win Days % | 47.24% | 51.03% |
| Win Month % | 48.72% | 58.97% |
| Win Week % | 42.28% | 49.41% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |