| Metric | 4052072:btcusd:triple_gx:lsma55_45_15 | 4052072:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 191.71% | 101.55% |
| Max Drawdown | -33.1% | -67.18% |
| Sharpe | 0.57 | 0.34 |
| Sortino | 0.88 | 0.49 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.31 | 1.02 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.14 | 0.97 |
| Outlier Win Ratio | 13.86 | 4.21 |
| Outlier Loss Ratio | 4.71 | 3.95 |
| Volatility (ann.) | 17.2% | 26.84% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.2 | 0.36 |
| Skew | 0.94 | 0.16 |
| Kurtosis | 19.8 | 6.11 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.78% | 1.81% |
| Expected Yearly % | 30.69% | 19.15% |
| Kelly Criterion | 3.63% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.29% |
| Expected Shortfall (cVaR) | -1.45% | -2.29% |
| Year | 4052072:BTCUSD | 4052072:btcusd:triple_gx:lsma55_45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -16.46 | 0.27 | + |
| 2023 | 155.54 | 109.09 | 0.70 | - |
| 2024 | 121.00 | 82.55 | 0.68 | - |
| 2025 | -7.32 | -8.51 | 1.16 | - |
| Metric | 4052072:btcusd:triple_gx:lsma55_45_15 | 4052072:BTCUSD |
|---|---|---|
| MTD | -3.84% | 2.63% |
| 3M | -11.37% | -12.25% |
| 6M | 0.57% | 34.61% |
| YTD | -8.51% | -7.32% |
| 1Y | 16.58% | 23.79% |
| 3Y (ann.) | 37.32% | 24.94% |
| 5Y (ann.) | 39.77% | 24.51% |
| Metric | 4052072:btcusd:triple_gx:lsma55_45_15 | 4052072:BTCUSD |
|---|---|---|
| Max Drawdown | -33.1% | -67.18% |
| Longest DD Days | 327.0 | 683.0 |
| Avg. Drawdown | -4.13% | -7.76% |
| Avg. Drawdown Days | 20.0 | 37.0 |
| Recovery Factor | 5.79 | 1.51 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-14 | -33.10 | 327 |
| 2024-11-13 | 2025-03-26 | -24.48 | 132 |
| 2023-04-26 | 2023-10-24 | -22.45 | 180 |
| 2022-03-02 | 2022-04-21 | -16.64 | 50 |
| 2024-05-19 | 2024-07-15 | -11.75 | 57 |
| 2024-01-02 | 2024-02-09 | -11.40 | 38 |
| 2022-02-08 | 2022-02-28 | -6.98 | 20 |
| 2024-04-08 | 2024-05-17 | -6.97 | 39 |
| 2023-10-25 | 2023-12-04 | -6.55 | 39 |
| 2024-09-14 | 2024-10-15 | -5.67 | 31 |
| Metric | 4052072:btcusd:triple_gx:lsma55_45_15 | 4052072:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 23.54% | 35.75% |
| Worst Week | -8.52% | -29.64% |
| Best Month | 30.66% | 43.77% |
| Worst Month | -10.76% | -37.12% |
| Best Year | 109.09% | 155.54% |
| Worst Year | -16.46% | -61.49% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 6.03% | 8.21% |
| Avg. Down Week | -2.59% | -4.5% |
| Avg. Up Month | 11.71% | 15.44% |
| Avg. Down Month | -7.32% | -12.11% |
| Win Days % | 48.38% | 51.04% |
| Win Month % | 56.41% | 58.97% |
| Win Week % | 41.03% | 49.71% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |