| Metric | 4052073:btcusd:triple_gx:lsma65_45_15 | 4052073:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 118.32% | 102.73% |
| Max Drawdown | -37.71% | -67.18% |
| Sharpe | 0.46 | 0.34 |
| Sortino | 0.71 | 0.49 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.19 | 1.02 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 16.0 | 4.14 |
| Outlier Loss Ratio | 4.68 | 3.84 |
| Volatility (ann.) | 15.93% | 26.86% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.74 | 0.37 |
| Skew | 0.75 | 0.16 |
| Kurtosis | 20.1 | 6.1 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.02% | 1.83% |
| Expected Yearly % | 21.55% | 19.32% |
| Kelly Criterion | 2.27% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.29% |
| Expected Shortfall (cVaR) | -1.35% | -2.29% |
| Year | 4052073:BTCUSD | 4052073:btcusd:triple_gx:lsma65_45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -9.96 | 0.16 | + |
| 2023 | 155.54 | 114.44 | 0.74 | - |
| 2024 | 121.00 | 39.32 | 0.32 | - |
| 2025 | -7.32 | -18.84 | 2.57 | - |
| Metric | 4052073:btcusd:triple_gx:lsma65_45_15 | 4052073:BTCUSD |
|---|---|---|
| MTD | -14.71% | 2.63% |
| 3M | -23.1% | -12.25% |
| 6M | -13.62% | 34.61% |
| YTD | -18.84% | -7.32% |
| 1Y | -6.47% | 23.79% |
| 3Y (ann.) | 19.67% | 24.94% |
| 5Y (ann.) | 27.74% | 24.81% |
| Metric | 4052073:btcusd:triple_gx:lsma65_45_15 | 4052073:BTCUSD |
|---|---|---|
| Max Drawdown | -37.71% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -4.26% | -7.82% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 3.14 | 1.53 |
| Ulcer Index | inf | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-17 | -37.71 | 330 |
| 2024-11-13 | 2025-03-26 | -32.31 | 132 |
| 2023-07-14 | 2023-10-23 | -16.80 | 101 |
| 2023-04-26 | 2023-07-13 | -16.77 | 78 |
| 2023-12-22 | 2024-02-11 | -12.03 | 51 |
| 2024-05-19 | 2024-07-15 | -11.55 | 57 |
| 2024-04-23 | 2024-05-17 | -8.14 | 24 |
| 2024-08-09 | 2024-09-13 | -7.89 | 35 |
| 2024-09-14 | 2024-10-16 | -7.29 | 32 |
| 2022-03-02 | 2022-03-19 | -6.90 | 17 |
| Metric | 4052073:btcusd:triple_gx:lsma65_45_15 | 4052073:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 23.54% | 35.75% |
| Worst Week | -7.99% | -29.64% |
| Best Month | 27.26% | 43.77% |
| Worst Month | -14.71% | -37.12% |
| Best Year | 114.44% | 155.54% |
| Worst Year | -18.84% | -61.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 5.83% | 8.43% |
| Avg. Down Week | -2.42% | -4.08% |
| Avg. Up Month | 11.93% | 16.25% |
| Avg. Down Month | -7.37% | -12.11% |
| Win Days % | 47.56% | 51.04% |
| Win Month % | 53.85% | 58.97% |
| Win Week % | 39.73% | 49.41% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |