| Metric | 4052075:btcusd:triple_gx:lsma70_45_15 | 4052075:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 133.32% | 106.63% |
| Max Drawdown | -41.58% | -67.18% |
| Sharpe | 0.5 | 0.35 |
| Sortino | 0.77 | 0.5 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.22 | 1.02 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.07 | 0.97 |
| Outlier Win Ratio | 16.58 | 4.1 |
| Outlier Loss Ratio | 4.71 | 3.81 |
| Volatility (ann.) | 15.61% | 26.87% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.73 | 0.38 |
| Skew | 0.83 | 0.16 |
| Kurtosis | 21.42 | 6.09 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.2% | 1.88% |
| Expected Yearly % | 23.59% | 19.89% |
| Kelly Criterion | 2.96% | 8.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.29% |
| Expected Shortfall (cVaR) | -1.32% | -2.29% |
| Year | 4052075:BTCUSD | 4052075:btcusd:triple_gx:lsma70_45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -16.71 | 0.28 | + |
| 2023 | 155.54 | 121.25 | 0.78 | - |
| 2024 | 121.00 | 49.49 | 0.41 | - |
| 2025 | -7.32 | -15.31 | 2.09 | - |
| Metric | 4052075:btcusd:triple_gx:lsma70_45_15 | 4052075:BTCUSD |
|---|---|---|
| MTD | -14.66% | 2.63% |
| 3M | -20.01% | -12.25% |
| 6M | -10.91% | 34.61% |
| YTD | -15.31% | -7.32% |
| 1Y | 2.04% | 23.79% |
| 3Y (ann.) | 22.61% | 24.94% |
| 5Y (ann.) | 30.46% | 25.58% |
| Metric | 4052075:btcusd:triple_gx:lsma70_45_15 | 4052075:BTCUSD |
|---|---|---|
| Max Drawdown | -41.58% | -67.18% |
| Longest DD Days | 354.0 | 683.0 |
| Avg. Drawdown | -4.16% | -7.57% |
| Avg. Drawdown Days | 19.0 | 35.0 |
| Recovery Factor | 3.21 | 1.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-04-10 | -41.58 | 354 |
| 2024-11-13 | 2025-03-26 | -29.69 | 132 |
| 2023-04-26 | 2023-06-23 | -15.26 | 57 |
| 2023-07-14 | 2023-10-23 | -14.15 | 101 |
| 2023-12-22 | 2024-02-12 | -11.38 | 52 |
| 2024-06-07 | 2024-07-15 | -9.79 | 37 |
| 2024-04-23 | 2024-06-05 | -9.07 | 43 |
| 2023-10-25 | 2023-12-04 | -8.59 | 39 |
| 2024-09-14 | 2024-10-16 | -7.63 | 32 |
| 2022-03-02 | 2022-03-25 | -7.02 | 23 |
| Metric | 4052075:btcusd:triple_gx:lsma70_45_15 | 4052075:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 21.85% | 35.75% |
| Worst Week | -7.99% | -29.64% |
| Best Month | 27.37% | 43.77% |
| Worst Month | -14.66% | -37.12% |
| Best Year | 121.25% | 155.54% |
| Worst Year | -16.71% | -60.52% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 5.78% | 8.42% |
| Avg. Down Week | -2.37% | -4.06% |
| Avg. Up Month | 12.05% | 15.61% |
| Avg. Down Month | -7.52% | -12.11% |
| Win Days % | 47.52% | 51.05% |
| Win Month % | 56.41% | 58.97% |
| Win Week % | 41.3% | 49.41% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |