| Metric | 4052215:btcusd:triple_gx:lsma75_65_15 | 4052215:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 127.87% | 107.57% |
| Max Drawdown | -41.52% | -67.18% |
| Sharpe | 0.47 | 0.35 |
| Sortino | 0.71 | 0.5 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.22 | 1.02 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.09 | 0.97 |
| Outlier Win Ratio | 13.75 | 4.21 |
| Outlier Loss Ratio | 4.71 | 3.96 |
| Volatility (ann.) | 17.01% | 26.88% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.71 | 0.38 |
| Skew | 0.72 | 0.16 |
| Kurtosis | 16.96 | 6.1 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.13% | 1.89% |
| Expected Yearly % | 22.86% | 20.03% |
| Kelly Criterion | 2.97% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.29% |
| Expected Shortfall (cVaR) | -1.44% | -2.29% |
| Year | 4052215:BTCUSD | 4052215:btcusd:triple_gx:lsma75_65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -21.84 | 0.36 | + |
| 2023 | 155.54 | 104.11 | 0.67 | - |
| 2024 | 121.00 | 54.87 | 0.45 | - |
| 2025 | -6.21 | -7.77 | 1.25 | - |
| Metric | 4052215:btcusd:triple_gx:lsma75_65_15 | 4052215:BTCUSD |
|---|---|---|
| MTD | -9.71% | 3.86% |
| 3M | -12.81% | -7.61% |
| 6M | -0.88% | 38.23% |
| YTD | -7.77% | -6.21% |
| 1Y | 1.06% | 25.27% |
| 3Y (ann.) | 24.51% | 25.44% |
| 5Y (ann.) | 29.55% | 25.81% |
| Metric | 4052215:btcusd:triple_gx:lsma75_65_15 | 4052215:BTCUSD |
|---|---|---|
| Max Drawdown | -41.52% | -67.18% |
| Longest DD Days | 357.0 | 683.0 |
| Avg. Drawdown | -5.11% | -7.77% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 3.08 | 1.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-04-13 | -41.52 | 357 |
| 2024-11-13 | 2025-03-26 | -24.80 | 132 |
| 2024-04-08 | 2024-08-08 | -17.73 | 122 |
| 2023-04-14 | 2023-10-20 | -16.30 | 189 |
| 2022-03-02 | 2022-03-27 | -12.49 | 25 |
| 2023-10-25 | 2023-12-05 | -10.74 | 40 |
| 2024-08-09 | 2024-09-19 | -9.60 | 41 |
| 2023-12-09 | 2024-01-08 | -8.37 | 30 |
| 2022-02-10 | 2022-02-28 | -7.82 | 17 |
| 2024-01-11 | 2024-01-29 | -7.56 | 18 |
| Metric | 4052215:btcusd:triple_gx:lsma75_65_15 | 4052215: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 | 24.09% | 43.77% |
| Worst Month | -14.4% | -37.12% |
| Best Year | 104.11% | 155.54% |
| Worst Year | -21.84% | -60.81% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 6.23% | 8.24% |
| Avg. Down Week | -2.61% | -4.0% |
| Avg. Up Month | 10.8% | 14.86% |
| Avg. Down Month | -6.32% | -12.07% |
| Win Days % | 48.37% | 51.05% |
| Win Month % | 53.85% | 58.97% |
| Win Week % | 39.44% | 49.41% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |