| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -4.66% | 150.7% |
| Max Drawdown | -31.03% | -67.18% |
| Sharpe | 0.01 | 0.4 |
| Sortino | 0.01 | 0.59 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.48 | 0.55 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 42.25 | 3.41 |
| Outlier Loss Ratio | 3.94 | 3.34 |
| Volatility (ann.) | 9.55% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.05 | 0.49 |
| Skew | -1.4 | 0.17 |
| Kurtosis | 53.27 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.32% |
| Expected Yearly % | -1.19% | 25.83% |
| Kelly Criterion | -5.01% | 3.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -27.82 | 0.46 | + |
| 2023 | 155.54 | 23.86 | 0.15 | - |
| 2024 | 121.00 | 9.70 | 0.08 | - |
| 2025 | 11.30 | -2.79 | -0.25 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.72% | 10.32% |
| 3M | -1.73% | 7.53% |
| 6M | -3.4% | 18.96% |
| YTD | -2.79% | 11.3% |
| 1Y | 6.25% | 56.85% |
| 3Y (ann.) | 1.71% | 49.13% |
| 5Y (ann.) | -1.47% | 33.11% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -31.03% | -67.18% |
| Longest DD Days | 1171.0 | 683.0 |
| Avg. Drawdown | -31.03% | -7.14% |
| Avg. Drawdown Days | 1171.0 | 39.0 |
| Recovery Factor | -0.15 | 2.24 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2025-05-16 | -31.03 | 1171 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 9.33% | 35.75% |
| Worst Week | -8.04% | -29.64% |
| Best Month | 9.52% | 43.77% |
| Worst Month | -11.16% | -37.12% |
| Best Year | 23.86% | 155.54% |
| Worst Year | -27.82% | -60.11% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.81% | 10.59% |
| Avg. Down Week | -2.91% | -3.61% |
| Avg. Up Month | 4.82% | 16.06% |
| Avg. Down Month | -4.95% | -10.83% |
| Win Days % | 47.52% | 51.25% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 39.74% | 50.29% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |