| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 25.79% | 150.7% |
| Max Drawdown | -34.9% | -67.18% |
| Sharpe | 0.22 | 0.4 |
| Sortino | 0.32 | 0.59 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 31.53 | 3.6 |
| Outlier Loss Ratio | 4.15 | 3.44 |
| Volatility (ann.) | 11.1% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.21 | 0.49 |
| Skew | -0.03 | 0.17 |
| Kurtosis | 40.2 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.32% |
| Expected Yearly % | 5.9% | 25.83% |
| Kelly Criterion | -0.38% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -31.86 | 0.53 | + |
| 2023 | 155.54 | 48.17 | 0.31 | - |
| 2024 | 121.00 | 29.59 | 0.24 | - |
| 2025 | 11.30 | -3.85 | -0.34 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | -2.29% | 7.53% |
| 6M | -4.46% | 18.96% |
| YTD | -3.85% | 11.3% |
| 1Y | 20.7% | 56.85% |
| 3Y (ann.) | 12.88% | 49.13% |
| 5Y (ann.) | 7.4% | 33.11% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -34.9% | -67.18% |
| Longest DD Days | 806.0 | 683.0 |
| Avg. Drawdown | -4.93% | -7.14% |
| Avg. Drawdown Days | 68.0 | 39.0 |
| Recovery Factor | 0.74 | 2.24 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-05-16 | -34.90 | 806 |
| 2025-01-20 | 2025-05-16 | -11.97 | 116 |
| 2024-07-19 | 2024-10-16 | -9.52 | 88 |
| 2024-11-23 | 2025-01-20 | -6.78 | 58 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 2024-05-19 | 2024-07-15 | -4.12 | 56 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -8.22% | -29.64% |
| Best Month | 16.87% | 43.77% |
| Worst Month | -14.01% | -37.12% |
| Best Year | 48.17% | 155.54% |
| Worst Year | -31.86% | -60.11% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.56% | 9.86% |
| Avg. Down Week | -3.38% | -4.02% |
| Avg. Up Month | 6.66% | 16.06% |
| Avg. Down Month | -5.6% | -10.55% |
| Win Days % | 47.35% | 51.25% |
| Win Month % | 52.78% | 60.0% |
| Win Week % | 44.83% | 50.29% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |