| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 46.62% | 150.7% |
| Max Drawdown | -33.29% | -67.18% |
| Sharpe | 0.32 | 0.4 |
| Sortino | 0.47 | 0.59 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 29.37 | 3.69 |
| Outlier Loss Ratio | 4.17 | 3.44 |
| Volatility (ann.) | 11.42% | 26.13% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.38 | 0.49 |
| Skew | 0.07 | 0.17 |
| Kurtosis | 36.38 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.32% |
| Expected Yearly % | 10.04% | 25.83% |
| Kelly Criterion | 1.58% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -30.17 | 0.50 | + |
| 2023 | 155.54 | 58.43 | 0.38 | - |
| 2024 | 121.00 | 33.67 | 0.28 | - |
| 2025 | 11.30 | -0.84 | -0.07 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | -1.17% | 7.53% |
| 6M | -1.46% | 18.96% |
| YTD | -0.84% | 11.3% |
| 1Y | 25.43% | 56.85% |
| 3Y (ann.) | 18.97% | 49.13% |
| 5Y (ann.) | 12.65% | 33.11% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -33.29% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -4.89% | -7.14% |
| Avg. Drawdown Days | 46.0 | 39.0 |
| Recovery Factor | 1.4 | 2.24 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-23 | -33.29 | 478 |
| 2023-12-09 | 2024-03-04 | -14.12 | 86 |
| 2023-06-23 | 2023-10-23 | -11.66 | 121 |
| 2025-01-20 | 2025-05-16 | -10.24 | 116 |
| 2024-08-11 | 2024-10-15 | -9.37 | 65 |
| 2024-03-05 | 2024-05-17 | -8.27 | 73 |
| 2024-11-12 | 2025-01-20 | -7.24 | 69 |
| 2024-10-18 | 2024-11-10 | -4.52 | 22 |
| 2024-06-07 | 2024-07-15 | -3.77 | 37 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.65% | 35.75% |
| Worst Week | -8.22% | -29.64% |
| Best Month | 16.28% | 43.77% |
| Worst Month | -14.4% | -37.12% |
| Best Year | 58.43% | 155.54% |
| Worst Year | -30.17% | -60.11% |
| Avg. Up Day | 0.86% | 0.9% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.3% | 8.6% |
| Avg. Down Week | -3.45% | -3.98% |
| Avg. Up Month | 7.12% | 15.79% |
| Avg. Down Month | -5.56% | -10.55% |
| Win Days % | 48.09% | 51.25% |
| Win Month % | 55.56% | 60.0% |
| Win Week % | 49.45% | 50.29% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |