| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 92.38% | 150.7% |
| Max Drawdown | -30.29% | -67.18% |
| Sharpe | 0.47 | 0.4 |
| Sortino | 0.71 | 0.59 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 24.96 | 3.85 |
| Outlier Loss Ratio | 4.22 | 3.55 |
| Volatility (ann.) | 12.65% | 26.13% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.75 | 0.49 |
| Skew | 0.58 | 0.17 |
| Kurtosis | 29.66 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.65% | 2.32% |
| Expected Yearly % | 17.77% | 25.83% |
| Kelly Criterion | 3.76% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.22% |
| Expected Shortfall (cVaR) | -1.07% | -2.22% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -27.04 | 0.45 | + |
| 2023 | 155.54 | 79.18 | 0.51 | - |
| 2024 | 121.00 | 46.85 | 0.39 | - |
| 2025 | 11.30 | 0.21 | 0.02 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | 1.57% | 7.53% |
| 6M | -0.41% | 18.96% |
| YTD | 0.21% | 11.3% |
| 1Y | 41.42% | 56.85% |
| 3Y (ann.) | 27.84% | 49.13% |
| 5Y (ann.) | 22.58% | 33.11% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -30.29% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -4.67% | -7.14% |
| Avg. Drawdown Days | 41.0 | 39.0 |
| Recovery Factor | 3.05 | 2.24 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-17 | -30.29 | 380 |
| 2023-12-09 | 2024-05-20 | -17.54 | 163 |
| 2024-11-13 | 2025-05-16 | -13.03 | 183 |
| 2023-06-23 | 2023-10-23 | -12.15 | 121 |
| 2024-07-22 | 2024-10-14 | -10.29 | 84 |
| 2023-04-14 | 2023-06-21 | -9.88 | 68 |
| 2024-05-21 | 2024-07-15 | -5.27 | 55 |
| 2024-10-21 | 2024-11-10 | -4.82 | 20 |
| 2023-10-24 | 2023-12-05 | -3.37 | 42 |
| 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 | 17.5% | 35.75% |
| Worst Week | -8.22% | -29.64% |
| Best Month | 23.77% | 43.77% |
| Worst Month | -11.16% | -37.12% |
| Best Year | 79.18% | 155.54% |
| Worst Year | -27.04% | -60.11% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 5.22% | 8.79% |
| Avg. Down Week | -3.41% | -4.2% |
| Avg. Up Month | 9.15% | 16.84% |
| Avg. Down Month | -5.02% | -10.4% |
| Win Days % | 48.17% | 51.25% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 47.87% | 50.29% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |