| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 140.24% | 150.7% |
| Max Drawdown | -33.37% | -67.18% |
| Sharpe | 0.57 | 0.4 |
| Sortino | 0.86 | 0.59 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 20.62 | 4.05 |
| Outlier Loss Ratio | 4.45 | 3.7 |
| Volatility (ann.) | 13.65% | 26.13% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.94 | 0.49 |
| Skew | 0.45 | 0.17 |
| Kurtosis | 23.22 | 6.36 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.22% | 2.32% |
| Expected Yearly % | 24.5% | 25.83% |
| Kelly Criterion | 4.93% | 8.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.22% |
| Expected Shortfall (cVaR) | -1.15% | -2.22% |
| Year | 4052406:BTCUSD | 4052406:btcusd:triple_gx:lsma235_90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -30.26 | 0.50 | + |
| 2023 | 155.54 | 76.21 | 0.49 | - |
| 2024 | 121.00 | 81.21 | 0.67 | - |
| 2025 | 11.30 | 7.88 | 0.70 | - |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| MTD | -0.03% | 10.32% |
| 3M | 10.8% | 7.53% |
| 6M | 12.28% | 18.96% |
| YTD | 7.88% | 11.3% |
| 1Y | 47.58% | 56.85% |
| 3Y (ann.) | 36.71% | 49.13% |
| 5Y (ann.) | 31.35% | 33.11% |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Max Drawdown | -33.37% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -4.07% | -7.14% |
| Avg. Drawdown Days | 25.0 | 39.0 |
| Recovery Factor | 4.2 | 2.24 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-20 | -33.37 | 383 |
| 2023-12-09 | 2024-02-14 | -17.54 | 67 |
| 2023-06-23 | 2023-10-23 | -13.25 | 122 |
| 2025-01-20 | 2025-04-22 | -12.89 | 92 |
| 2024-07-22 | 2024-10-14 | -12.57 | 84 |
| 2023-03-22 | 2023-06-21 | -10.78 | 90 |
| 2024-05-21 | 2024-07-19 | -8.84 | 59 |
| 2024-05-05 | 2024-05-15 | -7.32 | 10 |
| 2024-11-13 | 2025-01-20 | -7.23 | 67 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4052406:btcusd:triple_gx:lsma235_90_15 | 4052406:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.22% | -29.64% |
| Best Month | 30.25% | 43.77% |
| Worst Month | -12.8% | -37.12% |
| Best Year | 81.21% | 155.54% |
| Worst Year | -30.26% | -60.11% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 5.26% | 8.52% |
| Avg. Down Week | -3.24% | -3.94% |
| Avg. Up Month | 11.08% | 16.84% |
| Avg. Down Month | -5.58% | -10.4% |
| Win Days % | 49.62% | 51.25% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 48.08% | 50.29% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |