| Metric | 4052437:btcusd:triple_gx:lsma120_100_15 | 4052437:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 145.36% | 130.26% |
| Max Drawdown | -44.29% | -67.18% |
| Sharpe | 0.5 | 0.38 |
| Sortino | 0.75 | 0.55 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.23 | 1.04 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 13.87 | 4.24 |
| Outlier Loss Ratio | 4.45 | 3.94 |
| Volatility (ann.) | 17.1% | 26.67% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.74 | 0.45 |
| Skew | 0.48 | 0.18 |
| Kurtosis | 16.93 | 6.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.33% | 2.16% |
| Expected Yearly % | 25.16% | 23.18% |
| Kelly Criterion | 3.86% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.27% |
| Expected Shortfall (cVaR) | -1.45% | -2.27% |
| Year | 4052437:BTCUSD | 4052437:btcusd:triple_gx:lsma120_100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -32.73 | 0.58 | + |
| 2023 | 155.54 | 118.23 | 0.76 | - |
| 2024 | 121.00 | 94.62 | 0.78 | - |
| 2025 | -6.45 | -14.12 | 2.19 | - |
| Metric | 4052437:btcusd:triple_gx:lsma120_100_15 | 4052437:BTCUSD |
|---|---|---|
| MTD | -9.51% | 3.6% |
| 3M | -14.12% | -11.42% |
| 6M | 15.47% | 35.88% |
| YTD | -14.12% | -6.45% |
| 1Y | 12.68% | 24.76% |
| 3Y (ann.) | 35.14% | 25.14% |
| 5Y (ann.) | 32.93% | 30.28% |
| Metric | 4052437:btcusd:triple_gx:lsma120_100_15 | 4052437:BTCUSD |
|---|---|---|
| Max Drawdown | -44.29% | -67.18% |
| Longest DD Days | 619.0 | 683.0 |
| Avg. Drawdown | -4.16% | -6.48% |
| Avg. Drawdown Days | 25.0 | 32.0 |
| Recovery Factor | 3.28 | 1.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-10-23 | -44.29 | 619 |
| 2025-01-20 | 2025-03-27 | -26.55 | 65 |
| 2024-04-01 | 2024-10-14 | -19.85 | 196 |
| 2023-12-09 | 2024-02-09 | -10.82 | 62 |
| 2025-01-07 | 2025-01-20 | -9.31 | 13 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-10-21 | 2024-11-10 | -5.75 | 20 |
| 2024-11-13 | 2024-11-21 | -5.47 | 8 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| Metric | 4052437:btcusd:triple_gx:lsma120_100_15 | 4052437:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -12.99% | -29.64% |
| Best Month | 36.23% | 43.77% |
| Worst Month | -14.28% | -37.12% |
| Best Year | 118.23% | 155.54% |
| Worst Year | -32.73% | -56.42% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 5.75% | 7.6% |
| Avg. Down Week | -3.64% | -4.24% |
| Avg. Up Month | 14.7% | 18.02% |
| Avg. Down Month | -5.34% | -12.71% |
| Win Days % | 50.18% | 51.13% |
| Win Month % | 41.03% | 61.54% |
| Win Week % | 48.39% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |