| Metric | 4052462:btcusd:triple_gx:lsma110_105_15 | 4052462:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 138.51% | 139.54% |
| Max Drawdown | -43.73% | -67.18% |
| Sharpe | 0.48 | 0.39 |
| Sortino | 0.71 | 0.57 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 12.8 | 4.24 |
| Outlier Loss Ratio | 4.49 | 3.97 |
| Volatility (ann.) | 17.53% | 26.65% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.72 | 0.47 |
| Skew | 0.45 | 0.18 |
| Kurtosis | 15.37 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.25% | 2.27% |
| Expected Yearly % | 24.27% | 24.41% |
| Kelly Criterion | 3.66% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.27% |
| Expected Shortfall (cVaR) | -1.49% | -2.27% |
| Year | 4052462:BTCUSD | 4052462:btcusd:triple_gx:lsma110_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -29.31 | 0.54 | + |
| 2023 | 155.54 | 100.17 | 0.64 | - |
| 2024 | 121.00 | 107.84 | 0.89 | - |
| 2025 | -6.45 | -18.90 | 2.93 | - |
| Metric | 4052462:btcusd:triple_gx:lsma110_105_15 | 4052462:BTCUSD |
|---|---|---|
| MTD | -7.74% | 3.6% |
| 3M | -18.9% | -11.42% |
| 6M | 9.16% | 35.88% |
| YTD | -18.9% | -6.45% |
| 1Y | 14.94% | 24.76% |
| 3Y (ann.) | 33.26% | 25.14% |
| 5Y (ann.) | 31.68% | 31.86% |
| Metric | 4052462:btcusd:triple_gx:lsma110_105_15 | 4052462:BTCUSD |
|---|---|---|
| Max Drawdown | -43.73% | -67.18% |
| Longest DD Days | 620.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.16% |
| Avg. Drawdown Days | 23.0 | 30.0 |
| Recovery Factor | 3.17 | 2.08 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-10-23 | -43.73 | 620 |
| 2025-01-07 | 2025-03-27 | -29.69 | 79 |
| 2024-03-13 | 2024-09-19 | -18.59 | 190 |
| 2024-01-11 | 2024-02-09 | -9.60 | 28 |
| 2023-12-09 | 2024-01-08 | -7.66 | 30 |
| 2024-12-17 | 2025-01-06 | -6.87 | 19 |
| 2024-10-21 | 2024-11-10 | -6.70 | 20 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-21 | -5.47 | 7 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| Metric | 4052462:btcusd:triple_gx:lsma110_105_15 | 4052462:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -13.61% | -29.64% |
| Best Month | 34.56% | 43.77% |
| Worst Month | -13.64% | -37.12% |
| Best Year | 107.84% | 155.54% |
| Worst Year | -29.31% | -54.66% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 5.73% | 7.76% |
| Avg. Down Week | -3.59% | -4.1% |
| Avg. Up Month | 14.51% | 18.29% |
| Avg. Down Month | -5.79% | -12.49% |
| Win Days % | 50.0% | 51.11% |
| Win Month % | 43.59% | 61.54% |
| Win Week % | 46.46% | 49.7% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |