| Metric | 4052513:btcusd:triple_gx:lsma120_115_15 | 4052513:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 112.96% | 130.26% |
| Max Drawdown | -38.87% | -67.18% |
| Sharpe | 0.43 | 0.38 |
| Sortino | 0.63 | 0.55 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.17 | 1.04 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 12.49 | 4.25 |
| Outlier Loss Ratio | 4.54 | 4.03 |
| Volatility (ann.) | 17.76% | 26.67% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.7 | 0.45 |
| Skew | 0.38 | 0.18 |
| Kurtosis | 14.78 | 6.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.96% | 2.16% |
| Expected Yearly % | 20.8% | 23.18% |
| Kelly Criterion | 3.02% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.27% |
| Expected Shortfall (cVaR) | -1.51% | -2.27% |
| Year | 4052513:BTCUSD | 4052513:btcusd:triple_gx:lsma120_115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -26.19 | 0.46 | + |
| 2023 | 155.54 | 108.35 | 0.70 | - |
| 2024 | 121.00 | 75.78 | 0.63 | - |
| 2025 | -6.45 | -21.22 | 3.29 | - |
| Metric | 4052513:btcusd:triple_gx:lsma120_115_15 | 4052513:BTCUSD |
|---|---|---|
| MTD | -9.51% | 3.6% |
| 3M | -21.22% | -11.42% |
| 6M | -1.5% | 35.88% |
| YTD | -21.22% | -6.45% |
| 1Y | -4.66% | 24.76% |
| 3Y (ann.) | 28.94% | 25.14% |
| 5Y (ann.) | 27.09% | 30.28% |
| Metric | 4052513:btcusd:triple_gx:lsma120_115_15 | 4052513:BTCUSD |
|---|---|---|
| Max Drawdown | -38.87% | -67.18% |
| Longest DD Days | 401.0 | 683.0 |
| Avg. Drawdown | -4.5% | -6.48% |
| Avg. Drawdown Days | 25.0 | 32.0 |
| Recovery Factor | 2.91 | 1.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-03-19 | -38.87 | 401 |
| 2024-12-17 | 2025-03-27 | -33.90 | 99 |
| 2024-03-13 | 2024-10-16 | -20.18 | 216 |
| 2023-03-22 | 2023-10-21 | -16.35 | 212 |
| 2023-12-09 | 2024-02-10 | -12.48 | 63 |
| 2024-10-21 | 2024-11-11 | -9.54 | 21 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-02-08 | 2022-02-10 | -4.29 | 2 |
| Metric | 4052513:btcusd:triple_gx:lsma120_115_15 | 4052513: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 | 34.39% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 108.35% | 155.54% |
| Worst Year | -26.19% | -56.42% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 6.0% | 7.64% |
| Avg. Down Week | -3.9% | -4.26% |
| Avg. Up Month | 13.23% | 18.46% |
| Avg. Down Month | -5.18% | -11.82% |
| Win Days % | 49.85% | 51.13% |
| Win Month % | 41.03% | 61.54% |
| Win Week % | 46.83% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |