| Metric | 4052527:btcusd:triple_gx:lsma195_115_15 | 4052527:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 148.89% | 118.05% |
| Max Drawdown | -29.68% | -67.18% |
| Sharpe | 0.58 | 0.37 |
| Sortino | 0.87 | 0.53 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.29 | 1.04 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 18.35 | 4.13 |
| Outlier Loss Ratio | 4.44 | 3.75 |
| Volatility (ann.) | 14.64% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.15 | 0.43 |
| Skew | 0.54 | 0.17 |
| Kurtosis | 19.19 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.43% | 2.07% |
| Expected Yearly % | 25.6% | 21.52% |
| Kelly Criterion | 5.34% | 7.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.26% |
| Expected Shortfall (cVaR) | -1.24% | -2.26% |
| Year | 4052527:BTCUSD | 4052527:btcusd:triple_gx:lsma195_115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -18.64 | 0.32 | + |
| 2023 | 155.54 | 95.52 | 0.61 | - |
| 2024 | 121.00 | 85.22 | 0.70 | - |
| 2025 | -6.45 | -15.52 | 2.41 | - |
| Metric | 4052527:btcusd:triple_gx:lsma195_115_15 | 4052527:BTCUSD |
|---|---|---|
| MTD | -11.68% | 3.6% |
| 3M | -15.52% | -11.42% |
| 6M | 9.14% | 35.88% |
| YTD | -15.52% | -6.45% |
| 1Y | 18.62% | 24.76% |
| 3Y (ann.) | 38.43% | 25.14% |
| 5Y (ann.) | 34.18% | 28.58% |
| Metric | 4052527:btcusd:triple_gx:lsma195_115_15 | 4052527:BTCUSD |
|---|---|---|
| Max Drawdown | -29.68% | -67.18% |
| Longest DD Days | 239.0 | 683.0 |
| Avg. Drawdown | -4.72% | -7.07% |
| Avg. Drawdown Days | 21.0 | 35.0 |
| Recovery Factor | 5.02 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-03-17 | -29.68 | 239 |
| 2025-01-20 | 2025-03-27 | -26.27 | 65 |
| 2023-12-09 | 2024-02-28 | -20.23 | 81 |
| 2023-06-23 | 2023-10-23 | -15.76 | 122 |
| 2024-03-13 | 2024-07-19 | -15.54 | 128 |
| 2022-02-27 | 2022-03-28 | -14.94 | 29 |
| 2024-07-22 | 2024-09-19 | -10.74 | 59 |
| 2022-07-09 | 2022-07-19 | -9.94 | 9 |
| 2023-03-22 | 2023-06-21 | -9.30 | 90 |
| 2022-03-29 | 2022-05-30 | -9.15 | 62 |
| Metric | 4052527:btcusd:triple_gx:lsma195_115_15 | 4052527:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -13.53% | -29.64% |
| Best Month | 32.94% | 43.77% |
| Worst Month | -13.28% | -37.12% |
| Best Year | 95.52% | 155.54% |
| Worst Year | -18.64% | -58.73% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 5.97% | 8.3% |
| Avg. Down Week | -3.69% | -4.41% |
| Avg. Up Month | 11.68% | 16.67% |
| Avg. Down Month | -4.14% | -13.19% |
| Win Days % | 49.82% | 51.14% |
| Win Month % | 48.65% | 60.53% |
| Win Week % | 50.5% | 48.8% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |