| Metric | 4053063:btcusd:triple_gx:lsma115_100_20 | 4053063:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 153.63% | 175.76% |
| Max Drawdown | -36.12% | -67.18% |
| Sharpe | 0.5 | 0.42 |
| Sortino | 0.75 | 0.61 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 13.51 | 4.22 |
| Outlier Loss Ratio | 4.48 | 3.93 |
| Volatility (ann.) | 16.83% | 26.5% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.9 | 0.54 |
| Skew | 0.39 | 0.21 |
| Kurtosis | 14.8 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.3% | 2.5% |
| Expected Yearly % | 26.2% | 28.86% |
| Kelly Criterion | 4.24% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.25% |
| Expected Shortfall (cVaR) | -1.43% | -2.25% |
| Year | 4053063:BTCUSD | 4053063:btcusd:triple_gx:lsma115_100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -22.35 | 0.40 | + |
| 2023 | 155.54 | 86.90 | 0.56 | - |
| 2024 | 121.00 | 88.28 | 0.73 | - |
| 2025 | 11.30 | -7.18 | -0.64 | - |
| Metric | 4053063:btcusd:triple_gx:lsma115_100_20 | 4053063:BTCUSD |
|---|---|---|
| MTD | 0.97% | 10.32% |
| 3M | -7.53% | 7.53% |
| 6M | -6.38% | 18.96% |
| YTD | -7.18% | 11.3% |
| 1Y | 27.27% | 56.85% |
| 3Y (ann.) | 42.55% | 49.13% |
| 5Y (ann.) | 32.63% | 36.04% |
| Metric | 4053063:btcusd:triple_gx:lsma115_100_20 | 4053063:BTCUSD |
|---|---|---|
| Max Drawdown | -36.12% | -67.18% |
| Longest DD Days | 619.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.56% |
| Avg. Drawdown Days | 26.0 | 33.0 |
| Recovery Factor | 4.25 | 2.62 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-10-23 | -36.12 | 619 |
| 2024-12-17 | 2025-05-16 | -25.45 | 149 |
| 2024-04-01 | 2024-07-21 | -16.15 | 111 |
| 2023-12-09 | 2024-02-09 | -12.05 | 62 |
| 2024-07-22 | 2024-09-18 | -10.52 | 58 |
| 2024-10-21 | 2024-11-11 | -9.83 | 21 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-22 | -5.47 | 8 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-02-08 | 2022-02-10 | -4.29 | 2 |
| Metric | 4053063:btcusd:triple_gx:lsma115_100_20 | 4053063:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 34.39% | 43.77% |
| Worst Month | -13.45% | -37.12% |
| Best Year | 88.28% | 155.54% |
| Worst Year | -22.35% | -56.13% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.56% | 7.3% |
| Avg. Down Week | -3.64% | -4.13% |
| Avg. Up Month | 11.13% | 16.02% |
| Avg. Down Month | -6.26% | -11.75% |
| Win Days % | 50.17% | 51.22% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 46.92% | 50.29% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |