| Metric | 4053077:btcusd:triple_gx:lsma190_100_20 | 4053077:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 179.88% | 140.56% |
| Max Drawdown | -29.58% | -67.18% |
| Sharpe | 0.63 | 0.39 |
| Sortino | 0.97 | 0.56 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.31 | 1.05 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 19.04 | 4.11 |
| Outlier Loss Ratio | 4.43 | 3.68 |
| Volatility (ann.) | 14.2% | 26.43% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.26 | 0.46 |
| Skew | 0.66 | 0.19 |
| Kurtosis | 20.39 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.61% | 2.22% |
| Expected Yearly % | 29.34% | 24.54% |
| Kelly Criterion | 6.2% | 8.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.25% |
| Expected Shortfall (cVaR) | -1.2% | -2.25% |
| Year | 4053077:BTCUSD | 4053077:btcusd:triple_gx:lsma190_100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -23.62 | 0.38 | + |
| 2023 | 155.54 | 87.15 | 0.56 | - |
| 2024 | 121.00 | 90.79 | 0.75 | - |
| 2025 | 11.30 | 2.62 | 0.23 | - |
| Metric | 4053077:btcusd:triple_gx:lsma190_100_20 | 4053077:BTCUSD |
|---|---|---|
| MTD | 0.97% | 10.32% |
| 3M | 0.31% | 7.53% |
| 6M | 6.77% | 18.96% |
| YTD | 2.62% | 11.3% |
| 1Y | 41.39% | 56.85% |
| 3Y (ann.) | 41.46% | 49.13% |
| 5Y (ann.) | 37.34% | 31.08% |
| Metric | 4053077:btcusd:triple_gx:lsma190_100_20 | 4053077:BTCUSD |
|---|---|---|
| Max Drawdown | -29.58% | -67.18% |
| Longest DD Days | 289.0 | 683.0 |
| Avg. Drawdown | -4.47% | -7.56% |
| Avg. Drawdown Days | 23.0 | 38.0 |
| Recovery Factor | 6.08 | 2.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-03-17 | -29.58 | 289 |
| 2025-01-20 | 2025-05-16 | -16.70 | 116 |
| 2023-12-09 | 2024-02-12 | -15.66 | 65 |
| 2022-03-02 | 2022-03-27 | -13.62 | 25 |
| 2024-05-21 | 2024-07-19 | -13.22 | 59 |
| 2023-06-23 | 2023-10-23 | -12.59 | 122 |
| 2023-03-22 | 2023-06-21 | -10.92 | 90 |
| 2024-07-22 | 2024-09-19 | -10.36 | 59 |
| 2024-04-23 | 2024-05-20 | -9.55 | 27 |
| 2022-03-29 | 2022-05-30 | -9.13 | 62 |
| Metric | 4053077:btcusd:triple_gx:lsma190_100_20 | 4053077:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 33.05% | 43.77% |
| Worst Month | -13.63% | -37.12% |
| Best Year | 90.79% | 155.54% |
| Worst Year | -23.62% | -61.73% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 5.6% | 7.92% |
| Avg. Down Week | -3.12% | -4.22% |
| Avg. Up Month | 11.1% | 15.96% |
| Avg. Down Month | -6.68% | -11.89% |
| Win Days % | 50.03% | 51.23% |
| Win Month % | 54.05% | 60.0% |
| Win Week % | 47.22% | 49.71% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |