| Metric | 4053130:btcusd:triple_gx:lsma195_110_20 | 4053130:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 166.37% | 118.05% |
| Max Drawdown | -20.26% | -67.18% |
| Sharpe | 0.62 | 0.37 |
| Sortino | 0.95 | 0.53 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.31 | 1.04 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 18.77 | 4.11 |
| Outlier Loss Ratio | 4.42 | 3.73 |
| Volatility (ann.) | 14.41% | 26.58% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.83 | 0.43 |
| Skew | 0.65 | 0.17 |
| Kurtosis | 19.33 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.61% | 2.07% |
| Expected Yearly % | 27.75% | 21.52% |
| Kelly Criterion | 6.18% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.26% |
| Expected Shortfall (cVaR) | -1.22% | -2.26% |
| Year | 4053130:BTCUSD | 4053130:btcusd:triple_gx:lsma195_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -10.88 | 0.19 | + |
| 2023 | 155.54 | 69.49 | 0.45 | - |
| 2024 | 121.00 | 86.63 | 0.72 | - |
| 2025 | -6.45 | -5.51 | 0.85 | + |
| Metric | 4053130:btcusd:triple_gx:lsma195_110_20 | 4053130:BTCUSD |
|---|---|---|
| MTD | -5.6% | 3.6% |
| 3M | -5.51% | -11.42% |
| 6M | 12.48% | 35.88% |
| YTD | -5.51% | -6.45% |
| 1Y | 27.37% | 24.76% |
| 3Y (ann.) | 39.63% | 25.14% |
| 5Y (ann.) | 37.15% | 28.58% |
| Metric | 4053130:btcusd:triple_gx:lsma195_110_20 | 4053130:BTCUSD |
|---|---|---|
| Max Drawdown | -20.26% | -67.18% |
| Longest DD Days | 231.0 | 683.0 |
| Avg. Drawdown | -4.42% | -7.07% |
| Avg. Drawdown Days | 21.0 | 35.0 |
| Recovery Factor | 8.21 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-18 | -20.26 | 231 |
| 2023-12-09 | 2024-02-14 | -17.82 | 67 |
| 2025-01-20 | 2025-03-27 | -16.62 | 65 |
| 2024-03-13 | 2024-07-15 | -15.62 | 123 |
| 2023-06-23 | 2023-10-23 | -15.52 | 122 |
| 2022-03-02 | 2022-03-27 | -13.62 | 25 |
| 2023-03-22 | 2023-06-23 | -13.43 | 92 |
| 2024-07-22 | 2024-09-19 | -11.69 | 59 |
| 2024-10-21 | 2024-11-11 | -8.64 | 21 |
| 2025-01-07 | 2025-01-20 | -8.09 | 13 |
| Metric | 4053130:btcusd:triple_gx:lsma195_110_20 | 4053130: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 | 32.9% | 43.77% |
| Worst Month | -13.66% | -37.12% |
| Best Year | 86.63% | 155.54% |
| Worst Year | -10.88% | -58.73% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.74% | 8.1% |
| Avg. Down Week | -3.71% | -4.7% |
| Avg. Up Month | 13.07% | 18.06% |
| Avg. Down Month | -4.92% | -11.57% |
| Win Days % | 50.12% | 51.14% |
| Win Month % | 44.44% | 60.53% |
| Win Week % | 49.5% | 48.8% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |