| Metric | 4053133:btcusd:triple_gx:lsma210_110_20 | 4053133:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 168.5% | 132.64% |
| Max Drawdown | -23.75% | -67.18% |
| Sharpe | 0.64 | 0.39 |
| Sortino | 0.98 | 0.57 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.32 | 1.05 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 19.19 | 4.07 |
| Outlier Loss Ratio | 4.42 | 3.7 |
| Volatility (ann.) | 14.08% | 26.53% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.59 | 0.47 |
| Skew | 0.75 | 0.17 |
| Kurtosis | 20.35 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.63% | 2.25% |
| Expected Yearly % | 28.01% | 23.5% |
| Kelly Criterion | 6.57% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.26% |
| Expected Shortfall (cVaR) | -1.19% | -2.26% |
| Year | 4053133:BTCUSD | 4053133:btcusd:triple_gx:lsma210_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -13.78 | 0.25 | + |
| 2023 | 155.54 | 71.21 | 0.46 | - |
| 2024 | 121.00 | 89.00 | 0.74 | - |
| 2025 | -6.45 | -3.76 | 0.58 | + |
| Metric | 4053133:btcusd:triple_gx:lsma210_110_20 | 4053133:BTCUSD |
|---|---|---|
| MTD | -2.47% | 3.6% |
| 3M | -3.76% | -11.42% |
| 6M | 16.44% | 35.88% |
| YTD | -3.76% | -6.45% |
| 1Y | 32.05% | 24.76% |
| 3Y (ann.) | 39.32% | 25.14% |
| 5Y (ann.) | 37.66% | 31.42% |
| Metric | 4053133:btcusd:triple_gx:lsma210_110_20 | 4053133:BTCUSD |
|---|---|---|
| Max Drawdown | -23.75% | -67.18% |
| Longest DD Days | 234.0 | 683.0 |
| Avg. Drawdown | -4.42% | -6.57% |
| Avg. Drawdown Days | 22.0 | 32.0 |
| Recovery Factor | 7.1 | 1.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-20 | -23.75 | 234 |
| 2023-12-09 | 2024-02-14 | -18.19 | 67 |
| 2024-07-22 | 2024-09-27 | -14.90 | 67 |
| 2023-06-23 | 2023-10-23 | -14.87 | 122 |
| 2025-01-20 | 2025-03-27 | -13.86 | 65 |
| 2024-03-13 | 2024-05-20 | -13.00 | 68 |
| 2022-03-02 | 2022-03-27 | -12.35 | 25 |
| 2023-03-22 | 2023-06-21 | -12.30 | 90 |
| 2024-10-21 | 2024-11-11 | -9.56 | 21 |
| 2025-01-07 | 2025-01-20 | -8.42 | 13 |
| Metric | 4053133:btcusd:triple_gx:lsma210_110_20 | 4053133: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 | 32.78% | 43.77% |
| Worst Month | -12.42% | -37.12% |
| Best Year | 89.0% | 155.54% |
| Worst Year | -13.78% | -55.97% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 5.62% | 8.1% |
| Avg. Down Week | -3.69% | -4.81% |
| Avg. Up Month | 13.34% | 18.17% |
| Avg. Down Month | -5.34% | -11.57% |
| Win Days % | 50.25% | 51.18% |
| Win Month % | 44.44% | 60.53% |
| Win Week % | 51.0% | 49.7% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |