| Metric | 4053619:btcusd:triple_gx:lsma105_95_25 | 4053619:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 95.36% | 142.6% |
| Max Drawdown | -31.57% | -67.18% |
| Sharpe | 0.39 | 0.4 |
| Sortino | 0.58 | 0.57 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.17 | 1.04 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 13.32 | 4.23 |
| Outlier Loss Ratio | 4.51 | 3.99 |
| Volatility (ann.) | 17.17% | 26.66% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.75 | 0.48 |
| Skew | 0.37 | 0.18 |
| Kurtosis | 13.83 | 6.25 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.73% | 2.3% |
| Expected Yearly % | 18.23% | 24.8% |
| Kelly Criterion | 2.91% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.27% |
| Expected Shortfall (cVaR) | -1.46% | -2.27% |
| Year | 4053619:BTCUSD | 4053619:btcusd:triple_gx:lsma105_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -12.03 | 0.22 | + |
| 2023 | 155.54 | 88.53 | 0.57 | - |
| 2024 | 121.00 | 37.56 | 0.31 | - |
| 2025 | -6.45 | -14.37 | 2.23 | - |
| Metric | 4053619:btcusd:triple_gx:lsma105_95_25 | 4053619:BTCUSD |
|---|---|---|
| MTD | -9.34% | 3.6% |
| 3M | -14.37% | -11.42% |
| 6M | -6.44% | 35.88% |
| YTD | -14.37% | -6.45% |
| 1Y | -11.5% | 24.76% |
| 3Y (ann.) | 18.25% | 25.14% |
| 5Y (ann.) | 23.57% | 32.32% |
| Metric | 4053619:btcusd:triple_gx:lsma105_95_25 | 4053619:BTCUSD |
|---|---|---|
| Max Drawdown | -31.57% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -5.29% | -5.93% |
| Avg. Drawdown Days | 31.0 | 29.0 |
| Recovery Factor | 3.02 | 2.12 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-17 | -31.57 | 329 |
| 2024-11-13 | 2025-03-27 | -28.05 | 133 |
| 2024-03-10 | 2024-11-11 | -25.59 | 246 |
| 2023-03-22 | 2023-10-23 | -18.68 | 214 |
| 2023-12-09 | 2024-02-12 | -14.38 | 65 |
| 2022-02-10 | 2022-03-28 | -14.12 | 45 |
| 2022-03-29 | 2022-04-21 | -6.81 | 22 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-02-08 | 2022-02-10 | -4.29 | 2 |
| Metric | 4053619:btcusd:triple_gx:lsma105_95_25 | 4053619:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.72% | -29.64% |
| Best Month | 34.63% | 43.77% |
| Worst Month | -14.43% | -37.12% |
| Best Year | 88.53% | 155.54% |
| Worst Year | -14.37% | -54.08% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.85% | 7.88% |
| Avg. Down Week | -3.44% | -3.97% |
| Avg. Up Month | 11.56% | 17.25% |
| Avg. Down Month | -6.04% | -11.82% |
| Win Days % | 49.54% | 51.12% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 42.64% | 49.7% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |