| Metric | 4053621:btcusd:triple_gx:lsma110_95_25 | 4053621:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 128.53% | 184.46% |
| Max Drawdown | -26.25% | -67.18% |
| Sharpe | 0.46 | 0.43 |
| Sortino | 0.69 | 0.63 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 13.68 | 4.19 |
| Outlier Loss Ratio | 4.51 | 3.95 |
| Volatility (ann.) | 16.62% | 26.49% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.08 | 0.56 |
| Skew | 0.55 | 0.21 |
| Kurtosis | 14.03 | 6.39 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.04% | 2.58% |
| Expected Yearly % | 22.95% | 29.87% |
| Kelly Criterion | 3.7% | 5.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.25% |
| Expected Shortfall (cVaR) | -1.41% | -2.25% |
| Year | 4053621:BTCUSD | 4053621:btcusd:triple_gx:lsma110_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -4.07 | 0.07 | + |
| 2023 | 155.54 | 86.95 | 0.56 | - |
| 2024 | 121.00 | 34.88 | 0.29 | - |
| 2025 | 11.09 | -5.53 | -0.50 | - |
| Metric | 4053621:btcusd:triple_gx:lsma110_95_25 | 4053621:BTCUSD |
|---|---|---|
| MTD | 0.34% | 10.11% |
| 3M | -2.58% | 7.33% |
| 6M | -13.25% | 14.6% |
| YTD | -5.53% | 11.09% |
| 1Y | 10.64% | 56.56% |
| 3Y (ann.) | 28.7% | 49.04% |
| 5Y (ann.) | 28.47% | 37.29% |
| Metric | 4053621:btcusd:triple_gx:lsma110_95_25 | 4053621:BTCUSD |
|---|---|---|
| Max Drawdown | -26.25% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.73% | -6.21% |
| Avg. Drawdown Days | 33.0 | 32.0 |
| Recovery Factor | 4.9 | 2.75 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-05-16 | -26.25 | 183 |
| 2022-02-10 | 2023-01-20 | -23.41 | 344 |
| 2024-04-01 | 2024-11-11 | -22.89 | 224 |
| 2023-03-22 | 2023-10-23 | -19.59 | 214 |
| 2023-12-09 | 2024-02-12 | -16.58 | 65 |
| 2023-01-21 | 2023-03-17 | -7.75 | 54 |
| 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 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 4053621:btcusd:triple_gx:lsma110_95_25 | 4053621: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 | -13.88% | -37.12% |
| Best Year | 86.95% | 155.54% |
| Worst Year | -5.53% | -54.66% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 5.59% | 7.37% |
| Avg. Down Week | -3.86% | -4.16% |
| Avg. Up Month | 11.42% | 16.96% |
| Avg. Down Month | -6.14% | -11.75% |
| Win Days % | 49.68% | 51.22% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 46.92% | 50.57% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |