| Metric | 4053716:btcusd:triple_gx:lsma195_110_25 | 4053716:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 148.08% | 118.05% |
| Max Drawdown | -30.03% | -67.18% |
| Sharpe | 0.58 | 0.37 |
| Sortino | 0.88 | 0.53 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.31 | 1.04 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 18.6 | 4.12 |
| Outlier Loss Ratio | 4.38 | 3.74 |
| Volatility (ann.) | 14.51% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.13 | 0.43 |
| Skew | 0.61 | 0.17 |
| Kurtosis | 18.79 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.42% | 2.07% |
| Expected Yearly % | 25.5% | 21.52% |
| Kelly Criterion | 5.77% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.26% |
| Expected Shortfall (cVaR) | -1.23% | -2.26% |
| Year | 4053716:BTCUSD | 4053716:btcusd:triple_gx:lsma195_110_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -23.21 | 0.40 | + |
| 2023 | 155.54 | 87.81 | 0.56 | - |
| 2024 | 121.00 | 87.40 | 0.72 | - |
| 2025 | -6.45 | -8.20 | 1.27 | - |
| Metric | 4053716:btcusd:triple_gx:lsma195_110_25 | 4053716:BTCUSD |
|---|---|---|
| MTD | -7.33% | 3.6% |
| 3M | -8.2% | -11.42% |
| 6M | 11.13% | 35.88% |
| YTD | -8.2% | -6.45% |
| 1Y | 23.39% | 24.76% |
| 3Y (ann.) | 35.64% | 25.14% |
| 5Y (ann.) | 34.04% | 28.58% |
| Metric | 4053716:btcusd:triple_gx:lsma195_110_25 | 4053716:BTCUSD |
|---|---|---|
| Max Drawdown | -30.03% | -67.18% |
| Longest DD Days | 289.0 | 683.0 |
| Avg. Drawdown | -4.5% | -7.07% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 4.93 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-03-17 | -30.03 | 289 |
| 2025-01-20 | 2025-03-27 | -19.95 | 65 |
| 2023-12-09 | 2024-02-12 | -15.40 | 65 |
| 2023-06-23 | 2023-10-23 | -14.55 | 122 |
| 2024-03-13 | 2024-07-15 | -14.30 | 123 |
| 2022-03-02 | 2022-03-27 | -12.19 | 25 |
| 2024-07-22 | 2024-09-26 | -11.17 | 66 |
| 2022-03-29 | 2022-05-30 | -10.24 | 62 |
| 2024-10-21 | 2024-11-11 | -9.94 | 21 |
| 2025-01-07 | 2025-01-20 | -8.09 | 13 |
| Metric | 4053716:btcusd:triple_gx:lsma195_110_25 | 4053716:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.72% | -29.64% |
| Best Month | 36.34% | 43.77% |
| Worst Month | -16.26% | -37.12% |
| Best Year | 87.81% | 155.54% |
| Worst Year | -23.21% | -58.73% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.7% | 8.03% |
| Avg. Down Week | -3.95% | -4.7% |
| Avg. Up Month | 12.66% | 17.15% |
| Avg. Down Month | -6.07% | -12.32% |
| Win Days % | 50.15% | 51.14% |
| Win Month % | 50.0% | 60.53% |
| Win Week % | 52.04% | 48.8% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |