| Metric | 4054165:btcusd:triple_gx:lsma105_95_30 | 4054165:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 135.68% | 188.09% |
| Max Drawdown | -27.5% | -67.18% |
| Sharpe | 0.47 | 0.43 |
| Sortino | 0.71 | 0.63 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 13.42 | 4.14 |
| Outlier Loss Ratio | 4.52 | 3.95 |
| Volatility (ann.) | 16.61% | 26.5% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.08 | 0.56 |
| Skew | 0.48 | 0.21 |
| Kurtosis | 14.24 | 6.37 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.11% | 2.61% |
| Expected Yearly % | 23.9% | 30.28% |
| Kelly Criterion | 3.95% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.25% |
| Expected Shortfall (cVaR) | -1.41% | -2.25% |
| Year | 4054165:BTCUSD | 4054165:btcusd:triple_gx:lsma105_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -0.21 | 0.00 | + |
| 2023 | 155.54 | 95.02 | 0.61 | - |
| 2024 | 121.00 | 35.37 | 0.29 | - |
| 2025 | 11.09 | -10.54 | -0.95 | - |
| Metric | 4054165:btcusd:triple_gx:lsma105_95_30 | 4054165:BTCUSD |
|---|---|---|
| MTD | -1.23% | 10.11% |
| 3M | -9.99% | 7.33% |
| 6M | -15.52% | 14.6% |
| YTD | -10.54% | 11.09% |
| 1Y | 8.59% | 56.56% |
| 3Y (ann.) | 27.67% | 49.04% |
| 5Y (ann.) | 29.65% | 37.78% |
| Metric | 4054165:btcusd:triple_gx:lsma105_95_30 | 4054165:BTCUSD |
|---|---|---|
| Max Drawdown | -27.5% | -67.18% |
| Longest DD Days | 269.0 | 683.0 |
| Avg. Drawdown | -4.35% | -5.98% |
| Avg. Drawdown Days | 23.0 | 30.0 |
| Recovery Factor | 4.93 | 2.8 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -27.50 | 149 |
| 2022-04-21 | 2023-01-16 | -24.15 | 269 |
| 2024-03-10 | 2024-11-11 | -23.88 | 246 |
| 2022-03-02 | 2022-03-29 | -15.15 | 27 |
| 2023-03-22 | 2023-06-21 | -12.83 | 90 |
| 2023-12-09 | 2024-02-11 | -12.69 | 63 |
| 2023-01-21 | 2023-03-17 | -9.86 | 54 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2022-02-10 | 2022-03-01 | -6.86 | 19 |
| 2022-03-29 | 2022-04-20 | -6.81 | 21 |
| Metric | 4054165:btcusd:triple_gx:lsma105_95_30 | 4054165:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.66% | -29.64% |
| Best Month | 34.97% | 43.77% |
| Worst Month | -15.65% | -37.12% |
| Best Year | 95.02% | 155.54% |
| Worst Year | -10.54% | -54.08% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 5.22% | 7.32% |
| Avg. Down Week | -3.38% | -3.92% |
| Avg. Up Month | 11.58% | 16.95% |
| Avg. Down Month | -5.65% | -11.75% |
| Win Days % | 50.02% | 51.23% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 47.41% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |