| Metric | 4054169:btcusd:triple_gx:lsma115_95_30 | 4054169:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 99.28% | 131.79% |
| Max Drawdown | -27.48% | -67.18% |
| Sharpe | 0.41 | 0.38 |
| Sortino | 0.62 | 0.56 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 14.25 | 4.16 |
| Outlier Loss Ratio | 4.48 | 3.97 |
| Volatility (ann.) | 16.52% | 26.66% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.89 | 0.45 |
| Skew | 0.57 | 0.18 |
| Kurtosis | 14.6 | 6.27 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.78% | 2.18% |
| Expected Yearly % | 18.81% | 23.39% |
| Kelly Criterion | 3.38% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.27% |
| Expected Shortfall (cVaR) | -1.4% | -2.27% |
| Year | 4054169:BTCUSD | 4054169:btcusd:triple_gx:lsma115_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -7.85 | 0.14 | + |
| 2023 | 155.54 | 86.76 | 0.56 | - |
| 2024 | 121.00 | 28.29 | 0.23 | - |
| 2025 | -6.45 | -9.73 | 1.51 | - |
| Metric | 4054169:btcusd:triple_gx:lsma115_95_30 | 4054169:BTCUSD |
|---|---|---|
| MTD | -4.17% | 3.6% |
| 3M | -9.73% | -11.42% |
| 6M | -1.69% | 35.88% |
| YTD | -9.73% | -6.45% |
| 1Y | -13.28% | 24.76% |
| 3Y (ann.) | 22.47% | 25.14% |
| 5Y (ann.) | 24.42% | 30.52% |
| Metric | 4054169:btcusd:triple_gx:lsma115_95_30 | 4054169:BTCUSD |
|---|---|---|
| Max Drawdown | -27.48% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.93% | -6.5% |
| Avg. Drawdown Days | 31.0 | 32.0 |
| Recovery Factor | 3.61 | 1.96 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-10 | 2024-12-15 | -27.48 | 280 |
| 2022-02-10 | 2023-01-20 | -25.22 | 344 |
| 2024-12-17 | 2025-03-27 | -23.91 | 99 |
| 2023-03-22 | 2023-06-22 | -15.10 | 91 |
| 2023-12-09 | 2024-02-11 | -13.09 | 64 |
| 2023-01-21 | 2023-03-17 | -11.09 | 55 |
| 2023-08-29 | 2023-10-23 | -8.76 | 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 |
| Metric | 4054169:btcusd:triple_gx:lsma115_95_30 | 4054169:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -11.8% | -29.64% |
| Best Month | 34.58% | 43.77% |
| Worst Month | -17.32% | -37.12% |
| Best Year | 86.76% | 155.54% |
| Worst Year | -9.73% | -56.13% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 5.16% | 7.37% |
| Avg. Down Week | -3.66% | -4.15% |
| Avg. Up Month | 11.9% | 17.23% |
| Avg. Down Month | -5.05% | -11.82% |
| Win Days % | 49.72% | 51.1% |
| Win Month % | 42.11% | 61.54% |
| Win Week % | 49.19% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |