| Metric | 4054666:btcusd:triple_gx:lsma100_95_35 | 4054666:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 108.33% | 180.97% |
| Max Drawdown | -33.71% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.61 | 0.62 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.16 | 1.05 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 13.0 | 4.15 |
| Outlier Loss Ratio | 4.52 | 3.97 |
| Volatility (ann.) | 16.9% | 26.52% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.74 | 0.55 |
| Skew | 0.38 | 0.2 |
| Kurtosis | 13.79 | 6.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.81% | 2.55% |
| Expected Yearly % | 20.14% | 29.47% |
| Kelly Criterion | 3.53% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.25% |
| Expected Shortfall (cVaR) | -1.44% | -2.25% |
| Year | 4054666:BTCUSD | 4054666:btcusd:triple_gx:lsma100_95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -1.42 | 0.03 | + |
| 2023 | 155.54 | 92.02 | 0.59 | - |
| 2024 | 121.00 | 28.06 | 0.23 | - |
| 2025 | 11.30 | -14.05 | -1.24 | - |
| Metric | 4054666:btcusd:triple_gx:lsma100_95_35 | 4054666:BTCUSD |
|---|---|---|
| MTD | 0.33% | 10.32% |
| 3M | -11.17% | 7.53% |
| 6M | -18.88% | 18.96% |
| YTD | -14.05% | 11.3% |
| 1Y | 0.04% | 56.85% |
| 3Y (ann.) | 24.22% | 49.13% |
| 5Y (ann.) | 24.87% | 36.71% |
| Metric | 4054666:btcusd:triple_gx:lsma100_95_35 | 4054666:BTCUSD |
|---|---|---|
| Max Drawdown | -33.71% | -67.18% |
| Longest DD Days | 337.0 | 683.0 |
| Avg. Drawdown | -4.31% | -6.53% |
| Avg. Drawdown Days | 24.0 | 33.0 |
| Recovery Factor | 3.21 | 2.69 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-16 | -33.71 | 158 |
| 2024-04-01 | 2024-11-11 | -29.82 | 224 |
| 2022-02-10 | 2023-01-14 | -22.24 | 337 |
| 2023-12-09 | 2024-02-12 | -14.25 | 65 |
| 2023-03-22 | 2023-06-21 | -11.77 | 90 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2023-01-21 | 2023-03-17 | -8.71 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| Metric | 4054666:btcusd:triple_gx:lsma100_95_35 | 4054666:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.61% | -29.64% |
| Best Month | 35.23% | 43.77% |
| Worst Month | -19.47% | -37.12% |
| Best Year | 92.02% | 155.54% |
| Worst Year | -14.05% | -55.3% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 5.87% | 7.28% |
| Avg. Down Week | -3.42% | -3.57% |
| Avg. Up Month | 9.89% | 16.11% |
| Avg. Down Month | -7.23% | -11.41% |
| Win Days % | 50.02% | 51.22% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 43.38% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |